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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
SNDS
2326
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$185K ﹤0.01%
+10,046
New +$185K
PBR icon
2327
Petrobras
PBR
$135B
$184K ﹤0.01%
13,046
-39,958
-75% -$526K
JHD
2328
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
$184K ﹤0.01%
18,725
-5,818
-24% -$57.5K
BIZD icon
2329
VanEck BDC Income ETF
BIZD
$1.63B
$183K ﹤0.01%
+11,234
New +$183K
HFRO
2330
Highland Opportunities and Income Fund
HFRO
$389M
$183K ﹤0.01%
+11,460
New +$181K
ONIT
2331
CALL
Onity Group
ONIT
$285M
$180K ﹤0.01%
+2,907
New +$156K
BDJ icon
2332
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.72B
$179K ﹤0.01%
+20,551
New +$188K
UIS icon
2333
Unisys
UIS
$179M
$176K ﹤0.01%
16,342
+5,523
+51% +$55.5K
PTEN icon
2334
CALL
Patterson-UTI
PTEN
$4.59B
$175K ﹤0.01%
+10,000
New +$209K
DCH
2335
CALL
Dauch Corp
DCH
$1.43B
$169K ﹤0.01%
+11,100
New +$182K
NBW
2336
DELISTED
Neuberger Berman California Municipal Fund Inc.
NBW
$169K ﹤0.01%
+13,097
New +$175K
BPK
2337
DELISTED
Blackrock Muni 2018 Term Tr
BPK
$166K ﹤0.01%
11,100
-4,365
-28% -$65K
DHY
2338
UBS Asset Management High Yield Credit Fund
DHY
$224M
$164K ﹤0.01%
61,755
+37,524
+155% +$103K
ZNGA
2339
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$161K ﹤0.01%
+44,103
New +$163K
FAZ
2340
Direxion Daily Financial Bear 3x ETF
FAZ
$114M
$160K ﹤0.01%
35
+2
+6% +$8.66K
LFC
2341
CALL
DELISTED
China Life Insurance Company Ltd.
LFC
$158K ﹤0.01%
+11,300
New +$173K
NE
2342
PUT
DELISTED
Noble Corporation
NE
$158K ﹤0.01%
+42,600
New +$190K
GFI icon
2343
CALL
Gold Fields
GFI
$37.4B
$157K ﹤0.01%
+39,000
New +$159K
NRK icon
2344
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$847M
$157K ﹤0.01%
12,891
+444
+4% +$5.53K
AG icon
2345
CALL
First Majestic Silver
AG
$9.03B
$155K ﹤0.01%
+25,400
New +$156K
CMRE icon
2346
Costamare
CMRE
$1.82B
$154K ﹤0.01%
+24,631
New +$155K
DHF
2347
BNY Mellon High Yield Strategies Fund
DHF
$165M
$154K ﹤0.01%
+48,401
New +$157K
SPN
2348
DELISTED
Superior Energy Services, Inc.
SPN
$154K ﹤0.01%
1,829
+360
+25% +$35.5K
BKD icon
2349
Brookdale Senior Living
BKD
$2.79B
$153K ﹤0.01%
22,761
+6,769
+42% +$57.2K
MFA
2350
MFA Financial
MFA
$854M
$153K ﹤0.01%
5,088
+547
+12% +$16.2K
92 93
94
95 96

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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.