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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
CINF icon
1901
Cincinnati Financial
CINF
$26.1B
$351K ﹤0.01%
4,727
+1,272
+37% +$95.1K
CX icon
1902
PUT
Cemex
CX
$14.7B
$350K ﹤0.01%
+52,800
New +$395K
TNA icon
1903
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.15B
$350K ﹤0.01%
+5,200
New +$374K
VRN
1904
DELISTED
Veren
VRN
$350K ﹤0.01%
+51,448
New +$390K
FTV icon
1905
PUT
Fortive
FTV
$16.6B
$349K ﹤0.01%
+7,136
New +$340K
TAP icon
1906
Molson Coors Class B
TAP
$7.29B
$349K ﹤0.01%
+4,637
New +$371K
IONS icon
1907
Ionis Pharmaceuticals
IONS
$7.77B
$348K ﹤0.01%
7,894
+2,849
+56% +$145K
BKR icon
1908
CALL
Baker Hughes
BKR
$56.1B
$347K ﹤0.01%
+12,500
New +$382K
FIS icon
1909
PUT
Fidelity National Information Services
FIS
$18.8B
$347K ﹤0.01%
+3,600
New +$353K
NUGT icon
1910
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.21B
$346K ﹤0.01%
2,838
+1,219
+75% +$169K
XPH icon
1911
State Street SPDR S&P Pharmaceuticals ETF
XPH
$589M
$346K ﹤0.01%
8,271
+1,175
+17% +$51.2K
RMD icon
1912
CALL
ResMed
RMD
$33B
$345K ﹤0.01%
+3,500
New +$331K
VXX
1913
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$344K ﹤0.01%
7,277
-6,721
-48% -$255K
YELP icon
1914
Yelp
YELP
$1.1B
$343K ﹤0.01%
+8,208
New +$357K
GRA
1915
CALL
DELISTED
W.R. Grace & Co.
GRA
$343K ﹤0.01%
+5,600
New +$384K
GRA
1916
PUT
DELISTED
W.R. Grace & Co.
GRA
$343K ﹤0.01%
5,600
+200
+4% +$13.7K
CX icon
1917
Cemex
CX
$14.7B
$342K ﹤0.01%
51,664
-49,098
-49% -$368K
JBLU icon
1918
JetBlue
JBLU
$1.68B
$341K ﹤0.01%
+16,767
New +$356K
GOLD
1919
CALL
DELISTED
Randgold Resources Ltd
GOLD
$341K ﹤0.01%
4,100
-5,300
-56% -$478K
BR icon
1920
Broadridge
BR
$18.7B
$340K ﹤0.01%
+3,102
New +$308K
CNP icon
1921
CALL
CenterPoint Energy
CNP
$25.4B
$340K ﹤0.01%
+12,400
New +$338K
GSG icon
1922
iShares S&P GSCI Commodity-Indexed Trust
GSG
$1.06B
$340K ﹤0.01%
+20,406
New +$337K
RHI icon
1923
Robert Half
RHI
$3.81B
$340K ﹤0.01%
+5,869
New +$335K
SLG icon
1924
SL Green Realty
SLG
$3.71B
$339K ﹤0.01%
+3,616
New +$339K
CVI icon
1925
PUT
CVR Energy
CVI
$5.44B
$338K ﹤0.01%
+11,200
New +$377K
75 76
77
78 79

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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.