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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
Top 10 Hldgs %
32.01%
Holding
3,162
New
1,456
Increased
953
Reduced
215
Closed
521

Top Buys

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.8M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18.4M
3
MSFT icon
Microsoft
MSFT
+$18.4M
4
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$15.6M
5
XOM icon
ExxonMobil
XOM
+$14.2M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$104M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$54.8M
3
IWN icon
iShares Russell 2000 Value ETF
IWN
+$42M
4
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$34.7M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$20.1M

Sector Composition

Rank Sector Weight
1 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EMD
2726
Western Asset Emerging Markets Debt Fund
EMD
$575M
– –
-12,612
Closed -$196K
EMO
2727
ClearBridge Energy Midstream Opportunity Fund
EMO
$1.09B
– –
-2,198
Closed -$130K
ENPH icon
2728
Enphase Energy
ENPH
$4.85B
– –
-44,275
Closed -$107K
EOG icon
2729
EOG Resources
EOG
$80.6B
– –
-11,820
Closed -$1.27M
ESGR
2730
DELISTED
Enstar Group
ESGR
– –
-1,226
Closed -$246K
ESS icon
2731
Essex Property Trust
ESS
$17.7B
– –
-1,098
Closed -$265K
EVN
2732
Eaton Vance Municipal Income Trust
EVN
$414M
– –
-11,463
Closed -$142K
EVR icon
2733
Evercore
EVR
$10.4B
– –
-2,372
Closed -$213K
EWH icon
2734
iShares MSCI Hong Kong ETF
EWH
$1.16B
– –
-25,326
Closed -$644K
EWJ icon
2735
iShares MSCI Japan ETF
EWJ
$23.3B
– –
-10,800
Closed -$663K
EWT icon
2736
iShares MSCI Taiwan ETF
EWT
$11.6B
– –
-15,771
Closed -$571K
EWZ icon
2737
iShares MSCI Brazil ETF
EWZ
$8.6B
– –
-42,555
Closed -$1.9M
EWZ icon
2738
PUT
iShares MSCI Brazil ETF
EWZ
$8.6B
– –
-5,000
Closed -$202K
EXK
2739
Endeavour Silver
EXK
$2.85B
– –
-40,947
Closed -$98K
FAS icon
2740
Direxion Daily Financial Bull 3x ETF
FAS
$2.18B
– –
-5,965
Closed -$408K
FCN icon
2741
FTI Consulting
FCN
$4.06B
– –
-12,695
Closed -$545K
FCNCA icon
2742
First Citizens BancShares
FCNCA
$24.4B
– –
-554
Closed -$223K
FEX icon
2743
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.56B
– –
-4,642
Closed -$272K
FEZ icon
2744
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
– –
-8,400
Closed -$342K
FEZ icon
2745
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
– –
-5,362
Closed -$218K
FEZ icon
2746
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.34B
– –
-5,800
Closed -$236K
FFIV icon
2747
F5
FFIV
$24.4B
– –
-2,341
Closed -$336K
FIW icon
2748
PUT
First Trust Water ETF
FIW
$1.75B
– –
-5,800
Closed -$282K
FLO icon
2749
Flowers Foods
FLO
$1.3B
– –
-15,763
Closed -$304K
FLR icon
2750
Fluor
FLR
$7.23B
– –
-8,851
Closed -$508K
108 109
110
111 112

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Two Sigma Securities's Q1 2018 Portfolio in Review

As of Q1 2018, Two Sigma Securities held 3,162 positions worth $17.9B, up 379% from $3.73B the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Two Sigma Securities's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q1 2018 buy was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.
  • Two Sigma Securities added most to iShares Core S&P 500 ETF in Q1 2018, an estimated $18.8M increase.
  • Two Sigma Securities's biggest Q1 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $104M.
  • Two Sigma Securities fully exited Vanguard Morningstar Mid-Cap ETF in Q1 2018, selling an estimated $14.7M.
  • Two Sigma Securities's ten largest holdings make up 32% of its $17.9B portfolio in Q1 2018.
  • Two Sigma Securities opened 1,456 new positions and closed 521 in Q1 2018.
  • Two Sigma Securities's portfolio value rose 379% quarter-over-quarter to $17.9B.

Based on Two Sigma Securities's 13F filing for Q1 2018, filed 15 May 2018.