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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
SNDS
2326
DELISTED
SUSTAINABLE NORTH AMERICAN OIL SANDS ETF
SNDS
$185K ﹤0.01%
+10,046
New +$185K
PBR icon
2327
Petrobras
PBR
$125B
$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
$1.59B
$183K ﹤0.01%
+11,234
New +$183K
HFRO
2330
Highland Opportunities and Income Fund
HFRO
$417M
$183K ﹤0.01%
+11,460
New +$181K
ONIT
2331
CALL
Onity Group
ONIT
$309M
$180K ﹤0.01%
+2,907
New +$156K
BDJ icon
2332
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.73B
$179K ﹤0.01%
+20,551
New +$188K
UIS icon
2333
Unisys
UIS
$209M
$176K ﹤0.01%
16,342
+5,523
+51% +$55.5K
PTEN icon
2334
CALL
Patterson-UTI
PTEN
$3.98B
$175K ﹤0.01%
+10,000
New +$209K
DCH
2335
CALL
Dauch Corp
DCH
$1.34B
$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
Credit Suisse High Yield Credit Fund
DHY
$242M
$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
DELISTED
Direxion Daily Financial Bear 3x ETF
FAZ
$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
$29B
$157K ﹤0.01%
+39,000
New +$159K
NRK icon
2344
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$901M
$157K ﹤0.01%
12,891
+444
+4% +$5.53K
AG icon
2345
CALL
First Majestic Silver
AG
$7.41B
$155K ﹤0.01%
+25,400
New +$156K
CMRE icon
2346
Costamare
CMRE
$1.88B
$154K ﹤0.01%
+24,631
New +$155K
DHF
2347
BNY Mellon High Yield Strategies Fund
DHF
$171M
$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
$3.49B
$153K ﹤0.01%
22,761
+6,769
+42% +$57.2K
MFA
2350
MFA Financial
MFA
$926M
$153K ﹤0.01%
5,088
+547
+12% +$16.2K
92 93
94
95 96

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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.