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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$14.7B
Cap. Flow %
82.18%
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 Financials 0.77%
2 Technology 0.65%
3 Healthcare 0.56%
4 Consumer Discretionary 0.53%
5 Industrials 0.44%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MPT
1726
Medical Properties Trust
MPT
$2.77B
$454K ﹤0.01%
+34,915
New +$447K
OVV icon
1727
PUT
Ovintiv
OVV
$17.3B
$454K ﹤0.01%
+8,260
New +$490K
MTZ icon
1728
CALL
MasTec
MTZ
$21.1B
$452K ﹤0.01%
+9,600
New +$487K
XES icon
1729
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$374M
$452K ﹤0.01%
+3,102
New +$509K
PBI icon
1730
PUT
Pitney Bowes
PBI
$2.4B
$449K ﹤0.01%
+41,200
New +$510K
COR icon
1731
Cencora
COR
$60.6B
$448K ﹤0.01%
+5,200
New +$500K
BFH icon
1732
PUT
Bread Financial
BFH
$4.37B
$447K ﹤0.01%
+2,631
New +$514K
HRB icon
1733
CALL
H&R Block
HRB
$5.58B
$447K ﹤0.01%
+17,600
New +$463K
MRVL icon
1734
Marvell Technology
MRVL
$168B
$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
$9.83B
$444K ﹤0.01%
6,100
+2,000
+49% +$161K
SCHX icon
1739
Schwab US Large- Cap ETF
SCHX
$71.8B
$444K ﹤0.01%
42,276
-10,260
-20% -$112K
GL icon
1740
Globe Life
GL
$14.2B
$443K ﹤0.01%
5,266
+2,861
+119% +$250K
UYG icon
1741
CALL
ProShares Ultra Financials
UYG
$828M
$443K ﹤0.01%
+10,800
New +$473K
ALRM icon
1742
PUT
Alarm.com
ALRM
$2.71B
$442K ﹤0.01%
+11,700
New +$441K
CNQ icon
1743
Canadian Natural Resources
CNQ
$99.4B
$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
$3.58B
$441K ﹤0.01%
+14,600
New +$491K
D icon
1746
Dominion Energy
D
$60.8B
$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
$1.04B
$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
$41.6B
$437K ﹤0.01%
+7,100
New +$469K
68 69
70
71 72

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NOCM
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TIM
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QIM
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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 deployed $14.7B of net new capital in Q1 2018, opening 1,456 new positions and adding to 953 existing holdings. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M.

By sector, the portfolio is most concentrated in Financials at 0.77% of assets, down from 1.2% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was iShares Russell 2000 ETF, an estimated $104M trimmed.

  • 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.