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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
SONC
1576
CALL
DELISTED
Sonic Corp
SONC
$575K ﹤0.01%
+22,800
New +$580K
TTM
1577
DELISTED
Tata Motors Limited
TTM
$574K ﹤0.01%
+22,354
New +$657K
CTRA
1578
PUT
DELISTED
Coterra Energy
CTRA
$573K ﹤0.01%
+23,900
New +$614K
COO icon
1579
PUT
Cooper Companies
COO
$10.5B
$572K ﹤0.01%
10,000
+5,200
+108% +$303K
THC icon
1580
PUT
Tenet Healthcare
THC
$21.4B
$572K ﹤0.01%
+23,600
New +$470K
CE icon
1581
Celanese
CE
$5.04B
$571K ﹤0.01%
+5,703
New +$602K
PPC icon
1582
PUT
Pilgrim's Pride
PPC
$7.02B
$571K ﹤0.01%
+23,200
New +$623K
GES
1583
PUT
DELISTED
Guess Inc
GES
$568K ﹤0.01%
+27,400
New +$457K
BMO icon
1584
CALL
Bank of Montreal
BMO
$120B
$567K ﹤0.01%
+7,500
New +$590K
EPC icon
1585
CALL
Edgewell Personal Care
EPC
$1.23B
$566K ﹤0.01%
+11,600
New +$625K
RACE icon
1586
PUT
Ferrari
RACE
$72B
$566K ﹤0.01%
+4,700
New +$570K
RSX
1587
DELISTED
VanEck Russia ETF
RSX
$564K ﹤0.01%
+24,816
New +$570K
BFOR icon
1588
Barron's 400 ETF
BFOR
$229M
$563K ﹤0.01%
+54,116
New +$573K
FLG
1589
PUT
Flagstar Bank National Association
FLG
$5.24B
$563K ﹤0.01%
+14,400
New +$595K
PXF icon
1590
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.98B
$562K ﹤0.01%
+12,592
New +$579K
FNV icon
1591
Franco-Nevada
FNV
$51.2B
$561K ﹤0.01%
8,200
+4,842
+144% +$354K
GDX icon
1592
VanEck Gold Miners ETF
GDX
$28.6B
$561K ﹤0.01%
25,545
-73,086
-74% -$1.65M
PAA icon
1593
Plains All American Pipeline
PAA
$17.9B
$561K ﹤0.01%
+25,465
New +$560K
CXO
1594
DELISTED
CONCHO RESOURCES INC.
CXO
$561K ﹤0.01%
+3,734
New +$569K
DOV icon
1595
PUT
Dover
DOV
$25.4B
$560K ﹤0.01%
+7,057
New +$578K
RRC icon
1596
Range Resources
RRC
$9.15B
$560K ﹤0.01%
+38,494
New +$575K
LEG
1597
PUT
DELISTED
Leggett & Platt
LEG
$559K ﹤0.01%
+12,600
New +$578K
RWM icon
1598
ProShares Short Russell2000
RWM
$150M
$558K ﹤0.01%
+13,255
New +$552K
NSM
1599
CALL
DELISTED
Nationstar Mortgage Holdings
NSM
$557K ﹤0.01%
+31,000
New +$557K
JDST icon
1600
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$39.1M
$554K ﹤0.01%
+2
New +$545K
62 63
64
65 66

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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.