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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
PGX icon
2351
Invesco Preferred ETF
PGX
$3.67B
$153K ﹤0.01%
10,512
-143,582
-93% -$2.09M
PSO icon
2352
Pearson
PSO
$9.56B
$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
$168M
$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
$8.19B
$151K ﹤0.01%
+11,081
New +$160K
NAC icon
2358
Nuveen California Quality Municipal Income Fund
NAC
$1.69B
$151K ﹤0.01%
+11,276
New +$155K
NOK icon
2359
PUT
Nokia
NOK
$56.8B
$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
$2.37B
$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
$346M
$148K ﹤0.01%
12,322
-2,404
-16% -$29.9K
TZA icon
2364
Direxion Daily Small Cap Bear 3x ETF
TZA
$264M
$148K ﹤0.01%
31
-155
-83% -$722K
EDD
2365
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
$365M
$146K ﹤0.01%
18,609
-901
-5% -$7.19K
ERIC icon
2366
Ericsson
ERIC
$32.7B
$146K ﹤0.01%
+22,812
New +$154K
NEA icon
2367
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.16B
$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
$4.75B
$143K ﹤0.01%
12,712
-10,366
-45% -$116K
PSEC icon
2371
Prospect Capital
PSEC
$1.13B
$142K ﹤0.01%
21,722
-42,795
-66% -$286K
TRST
2372
Trustco Bank Corp NY
TRST
$977M
$142K ﹤0.01%
3,351
+810
+32% +$35.6K
CMBT
2373
CMB.TECH NV
CMBT
$5.7B
$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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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.