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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
IJH icon
2801
iShares Core S&P Mid-Cap ETF
IJH
$122B
– –
-42,770
Closed -$1.64M
IJK icon
2802
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
– –
-170,924
Closed -$9.22M
IJS icon
2803
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
– –
-4,400
Closed -$338K
IJT icon
2804
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
– –
-76,502
Closed -$6.51M
INGR icon
2805
Ingredion
INGR
$6.27B
– –
-1,893
Closed -$265K
IPG
2806
DELISTED
Interpublic Group of Companies
IPG
– –
-11,577
Closed -$233K
IPWR icon
2807
Ideal Power
IPWR
$60.8M
– –
-1,972
Closed -$28K
IRBT
2808
DELISTED
iRobot
IRBT
– –
-4,564
Closed -$343K
ITM icon
2809
VanEck Intermediate Muni ETF
ITM
$2.14B
– –
-5,714
Closed -$275K
ITT icon
2810
ITT
ITT
$17.5B
– –
-4,585
Closed -$245K
IUSG icon
2811
iShares Core S&P US Growth ETF
IUSG
$31.7B
– –
-259,951
Closed -$14M
IVW icon
2812
iShares S&P 500 Growth ETF
IVW
$73.8B
– –
-181,956
Closed -$6.95M
IWB icon
2813
CALL
iShares Russell 1000 ETF
IWB
$48.2B
– –
-2,000
Closed -$297K
IWP icon
2814
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
– –
-186,860
Closed -$11.3M
IWY icon
2815
iShares Russell Top 200 Growth ETF
IWY
$15.9B
– –
-4,968
Closed -$363K
IXUS icon
2816
iShares Core MSCI Total International Stock ETF
IXUS
$58.3B
– –
-3,811
Closed -$240K
IYG icon
2817
iShares US Financial Services ETF
IYG
$2.16B
– –
-157,683
Closed -$6.86M
IYR icon
2818
iShares US Real Estate ETF
IYR
$4.66B
– –
-82,861
Closed -$6.29M
IYW icon
2819
iShares US Technology ETF
IYW
$23.6B
– –
-237,260
Closed -$9.65M
IYY icon
2820
iShares Dow Jones US ETF
IYY
$2.95B
– –
-5,432
Closed -$363K
JCI icon
2821
Johnson Controls International
JCI
$88.8B
– –
-10,879
Closed -$413K
JPM icon
2822
JPMorgan Chase
JPM
$935B
– –
-12,457
Closed -$1.41M
JRVR icon
2823
James River Group Holdings
JRVR
$208M
– –
-5,112
Closed -$205K
KBWB icon
2824
Invesco KBW Bank ETF
KBWB
$6.84B
– –
-89,522
Closed -$4.93M
KWY
2825
Kingsway Corp
KWY
$255M
– –
-10,485
Closed -$53K
111 112
113
114 115

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NOCM
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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.