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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
IJH icon
2801
iShares Core S&P Mid-Cap ETF
IJH
$122B
– –
-42,770
Closed -$1.64M
IJK icon
2802
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.3B
– –
-170,924
Closed -$9.22M
IJS icon
2803
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.03B
– –
-4,400
Closed -$338K
IJT icon
2804
iShares S&P Small-Cap 600 Growth ETF
IJT
$7.9B
– –
-76,502
Closed -$6.51M
INGR icon
2805
Ingredion
INGR
$6.25B
– –
-1,893
Closed -$265K
IPG
2806
DELISTED
Interpublic Group of Companies
IPG
– –
-11,577
Closed -$233K
IPWR icon
2807
Ideal Power
IPWR
$69M
– –
-1,972
Closed -$28K
IRBT
2808
DELISTED
iRobot
IRBT
– –
-4,564
Closed -$343K
ITM icon
2809
VanEck Intermediate Muni ETF
ITM
$2.02B
– –
-5,714
Closed -$275K
ITT icon
2810
ITT
ITT
$17.7B
– –
-4,585
Closed -$245K
IUSG icon
2811
iShares Core S&P US Growth ETF
IUSG
$32.8B
– –
-259,951
Closed -$14M
IVW icon
2812
iShares S&P 500 Growth ETF
IVW
$75.6B
– –
-181,956
Closed -$6.95M
IWB icon
2813
CALL
iShares Russell 1000 ETF
IWB
$48.4B
– –
-2,000
Closed -$297K
IWP icon
2814
iShares Russell Mid-Cap Growth ETF
IWP
$19B
– –
-186,860
Closed -$11.3M
IWY icon
2815
iShares Russell Top 200 Growth ETF
IWY
$15.5B
– –
-4,968
Closed -$363K
IXUS icon
2816
iShares Core MSCI Total International Stock ETF
IXUS
$59.3B
– –
-3,811
Closed -$240K
IYG icon
2817
iShares US Financial Services ETF
IYG
$2.18B
– –
-157,683
Closed -$6.86M
IYR icon
2818
iShares US Real Estate ETF
IYR
$4.27B
– –
-82,861
Closed -$6.29M
IYW icon
2819
iShares US Technology ETF
IYW
$25B
– –
-237,260
Closed -$9.65M
IYY icon
2820
iShares Dow Jones US ETF
IYY
$3B
– –
-5,432
Closed -$363K
JCI icon
2821
Johnson Controls International
JCI
$83.8B
– –
-10,879
Closed -$413K
JPM icon
2822
JPMorgan Chase
JPM
$937B
– –
-12,457
Closed -$1.41M
JRVR icon
2823
James River Group Holdings
JRVR
$182M
– –
-5,112
Closed -$205K
KBWB icon
2824
Invesco KBW Bank ETF
KBWB
$6.74B
– –
-89,522
Closed -$4.93M
KWY
2825
Kingsway Corp
KWY
$282M
– –
-10,485
Closed -$53K
111 112
113
114 115

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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.