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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
VWO icon
1826
PUT
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$395K ﹤0.01%
+8,400
New +$403K
QVCGA
1827
PUT
DELISTED
QVC Group Inc Series A
QVCGA
$395K ﹤0.01%
+323
New +$424K
ILG
1828
PUT
DELISTED
ILG, Inc Common Stock
ILG
$395K ﹤0.01%
+12,700
New +$397K
SBNY
1829
DELISTED
Signature Bank
SBNY
$395K ﹤0.01%
+2,783
New +$419K
IXC icon
1830
iShares Global Energy ETF
IXC
$2.93B
$393K ﹤0.01%
+11,573
New +$406K
PFGC icon
1831
Performance Food Group
PFGC
$14.2B
$393K ﹤0.01%
+13,176
New +$422K
ROP icon
1832
PUT
Roper Technologies
ROP
$37.1B
$393K ﹤0.01%
+1,400
New +$386K
CPRT icon
1833
PUT
Copart
CPRT
$27.5B
$392K ﹤0.01%
+30,800
New +$356K
TRP icon
1834
PUT
TC Energy
TRP
$64.2B
$392K ﹤0.01%
9,500
+4,500
+90% +$202K
EUFN icon
1835
iShares MSCI Europe Financials ETF
EUFN
$4.21B
$390K ﹤0.01%
+16,903
New +$409K
LYV icon
1836
Live Nation Entertainment
LYV
$39.2B
$390K ﹤0.01%
+9,250
New +$410K
ILF icon
1837
iShares Latin America 40 ETF
ILF
$3.92B
$389K ﹤0.01%
+10,366
New +$388K
WT icon
1838
PUT
WisdomTree
WT
$3.37B
$387K ﹤0.01%
+42,200
New +$456K
NS
1839
CALL
DELISTED
NuStar Energy L.P.
NS
$387K ﹤0.01%
+19,000
New +$509K
BNY
1840
Bank of New York Mellon
BNY
$104B
$386K ﹤0.01%
+7,483
New +$416K
CMI icon
1841
Cummins
CMI
$72.1B
$386K ﹤0.01%
2,383
-386
-14% -$66.3K
CRUS icon
1842
PUT
Cirrus Logic
CRUS
$6.03B
$386K ﹤0.01%
+9,500
New +$441K
R icon
1843
CALL
Ryder
R
$9.16B
$386K ﹤0.01%
5,300
+2,500
+89% +$201K
MYGN icon
1844
Myriad Genetics
MYGN
$396M
$385K ﹤0.01%
+13,029
New +$441K
ETSY icon
1845
PUT
Etsy
ETSY
$6.64B
$384K ﹤0.01%
+13,700
New +$308K
PPC icon
1846
CALL
Pilgrim's Pride
PPC
$7.04B
$384K ﹤0.01%
15,600
+6,800
+77% +$183K
VDE icon
1847
Vanguard Energy ETF
VDE
$10.9B
$384K ﹤0.01%
4,155
-45,465
-92% -$4.4M
UAA icon
1848
CALL
Under Armour
UAA
$2.13B
$383K ﹤0.01%
+23,400
New +$366K
AEO icon
1849
PUT
American Eagle Outfitters
AEO
$2.5B
$381K ﹤0.01%
+19,100
New +$358K
FLOT icon
1850
iShares Floating Rate Bond ETF
FLOT
$10.8B
$381K ﹤0.01%
+7,474
New +$381K
72 73
74
75 76

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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.