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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
ILG
1376
CALL
DELISTED
ILG, Inc Common Stock
ILG
$831K ﹤0.01%
+26,700
New +$836K
CCL icon
1377
Carnival Corporation Ltd
CCL
$30.4B
$827K ﹤0.01%
+12,605
New +$857K
NLY icon
1378
PUT
Annaly Capital Management
NLY
$16.1B
$826K ﹤0.01%
+19,800
New +$844K
AMCX icon
1379
AMC Global Media
AMCX
$486M
$823K ﹤0.01%
+15,915
New +$826K
VNQ icon
1380
PUT
Vanguard Real Estate ETF
VNQ
$37.1B
$823K ﹤0.01%
10,900
+8,200
+304% +$628K
BOX icon
1381
PUT
Box
BOX
$4.76B
$822K ﹤0.01%
+40,000
New +$861K
DECK icon
1382
CALL
Deckers Outdoor
DECK
$10.9B
$819K ﹤0.01%
+54,600
New +$820K
VIAB
1383
DELISTED
Viacom Inc. Class B
VIAB
$819K ﹤0.01%
26,358
+11,055
+72% +$357K
ACM icon
1384
PUT
Aecom
ACM
$8.16B
$816K ﹤0.01%
+22,900
New +$846K
BB icon
1385
PUT
BlackBerry
BB
$4.65B
$815K ﹤0.01%
+70,900
New +$902K
EIX icon
1386
CALL
Edison International
EIX
$21.4B
$815K ﹤0.01%
+12,800
New +$788K
FV icon
1387
First Trust Dorsey Wright Focus 5 ETF
FV
$3.78B
$815K ﹤0.01%
28,372
+14,675
+107% +$429K
ETR icon
1388
PUT
Entergy
ETR
$49.4B
$811K ﹤0.01%
+20,600
New +$796K
NS
1389
PUT
DELISTED
NuStar Energy L.P.
NS
$809K ﹤0.01%
+39,700
New +$1.06M
STLA icon
1390
PUT
Stellantis
STLA
$14.6B
$808K ﹤0.01%
+39,400
New +$863K
IWR icon
1391
iShares Russell Mid-Cap ETF
IWR
$55.5B
$806K ﹤0.01%
15,616
-154,228
-91% -$8.13M
KDP icon
1392
CALL
Keurig Dr Pepper
KDP
$42.8B
$805K ﹤0.01%
+6,800
New +$754K
SRC
1393
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$802K ﹤0.01%
23,052
+17,679
+329% +$631K
PLCE icon
1394
CALL
Children's Place
PLCE
$44.7M
$798K ﹤0.01%
+5,900
New +$858K
SIG icon
1395
PUT
Signet Jewelers
SIG
$3.89B
$797K ﹤0.01%
+20,700
New +$1.03M
PCY icon
1396
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.29B
$796K ﹤0.01%
28,246
-35,705
-56% -$1.02M
OI icon
1397
CALL
O-I Glass
OI
$953M
$786K ﹤0.01%
+36,300
New +$804K
SODA
1398
DELISTED
SodaStream International Ltd
SODA
$786K ﹤0.01%
+8,564
New +$694K
TD icon
1399
PUT
Toronto Dominion Bank
TD
$200B
$785K ﹤0.01%
+13,800
New +$808K
AON icon
1400
Aon
AON
$62.8B
$784K ﹤0.01%
+5,584
New +$782K
54 55
56
57 58

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FFS
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MFA
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PGCM
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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.