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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
FMC icon
2751
FMC
FMC
$1.34B
– –
-2,467
Closed -$184K
FRI icon
2752
First Trust S&P REIT Index Fund
FRI
$189M
– –
-12,631
Closed -$294K
FRO icon
2753
Frontline
FRO
$8.76B
– –
-20,191
Closed -$93K
FSLR icon
2754
First Solar
FSLR
$22.7B
– –
-3,060
Closed -$207K
FSK icon
2755
FS KKR Capital
FSK
$2.96B
– –
-25,018
Closed -$736K
FTA icon
2756
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.39B
– –
-6,973
Closed -$381K
FTEK icon
2757
Fuel Tech
FTEK
$43.9M
– –
-21,313
Closed -$24K
FTSL icon
2758
First Trust Senior Loan Fund ETF
FTSL
$2.32B
– –
-6,508
Closed -$313K
FXI icon
2759
iShares China Large-Cap ETF
FXI
$4.37B
– –
-21,843
Closed -$1.07M
FXL icon
2760
First Trust Technology AlphaDEX Fund
FXL
$2.53B
– –
-3,934
Closed -$202K
GASS icon
2761
StealthGas
GASS
$332M
– –
-10,921
Closed -$48K
GAU
2762
Galiano Gold
GAU
$455M
– –
-18,846
Closed -$13K
GBX icon
2763
The Greenbrier Companies
GBX
$1.52B
– –
-5,945
Closed -$317K
GDXJ icon
2764
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
– –
-7,419
Closed -$244K
GGG icon
2765
Graco
GGG
$12.9B
– –
-10,372
Closed -$469K
GHC icon
2766
Graham Holdings Company
GHC
$5.18B
– –
-394
Closed -$220K
GHY
2767
PGIM Global High Yield Fund
GHY
$478M
– –
-15,516
Closed -$224K
GIB icon
2768
CGI
GIB
$15.1B
– –
-3,976
Closed -$216K
GLDI icon
2769
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$31.1M
– –
-801
Closed -$145K
GMS
2770
DELISTED
GMS Inc
GMS
– –
-5,983
Closed -$225K
GNE icon
2771
Genie Energy
GNE
$367M
– –
-12,346
Closed -$54K
GROW icon
2772
US Global Investors
GROW
$35.5M
– –
-11,828
Closed -$46K
GSAT icon
2773
Globalstar
GSAT
$10.7B
– –
-1,479
Closed -$29K
GTE icon
2774
Gran Tierra Energy
GTE
$265M
– –
-4,341
Closed -$117K
GTIM icon
2775
Good Times Restaurants
GTIM
$14.6M
– –
-16,274
Closed -$43K
109 110
111
112 113

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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.