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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
AMLP icon
1651
Alerian MLP ETF
AMLP
$13.4B
$504K ﹤0.01%
10,762
-11,708
-52% -$626K
CENX icon
1652
CALL
Century Aluminum
CENX
$4.04B
$503K ﹤0.01%
+30,400
New +$635K
WCG
1653
PUT
DELISTED
Wellcare Health Plans, Inc.
WCG
$503K ﹤0.01%
+2,600
New +$521K
ELV icon
1654
Elevance Health
ELV
$89.3B
$500K ﹤0.01%
+2,277
New +$535K
IWN icon
1655
PUT
iShares Russell 2000 Value ETF
IWN
$14B
$500K ﹤0.01%
+4,100
New +$513K
BCS icon
1656
PUT
Barclays
BCS
$83.9B
$499K ﹤0.01%
+44,141
New +$481K
LKQ icon
1657
LKQ Corp
LKQ
$5.96B
$499K ﹤0.01%
+13,140
New +$533K
URBN icon
1658
PUT
Urban Outfitters
URBN
$6.47B
$499K ﹤0.01%
+13,500
New +$473K
SKX
1659
PUT
DELISTED
Skechers
SKX
$498K ﹤0.01%
12,800
+7,400
+137% +$295K
SWBI icon
1660
CALL
Smith & Wesson
SWBI
$595M
$498K ﹤0.01%
+62,838
New +$529K
SLCA
1661
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
$498K ﹤0.01%
+19,508
New +$598K
CMA
1662
DELISTED
Comerica
CMA
$497K ﹤0.01%
+5,179
New +$494K
RS icon
1663
PUT
Reliance Steel & Aluminium
RS
$20.1B
$497K ﹤0.01%
+5,800
New +$518K
NUAN
1664
CALL
DELISTED
Nuance Communications, Inc.
NUAN
$496K ﹤0.01%
+36,383
New +$532K
SFLY
1665
CALL
DELISTED
Shutterfly, Inc.
SFLY
$496K ﹤0.01%
+6,100
New +$425K
ARCC icon
1666
Ares Capital
ARCC
$14B
$495K ﹤0.01%
31,186
+15,365
+97% +$243K
FLG
1667
Flagstar Bank National Association
FLG
$5.24B
$493K ﹤0.01%
12,606
-3,481
-22% -$144K
WWE
1668
CALL
DELISTED
World Wrestling Entertainment
WWE
$493K ﹤0.01%
+13,700
New +$482K
DATA
1669
PUT
DELISTED
Tableau Software, Inc.
DATA
$493K ﹤0.01%
+6,100
New +$483K
FNSR
1670
CALL
DELISTED
Finisar Corp
FNSR
$493K ﹤0.01%
31,200
+17,700
+131% +$334K
IEZ icon
1671
iShares US Oil Equipment & Services ETF
IEZ
$359M
$492K ﹤0.01%
+15,179
New +$537K
TSCO icon
1672
PUT
Tractor Supply
TSCO
$17.1B
$492K ﹤0.01%
+39,000
New +$543K
IBB icon
1673
iShares Biotechnology ETF
IBB
$10.5B
$491K ﹤0.01%
4,597
-27,080
-85% -$3M
CNX icon
1674
PUT
CNX Resources
CNX
$4.93B
$489K ﹤0.01%
+31,700
New +$473K
GME icon
1675
CALL
GameStop
GME
$11.4B
$488K ﹤0.01%
+154,800
New +$632K
65 66
67
68 69

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MFA
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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.