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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
EMD
2726
Western Asset Emerging Markets Debt Fund
EMD
$611M
– –
-12,612
Closed -$196K
EMO
2727
ClearBridge Energy Midstream Opportunity Fund
EMO
$1.02B
– –
-2,198
Closed -$130K
ENPH icon
2728
Enphase Energy
ENPH
$4.96B
– –
-44,275
Closed -$107K
EOG icon
2729
EOG Resources
EOG
$79.2B
– –
-11,820
Closed -$1.27M
ESGR
2730
DELISTED
Enstar Group
ESGR
– –
-1,226
Closed -$246K
ESS icon
2731
Essex Property Trust
ESS
$18.3B
– –
-1,098
Closed -$265K
EVN
2732
Eaton Vance Municipal Income Trust
EVN
$416M
– –
-11,463
Closed -$142K
EVR icon
2733
Evercore
EVR
$12.4B
– –
-2,372
Closed -$213K
EWH icon
2734
iShares MSCI Hong Kong ETF
EWH
$1.24B
– –
-25,326
Closed -$644K
EWJ icon
2735
iShares MSCI Japan ETF
EWJ
$21.9B
– –
-10,800
Closed -$663K
EWT icon
2736
iShares MSCI Taiwan ETF
EWT
$9.86B
– –
-15,771
Closed -$571K
EWZ icon
2737
iShares MSCI Brazil ETF
EWZ
$9.28B
– –
-42,555
Closed -$1.9M
EWZ icon
2738
PUT
iShares MSCI Brazil ETF
EWZ
$9.28B
– –
-5,000
Closed -$202K
EXK
2739
Endeavour Silver
EXK
$2.23B
– –
-40,947
Closed -$98K
FAS icon
2740
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
– –
-5,965
Closed -$408K
FCN icon
2741
FTI Consulting
FCN
$4.4B
– –
-12,695
Closed -$545K
FCNCA icon
2742
First Citizens BancShares
FCNCA
$24.9B
– –
-554
Closed -$223K
FEX icon
2743
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
– –
-4,642
Closed -$272K
FEZ icon
2744
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
– –
-8,400
Closed -$342K
FEZ icon
2745
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
– –
-5,362
Closed -$218K
FEZ icon
2746
PUT
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.42B
– –
-5,800
Closed -$236K
FFIV icon
2747
F5
FFIV
$22.9B
– –
-2,341
Closed -$336K
FIW icon
2748
PUT
First Trust Water ETF
FIW
$1.85B
– –
-5,800
Closed -$282K
FLO icon
2749
Flowers Foods
FLO
$1.49B
– –
-15,763
Closed -$304K
FLR icon
2750
Fluor
FLR
$7.01B
– –
-8,851
Closed -$508K
108 109
110
111 112

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OAM
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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.