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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
GFI icon
2401
PUT
Gold Fields
GFI
$29B
$123K ﹤0.01%
+30,700
New +$125K
AUY
2402
DELISTED
Yamana Gold, Inc.
AUY
$123K ﹤0.01%
44,687
-1,353
-3% -$4.18K
CRNT icon
2403
Ceragon Networks
CRNT
$197M
$122K ﹤0.01%
45,195
+7,630
+20% +$18.7K
HLX icon
2404
Helix Energy Solutions
HLX
$1.4B
$122K ﹤0.01%
+21,067
New +$148K
MBI icon
2405
MBIA
MBI
$261M
$122K ﹤0.01%
+13,187
New +$106K
MLPX icon
2406
Global X MLP & Energy Infrastructure ETF
MLPX
$3.61B
$121K ﹤0.01%
+3,424
New +$135K
PBI icon
2407
CALL
Pitney Bowes
PBI
$2.4B
$120K ﹤0.01%
+11,000
New +$136K
ANH
2408
DELISTED
Anworth Mortgage Asset Corporation
ANH
$119K ﹤0.01%
+24,772
New +$122K
WTI icon
2409
W&T Offshore
WTI
$534M
$117K ﹤0.01%
26,502
+5,904
+29% +$25K
ERF
2410
DELISTED
Enerplus Corporation
ERF
$116K ﹤0.01%
10,258
-5,610
-35% -$61.1K
CSLT
2411
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$116K ﹤0.01%
+31,808
New +$118K
GGN
2412
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$766M
$115K ﹤0.01%
23,614
+7,411
+46% +$38.1K
NOK icon
2413
Nokia
NOK
$51B
$114K ﹤0.01%
20,914
-12,255
-37% -$66.1K
P
2414
PUT
DELISTED
Pandora Media Inc
P
$113K ﹤0.01%
+22,400
New +$107K
GRPN icon
2415
CALL
Groupon
GRPN
$1.05B
$112K ﹤0.01%
+1,290
New +$125K
PMM
2416
Franklin Managed Municipal Income Trust
PMM
$267M
$112K ﹤0.01%
+15,664
New +$112K
STNG icon
2417
Scorpio Tankers
STNG
$3.9B
$112K ﹤0.01%
+5,732
New +$145K
IPOA.U
2418
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
$112K ﹤0.01%
+10,550
New +$112K
DERM
2419
DELISTED
Dermira, Inc.
DERM
$110K ﹤0.01%
+13,771
New +$300K
JRO
2420
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$110K ﹤0.01%
+10,034
New +$111K
ASC icon
2421
Ardmore Shipping
ASC
$710M
$109K ﹤0.01%
14,309
-11,091
-44% -$84.2K
CHRD icon
2422
CALL
Chord Energy
CHRD
$7.9B
$109K ﹤0.01%
+13,500
New +$114K
KODK icon
2423
Kodak
KODK
$822M
$109K ﹤0.01%
+20,418
New +$131K
PHK
2424
PIMCO High Income Fund
PHK
$867M
$109K ﹤0.01%
14,317
-5,131
-26% -$38.9K
VTLE
2425
DELISTED
Vital Energy
VTLE
$109K ﹤0.01%
+624
New +$116K
95 96
97
98 99

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NOCM
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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.