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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
PGX icon
2351
Invesco Preferred ETF
PGX
$3.81B
$153K ﹤0.01%
10,512
-143,582
-93% -$2.09M
PSO icon
2352
Pearson
PSO
$10.2B
$153K ﹤0.01%
+14,500
New +$144K
INFN
2353
CALL
DELISTED
Infinera Corporation Common Stock
INFN
$153K ﹤0.01%
+14,100
New +$125K
EHI
2354
Western Asset Global High Income Fund
EHI
$175M
$152K ﹤0.01%
16,193
-1,986
-11% -$19.5K
AUY
2355
PUT
DELISTED
Yamana Gold, Inc.
AUY
$152K ﹤0.01%
+54,900
New +$170K
FTR
2356
PUT
DELISTED
Frontier Communications Corp.
FTR
$152K ﹤0.01%
+20,500
New +$160K
FORM icon
2357
FormFactor
FORM
$8.28B
$151K ﹤0.01%
+11,081
New +$160K
NAC icon
2358
Nuveen California Quality Municipal Income Fund
NAC
$1.83B
$151K ﹤0.01%
+11,276
New +$155K
NOK icon
2359
PUT
Nokia
NOK
$51B
$151K ﹤0.01%
+27,600
New +$149K
MFL
2360
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
$151K ﹤0.01%
+11,556
New +$161K
PBI icon
2361
Pitney Bowes
PBI
$2.4B
$149K ﹤0.01%
13,694
-5,174
-27% -$64.1K
BFZ
2362
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$148K ﹤0.01%
11,409
-2,193
-16% -$29.2K
MYN icon
2363
BlackRock MuniYield New York Quality Fund
MYN
$372M
$148K ﹤0.01%
12,322
-2,404
-16% -$29.9K
TZA icon
2364
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$148K ﹤0.01%
31
-155
-83% -$722K
EDD
2365
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$375M
$146K ﹤0.01%
18,609
-901
-5% -$7.19K
ERIC icon
2366
Ericsson
ERIC
$32.2B
$146K ﹤0.01%
+22,812
New +$154K
NEA icon
2367
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$145K ﹤0.01%
11,174
-9,035
-45% -$119K
CHS
2368
DELISTED
Chicos FAS, Inc.
CHS
$145K ﹤0.01%
+16,040
New +$149K
VTA
2369
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$145K ﹤0.01%
+12,348
New +$145K
SLM icon
2370
SLM Corp
SLM
$4.89B
$143K ﹤0.01%
12,712
-10,366
-45% -$116K
PSEC icon
2371
Prospect Capital
PSEC
$1.07B
$142K ﹤0.01%
21,722
-42,795
-66% -$286K
TRST
2372
Trustco Bank Corp NY
TRST
$970M
$142K ﹤0.01%
3,351
+810
+32% +$35.6K
CMBT
2373
CMB.TECH NV
CMBT
$4.69B
$142K ﹤0.01%
17,274
-12,057
-41% -$103K
CHK
2374
CALL
DELISTED
Chesapeake Energy Corporation
CHK
$142K ﹤0.01%
+235
New +$158K
RAD
2375
DELISTED
Rite Aid Corporation
RAD
$141K ﹤0.01%
4,202
-8,041
-66% -$318K
93 94
95
96 97

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QIM
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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.