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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
MGA icon
1526
CALL
Magna International
MGA
$17.3B
$625K ﹤0.01%
+11,100
New +$620K
SQQQ icon
1527
ProShares UltraPro Short QQQ
SQQQ
$2.03B
$625K ﹤0.01%
14
+6
+75% +$264K
FBIN icon
1528
PUT
Fortune Brands Innovations
FBIN
$4.75B
$624K ﹤0.01%
+12,402
New +$691K
CY
1529
CALL
DELISTED
Cypress Semiconductor
CY
$624K ﹤0.01%
+36,800
New +$631K
PX
1530
DELISTED
Praxair Inc
PX
$623K ﹤0.01%
+4,314
New +$671K
AGGP
1531
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
$623K ﹤0.01%
+32,288
New +$628K
AN icon
1532
AutoNation
AN
$5.78B
$620K ﹤0.01%
+13,251
New +$708K
WCG
1533
CALL
DELISTED
Wellcare Health Plans, Inc.
WCG
$620K ﹤0.01%
+3,200
New +$641K
LPX icon
1534
PUT
Louisiana-Pacific
LPX
$4.6B
$619K ﹤0.01%
+21,500
New +$616K
TRIP icon
1535
TripAdvisor
TRIP
$1.04B
$619K ﹤0.01%
+15,131
New +$592K
ESV
1536
CALL
DELISTED
Ensco Rowan plc
ESV
$619K ﹤0.01%
+35,275
New +$778K
CVSA
1537
CALL
Covista Inc
CVSA
$4.3B
$618K ﹤0.01%
+13,000
New +$608K
COO icon
1538
CALL
Cooper Companies
COO
$10.2B
$618K ﹤0.01%
10,800
+2,800
+35% +$163K
BIG
1539
PUT
DELISTED
Big Lots, Inc.
BIG
$618K ﹤0.01%
14,200
+10,000
+238% +$548K
ENB icon
1540
Enbridge
ENB
$106B
$616K ﹤0.01%
19,572
+12,788
+189% +$448K
UUP icon
1541
Invesco DB US Dollar Index Bullish Fund
UUP
$324M
$615K ﹤0.01%
26,031
-10,560
-29% -$249K
EW icon
1542
PUT
Edwards Lifesciences
EW
$50.9B
$614K ﹤0.01%
+13,200
New +$573K
SIX
1543
PUT
DELISTED
Six Flags Entertainment Corp.
SIX
$610K ﹤0.01%
+9,800
New +$639K
KKR icon
1544
KKR & Co
KKR
$88.1B
$609K ﹤0.01%
30,024
+18,119
+152% +$403K
DXJ icon
1545
WisdomTree Japan Hedged Equity Fund
DXJ
$7.16B
$608K ﹤0.01%
10,859
-3,686
-25% -$215K
EXPD icon
1546
PUT
Expeditors International
EXPD
$24.6B
$608K ﹤0.01%
+9,600
New +$617K
LE icon
1547
CALL
Lands' End
LE
$303M
$605K ﹤0.01%
+25,900
New +$478K
TWLO icon
1548
Twilio
TWLO
$37.8B
$605K ﹤0.01%
+15,839
New +$502K
UYG icon
1549
PUT
ProShares Ultra Financials
UYG
$769M
$603K ﹤0.01%
+14,700
New +$643K
SVXY icon
1550
ProShares Short VIX Short-Term Futures ETF
SVXY
$262M
$601K ﹤0.01%
+25,613
New +$2.95M
60 61
62
63 64

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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.