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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
GPK icon
2026
Graphic Packaging
GPK
$2.91B
$288K ﹤0.01%
+18,783
New +$293K
OVV icon
2027
CALL
Ovintiv
OVV
$17.4B
$288K ﹤0.01%
+5,240
New +$311K
XPO icon
2028
XPO
XPO
$20.5B
$288K ﹤0.01%
+8,186
New +$273K
EQT icon
2029
EQT Corp
EQT
$31.5B
$287K ﹤0.01%
+11,090
New +$318K
LAD icon
2030
Lithia Motors
LAD
$7.07B
$287K ﹤0.01%
+2,856
New +$323K
IDTI
2031
DELISTED
Integrated Device Technology I
IDTI
$287K ﹤0.01%
+9,395
New +$292K
CHRW icon
2032
C.H. Robinson
CHRW
$18B
$286K ﹤0.01%
+3,051
New +$281K
FTV icon
2033
Fortive
FTV
$16.6B
$286K ﹤0.01%
5,850
-2,626
-31% -$125K
NWSA icon
2034
News Corp Class A
NWSA
$16.2B
$286K ﹤0.01%
+18,084
New +$297K
OI icon
2035
PUT
O-I Glass
OI
$953M
$286K ﹤0.01%
+13,200
New +$292K
AKS
2036
CALL
DELISTED
AK Steel Holding Corp
AKS
$286K ﹤0.01%
+63,200
New +$347K
DVY icon
2037
PUT
iShares Select Dividend ETF
DVY
$23.2B
$285K ﹤0.01%
+3,000
New +$293K
EFAV icon
2038
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.46B
$285K ﹤0.01%
+3,862
New +$285K
ESPR
2039
DELISTED
Esperion Therapeutics
ESPR
$285K ﹤0.01%
3,940
-1,251
-24% -$91.9K
ITUB icon
2040
Itaú Unibanco
ITUB
$91.4B
$285K ﹤0.01%
37,666
-25,880
-41% -$194K
MINT icon
2041
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.6B
$285K ﹤0.01%
+2,811
New +$286K
APH icon
2042
CALL
Amphenol
APH
$193B
$284K ﹤0.01%
+26,400
New +$297K
SOHU
2043
PUT
Sohu.com
SOHU
$350M
$284K ﹤0.01%
+9,200
New +$351K
VAW icon
2044
Vanguard Materials ETF
VAW
$2.93B
$284K ﹤0.01%
+2,204
New +$302K
GTLS
2045
CALL
DELISTED
Chart Industries
GTLS
$283K ﹤0.01%
+4,800
New +$258K
LNW
2046
CALL
DELISTED
Light & Wonder
LNW
$283K ﹤0.01%
+6,800
New +$318K
RTH icon
2047
VanEck Retail ETF
RTH
$239M
$282K ﹤0.01%
3,028
+28
+0.9% +$2.71K
BN icon
2048
CALL
Brookfield
BN
$83B
$281K ﹤0.01%
+20,180
New +$292K
MTH icon
2049
CALL
Meritage Homes
MTH
$4.21B
$281K ﹤0.01%
+12,400
New +$296K
SRLN icon
2050
State Street Blackstone Senior Loan ETF
SRLN
$5.6B
$281K ﹤0.01%
+5,917
New +$281K
80 81
82
83 84

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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.