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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
PTR
3051
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-3,000
Closed -$210K
ENDP
3052
DELISTED
Endo International plc
ENDP
– –
-14,058
Closed -$98.3K
BDR
3053
DELISTED
Blonder Tongue Laboratories Inc
BDR
– –
-23,439
Closed -$14K
NEV
3054
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
– –
-12,939
Closed -$184K
MCA
3055
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
– –
-10,608
Closed -$156K
JRJC
3056
DELISTED
China Finance Online Co., Ltd.
JRJC
– –
-1,101
Closed -$30K
TGP
3057
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-13,688
Closed -$265K
PCI
3058
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
– –
-9,092
Closed -$204K
CVA
3059
DELISTED
Covanta Holding Corporation
CVA
– –
-12,489
Closed -$211K
SQBG
3060
DELISTED
Sequential Brands Group, Inc.
SQBG
– –
-678
Closed -$48K
EHT
3061
DELISTED
Eaton Vance 2021 Target Term Trust
EHT
– –
-14,884
Closed -$149K
DSE
3062
DELISTED
Duff & Phelps Select MLP and Midstream Energy Fund Inc.
DSE
– –
-1,352
Closed -$79K
CMD
3063
DELISTED
Cantel Medical Corporation
CMD
– –
-2,516
Closed -$259K
GLUU
3064
DELISTED
Glu Mobile Inc.
GLUU
– –
-36,804
Closed -$134K
NMY
3065
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
– –
-17,082
Closed -$215K
SYNC
3066
DELISTED
Synacor, Inc.
SYNC
– –
-24,273
Closed -$56K
OCSI
3067
DELISTED
Oaktree Strategic Income Corporation
OCSI
– –
-14,149
Closed -$119K
DUC
3068
DELISTED
Duff & Phelps Utility & Corporate Bond Trust
DUC
– –
-14,990
Closed -$133K
NHA
3069
DELISTED
Nuveen Municipal 2021 Target Term Fund
NHA
– –
-16,458
Closed -$155K
VER
3070
DELISTED
VEREIT, Inc.
VER
– –
-10,613
Closed -$413K
DNKN
3071
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-13,043
Closed -$809K
MLPI
3072
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-14,463
Closed -$350K
AMAG
3073
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-14,076
Closed -$187K
MR
3074
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-743
Closed -$27K
APEX
3075
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-599
Closed -$34K
121 122
123
124 125

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OAM
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NOCM
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OMG
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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.