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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
SAFM
2301
CALL
DELISTED
Sanderson Farms Inc
SAFM
$202K ﹤0.01%
+1,700
New +$216K
AMH icon
2302
American Homes 4 Rent
AMH
$12B
$201K ﹤0.01%
+10,026
New +$200K
FIW icon
2303
CALL
First Trust Water ETF
FIW
$1.85B
$201K ﹤0.01%
+4,200
New +$202K
GNL icon
2304
Global Net Lease
GNL
$1.84B
$201K ﹤0.01%
+11,918
New +$209K
HMY icon
2305
Harmony Gold Mining
HMY
$9.84B
$201K ﹤0.01%
84,176
-110,782
-57% -$221K
PWB icon
2306
Invesco Large Cap Growth ETF
PWB
$2.29B
$201K ﹤0.01%
+4,692
New +$204K
AU icon
2307
AngloGold Ashanti
AU
$40.1B
$200K ﹤0.01%
+21,056
New +$215K
FTI icon
2308
PUT
TechnipFMC
FTI
$28.1B
$200K ﹤0.01%
+9,139
New +$212K
LBTYA icon
2309
PUT
Liberty Global Class A
LBTYA
$3.62B
$200K ﹤0.01%
+6,400
New +$221K
WRK
2310
DELISTED
WestRock Company
WRK
$200K ﹤0.01%
+3,123
New +$206K
EEP
2311
DELISTED
Enbridge Energy Partners
EEP
$200K ﹤0.01%
20,768
+9,844
+90% +$129K
TIPX icon
2312
State Street SPDR Bloomberg 1-10 Year TIPS ETF
TIPX
$2.01B
$199K ﹤0.01%
+10,346
New +$198K
AY
2313
DELISTED
Atlantica Sustainable Infrastructure plc Ordinary Shares
AY
$196K ﹤0.01%
+10,023
New +$203K
OIL
2314
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$195K ﹤0.01%
26,614
-18,573
-41% -$130K
MMT
2315
Aberdeen Multi-Market Income Fund
MMT
$236M
$193K ﹤0.01%
33,378
+16,598
+99% +$97.3K
PRTY
2316
DELISTED
Party City Holdco Inc.
PRTY
$192K ﹤0.01%
12,339
-5,238
-30% -$79.2K
SM icon
2317
SM Energy
SM
$7.8B
$191K ﹤0.01%
+10,574
New +$228K
BTZ icon
2318
BlackRock Credit Allocation Income Trust
BTZ
$930M
$190K ﹤0.01%
+14,982
New +$192K
CCJ icon
2319
Cameco
CCJ
$37.6B
$190K ﹤0.01%
+20,918
New +$194K
PVG
2320
DELISTED
PRETIUM RESOURCES INC.
PVG
$190K ﹤0.01%
+28,487
New +$224K
DNR
2321
DELISTED
Denbury Resources, Inc.
DNR
$190K ﹤0.01%
+69,407
New +$164K
AMU
2322
DELISTED
ETRACS Alerian MLP Index ETN
AMU
$189K ﹤0.01%
+12,521
New +$215K
PBFX
2323
DELISTED
PBF LOGISTICS LP
PBFX
$188K ﹤0.01%
+10,201
New +$207K
PIM
2324
Franklin Master Intermediate Income Trust
PIM
$150M
$187K ﹤0.01%
39,869
+29,538
+286% +$141K
FNSR
2325
PUT
DELISTED
Finisar Corp
FNSR
$185K ﹤0.01%
+11,700
New +$221K
91 92
93
94 95

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NOCM
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QIM
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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.