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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
LVL
2226
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$220K ﹤0.01%
+20,124
New +$227K
PSXP
2227
DELISTED
PHILLIPS 66 PARTNERS LP
PSXP
$220K ﹤0.01%
+4,602
New +$236K
BZH icon
2228
CALL
Beazer Homes USA
BZH
$877M
$219K ﹤0.01%
+13,700
New +$243K
CVE icon
2229
PUT
Cenovus Energy
CVE
$55.7B
$219K ﹤0.01%
+25,600
New +$226K
GUNR icon
2230
FlexShares Global Upstream Natural Resources Index Fund
GUNR
$7.2B
$219K ﹤0.01%
+6,707
New +$225K
HAS icon
2231
CALL
Hasbro
HAS
$13.2B
$219K ﹤0.01%
2,600
-10,400
-80% -$965K
OHI icon
2232
PUT
Omega Healthcare
OHI
$15.1B
$219K ﹤0.01%
+8,100
New +$216K
SDOW icon
2233
ProShares UltraPro Short Dow 30
SDOW
$162M
$219K ﹤0.01%
175
-122
-41% -$142K
BTT icon
2234
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$218K ﹤0.01%
10,217
+580
+6% +$12.5K
EPAM icon
2235
EPAM Systems
EPAM
$5.51B
$218K ﹤0.01%
+1,900
New +$217K
CLGX
2236
DELISTED
Corelogic, Inc.
CLGX
$218K ﹤0.01%
+4,814
New +$222K
AVT icon
2237
CALL
Avnet
AVT
$7.29B
$217K ﹤0.01%
+5,200
New +$220K
KIM icon
2238
Kimco Realty
KIM
$17.2B
$217K ﹤0.01%
+15,043
New +$232K
NDAQ icon
2239
Nasdaq
NDAQ
$52.7B
$217K ﹤0.01%
+7,554
New +$204K
NWG icon
2240
NatWest
NWG
$75.4B
$217K ﹤0.01%
27,218
-5,809
-18% -$48.9K
QSR icon
2241
Restaurant Brands International
QSR
$25.7B
$217K ﹤0.01%
+3,811
New +$226K
CPAY icon
2242
Corpay
CPAY
$25B
$217K ﹤0.01%
1,071
-388
-27% -$78.7K
BFK
2243
DELISTED
BlackRock Municipal Income Trust
BFK
$216K ﹤0.01%
+16,777
New +$226K
EWP icon
2244
iShares MSCI Spain ETF
EWP
$2.11B
$216K ﹤0.01%
+6,654
New +$224K
FBND icon
2245
Fidelity Total Bond ETF
FBND
$26.9B
$216K ﹤0.01%
+4,389
New +$217K
LAMR icon
2246
CALL
Lamar Advertising Co
LAMR
$16.2B
$216K ﹤0.01%
+3,400
New +$234K
JPS
2247
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$216K ﹤0.01%
+22,089
New +$212K
CBL
2248
DELISTED
CBL& Associates Properties, Inc.
CBL
$216K ﹤0.01%
51,870
+41,401
+395% +$207K
CHRD icon
2249
Chord Energy
CHRD
$7.9B
$215K ﹤0.01%
+26,584
New +$225K
DWX icon
2250
State Street SPDR S&P International Dividend ETF
DWX
$529M
$215K ﹤0.01%
+5,373
New +$220K
88 89
90
91 92

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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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.