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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
CWI icon
2701
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.78B
– –
-10,653
Closed -$277K
CXE
2702
DELISTED
MFS High Income Municipal Trust
CXE
– –
-15,485
Closed -$81K
DALN
2703
DELISTED
DallasNews
DALN
– –
-3,240
Closed -$62K
DDS icon
2704
Dillards
DDS
$9.19B
– –
-4,733
Closed -$342K
KUST
2705
Kustom Entertainment Inc
KUST
$777K
– –
0
– -$28K
DHT icon
2706
DHT Holdings
DHT
$2.99B
– –
-21,655
Closed -$78K
DJP icon
2707
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$800M
– –
-10,234
Closed -$250K
DOC icon
2708
Healthpeak Properties
DOC
$15.1B
– –
-12,368
Closed -$287K
DOG
2709
ProShares Short Dow30
DOG
$110M
– –
-5,030
Closed -$301K
DPG
2710
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
– –
-10,339
Closed -$160K
DPZ icon
2711
Domino's
DPZ
$11.5B
– –
-1,633
Closed -$355K
DSX icon
2712
Diana Shipping
DSX
$302M
– –
-17,459
Closed -$50K
DTD icon
2713
WisdomTree US Total Dividend Fund
DTD
$1.65B
– –
-4,434
Closed -$206K
DUST icon
2714
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.6M
– –
-4
Closed -$247K
DVY icon
2715
CALL
iShares Select Dividend ETF
DVY
$23.5B
– –
-3,200
Closed -$315K
DXC icon
2716
DXC Technology
DXC
$1.82B
– –
-2,740
Closed -$240K
EA icon
2717
Electronic Arts
EA
$53B
– –
-7,793
Closed -$945K
EAD
2718
Allspring Income Opportunities Fund
EAD
$372M
– –
-10,487
Closed -$88K
EDZ icon
2719
Direxion Daily MSCI Emerging Markets Bear 3X ETF
EDZ
$18.3M
– –
-284
Closed -$128K
EEM icon
2720
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
– –
-48,000
Closed -$2.26M
EFC
2721
Ellington Financial
EFC
$1.67B
– –
-14,244
Closed -$207K
EG icon
2722
Everest Group
EG
$14.5B
– –
-2,221
Closed -$491K
EGY icon
2723
Vaalco Energy
EGY
$570M
– –
-36,388
Closed -$25K
ELD icon
2724
WisdomTree Emerging Markets Local Debt Fund
ELD
$142M
– –
-5,435
Closed -$209K
EMB icon
2725
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-2,900
Closed -$337K
107 108
109
110 111

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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.