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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
AGC
2426
DELISTED
Advent Claymore Conv Sec & Incme
AGC
$109K ﹤0.01%
+19,397
New +$114K
OPK icon
2427
Opko Health
OPK
$1.2B
$108K ﹤0.01%
34,119
+15,767
+86% +$63.5K
PLAB icon
2428
Photronics
PLAB
$1.64B
$108K ﹤0.01%
+13,047
New +$109K
SIRI icon
2429
CALL
SiriusXM
SIRI
$9.63B
$108K ﹤0.01%
+1,730
New +$104K
CTR
2430
DELISTED
ClearBridge MLP and Midstream Total Return Fund Inc.
CTR
$108K ﹤0.01%
+2,190
New +$129K
SFUN
2431
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$108K ﹤0.01%
421
-241
-36% -$60.2K
NOK icon
2432
CALL
Nokia
NOK
$56.8B
$107K ﹤0.01%
+19,600
New +$106K
GLDD
2433
DELISTED
Great Lakes Dredge & Dock
GLDD
$106K ﹤0.01%
23,000
+7,515
+49% +$35.6K
ASNA
2434
DELISTED
Ascena Retail Group, Inc.
ASNA
$105K ﹤0.01%
2,614
+351
+16% +$14.9K
FRBK
2435
DELISTED
Republic First Bancorp Inc
FRBK
$104K ﹤0.01%
+11,898
New +$103K
ENDP
2436
PUT
DELISTED
Endo International plc
ENDP
$103K ﹤0.01%
+17,400
New +$122K
KLDX
2437
DELISTED
KLONDEX MINES LTD
KLDX
$102K ﹤0.01%
+43,227
New +$82.8K
CLUB
2438
DELISTED
Town Sports International Holdings, Inc.
CLUB
$100K ﹤0.01%
+13,150
New +$83.8K
CLMT icon
2439
Calumet Specialty Products
CLMT
$5.1B
$99K ﹤0.01%
+14,044
New +$104K
GERN icon
2440
Geron
GERN
$829M
$99K ﹤0.01%
+23,197
New +$62.7K
LEO
2441
BNY Mellon Strategic Municipals
LEO
$363M
$99K ﹤0.01%
+12,794
New +$103K
AUY
2442
CALL
DELISTED
Yamana Gold, Inc.
AUY
$98K ﹤0.01%
+35,400
New +$109K
HZN
2443
DELISTED
Horizon Global Corporation
HZN
$98K ﹤0.01%
+11,920
New +$119K
NCZ
2444
Virtus Convertible & Income Fund II
NCZ
$278M
$96K ﹤0.01%
4,042
+1,384
+52% +$33.9K
CCJ icon
2445
CALL
Cameco
CCJ
$39.6B
$95K ﹤0.01%
+10,500
New +$97.3K
S
2446
DELISTED
Sprint Corporation
S
$94K ﹤0.01%
19,314
-7,296
-27% -$39K
HK
2447
DELISTED
Halcon Resources Corporation
HK
$92K ﹤0.01%
+18,910
New +$128K
NCV
2448
Virtus Convertible & Income Fund
NCV
$354M
$91K ﹤0.01%
3,371
-890
-21% -$24.7K
BTG icon
2449
B2Gold
BTG
$6.79B
$88K ﹤0.01%
32,400
-104,649
-76% -$308K
RRD
2450
PUT
DELISTED
RR Donnelley & Sons Co.
RRD
$88K ﹤0.01%
+10,100
New +$83.6K
96 97
98
99 100

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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.