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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
MPT
1726
Medical Properties Trust
MPT
$2.15B
$454K ﹤0.01%
+34,915
New +$447K
OVV icon
1727
PUT
Ovintiv
OVV
$17.4B
$454K ﹤0.01%
+8,260
New +$490K
MTZ icon
1728
CALL
MasTec
MTZ
$16.7B
$452K ﹤0.01%
+9,600
New +$487K
XES icon
1729
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$392M
$452K ﹤0.01%
+3,102
New +$509K
PBI icon
1730
PUT
Pitney Bowes
PBI
$2.37B
$449K ﹤0.01%
+41,200
New +$510K
COR icon
1731
Cencora
COR
$59B
$448K ﹤0.01%
+5,200
New +$500K
BFH icon
1732
PUT
Bread Financial
BFH
$4.16B
$447K ﹤0.01%
+2,631
New +$514K
HRB icon
1733
CALL
H&R Block
HRB
$5.52B
$447K ﹤0.01%
+17,600
New +$463K
MRVL icon
1734
Marvell Technology
MRVL
$216B
$447K ﹤0.01%
+21,307
New +$488K
RDS.A
1735
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$447K ﹤0.01%
+7,000
New +$461K
CONN
1736
CALL
DELISTED
Conn's Inc.
CONN
$445K ﹤0.01%
+13,100
New +$436K
SPLK
1737
DELISTED
Splunk Inc
SPLK
$445K ﹤0.01%
+4,518
New +$431K
R icon
1738
PUT
Ryder
R
$9.16B
$444K ﹤0.01%
6,100
+2,000
+49% +$161K
SCHX icon
1739
Schwab US Large- Cap ETF
SCHX
$73.8B
$444K ﹤0.01%
42,276
-10,260
-20% -$112K
GL icon
1740
Globe Life
GL
$13.2B
$443K ﹤0.01%
5,266
+2,861
+119% +$250K
UYG icon
1741
CALL
ProShares Ultra Financials
UYG
$769M
$443K ﹤0.01%
+10,800
New +$473K
ALRM icon
1742
PUT
Alarm.com
ALRM
$2.66B
$442K ﹤0.01%
+11,700
New +$441K
CNQ icon
1743
Canadian Natural Resources
CNQ
$104B
$442K ﹤0.01%
+28,664
New +$461K
TGNA
1744
DELISTED
TEGNA Inc
TGNA
$442K ﹤0.01%
+38,778
New +$530K
CVI icon
1745
CALL
CVR Energy
CVI
$5.44B
$441K ﹤0.01%
+14,600
New +$491K
D icon
1746
Dominion Energy
D
$56.5B
$440K ﹤0.01%
6,518
+2,114
+48% +$156K
CHL
1747
DELISTED
China Mobile Limited
CHL
$439K ﹤0.01%
+9,606
New +$466K
SVC
1748
PUT
Service Properties Trust
SVC
$851M
$438K ﹤0.01%
+3,460
New +$465K
VIAB
1749
CALL
DELISTED
Viacom Inc. Class B
VIAB
$438K ﹤0.01%
+14,100
New +$455K
PAYX icon
1750
PUT
Paychex
PAYX
$41.5B
$437K ﹤0.01%
+7,100
New +$469K
68 69
70
71 72

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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.