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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
GWW icon
2776
W.W. Grainger
GWW
$65.3B
– –
-1,405
Closed -$368K
HDGE icon
2777
AdvisorShares Ranger Equity Bear ETF
HDGE
$60M
– –
-3,173
Closed -$249K
HIMX
2778
Himax Technologies
HIMX
$2.19B
– –
-11,685
Closed -$122K
HIX
2779
Western Asset High Income Fund II
HIX
$349M
– –
-18,458
Closed -$129K
HLIT icon
2780
Harmonic Inc
HLIT
$1.25B
– –
-16,120
Closed -$68K
HLT icon
2781
Hilton Worldwide
HLT
$72.1B
– –
-3,123
Closed -$256K
HNW
2782
DELISTED
Pioneer Diversified High Income Fund
HNW
– –
-11,237
Closed -$177K
HOV icon
2783
Hovnanian Enterprises
HOV
$726M
– –
-405
Closed -$34K
HPE icon
2784
Hewlett Packard
HPE
$63.4B
– –
-23,062
Closed -$331K
HQH
2785
abrdn Healthcare Investors
HQH
$1.25B
– –
-11,071
Closed -$250K
HQY icon
2786
HealthEquity
HQY
$8.41B
– –
-4,457
Closed -$208K
HRL icon
2787
Hormel Foods
HRL
$13.8B
– –
-5,673
Closed -$192K
HYD icon
2788
VanEck High Yield Muni ETF
HYD
$4.43B
– –
-5,327
Closed -$332K
HYI
2789
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
– –
-14,946
Closed -$226K
HYLS icon
2790
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.61B
– –
-5,616
Closed -$273K
HYT icon
2791
BlackRock Corporate High Yield Fund
HYT
$1.36B
– –
-20,442
Closed -$224K
IAG icon
2792
IAMGOLD
IAG
$8.2B
– –
-50,760
Closed -$284K
ICE icon
2793
CALL
Intercontinental Exchange
ICE
$85.6B
– –
-6,900
Closed -$487K
ICF icon
2794
iShares Select U.S. REIT ETF
ICF
$2.09B
– –
-9,844
Closed -$499K
IDA icon
2795
Idacorp
IDA
$7.92B
– –
-2,213
Closed -$202K
IEI icon
2796
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-4,537
Closed -$554K
IEMG icon
2797
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
– –
-11,084
Closed -$631K
IGD
2798
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$517M
– –
-19,869
Closed -$154K
IGIB icon
2799
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
– –
-3,746
Closed -$205K
IHF icon
2800
iShares US Healthcare Providers ETF
IHF
$1.21B
– –
-62,975
Closed -$1.98M
110 111
112
113 114

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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.