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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
MTZ icon
2851
MasTec
MTZ
$20.8B
– –
-4,691
Closed -$238K
MUC icon
2852
BlackRock MuniHoldings California Quality Fund
MUC
$996M
– –
-11,988
Closed -$170K
MUFG icon
2853
Mitsubishi UFJ Financial
MUFG
$253B
– –
-21,196
Closed -$154K
MUNI icon
2854
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.06B
– –
-4,215
Closed -$226K
NCTY
2855
The9 Ltd
NCTY
$68.1M
– –
-34
Closed -$7K
NEE icon
2856
NextEra Energy
NEE
$181B
– –
-6,848
Closed -$264K
NGL icon
2857
NGL Energy Partners
NGL
$2.05B
– –
-21,243
Closed -$298K
NMFC icon
2858
New Mountain Finance
NMFC
$651M
– –
-15,471
Closed -$210K
NML
2859
Neuberger Energy Infrastructure and Income Fund Inc
NML
$593M
– –
-14,972
Closed -$140K
NMM icon
2860
Navios Maritime Partners
NMM
$2.3B
– –
-1,300
Closed -$46K
NOAH
2861
Noah Holdings
NOAH
$580M
– –
-4,883
Closed -$226K
NOV icon
2862
NOV
NOV
$6.93B
– –
-13,246
Closed -$486K
NSPR icon
2863
InspireMD
NSPR
$30.4M
– –
-6
Closed -$22K
NTAP icon
2864
NetApp
NTAP
$35B
– –
-7,938
Closed -$485K
NTIP icon
2865
Network-1 Technologies
NTIP
$37M
– –
-19,030
Closed -$46K
NUE icon
2866
Nucor
NUE
$58.6B
– –
-5,129
Closed -$340K
NVAX icon
2867
Novavax
NVAX
$1.2B
– –
-1,209
Closed -$30K
XMAX
2868
XMAX Inc
XMAX
$548M
– –
-512
Closed -$31K
ADAM
2869
Adamas Trust
ADAM
$815M
– –
-3,260
Closed -$80K
OCUL icon
2870
Ocular Therapeutix
OCUL
$1.79B
– –
-10,970
Closed -$49K
OLED icon
2871
Universal Display
OLED
$3.75B
– –
-2,087
Closed -$314K
OMC icon
2872
Omnicom Group
OMC
$21.6B
– –
-6,775
Closed -$508K
ONB icon
2873
Old National Bancorp
ONB
$10.2B
– –
-11,853
Closed -$207K
OZK icon
2874
Bank OZK
OZK
$5.6B
– –
-6,248
Closed -$303K
PANW icon
2875
Palo Alto Networks
PANW
$270B
– –
-12,138
Closed -$337K
113 114
115
116 117

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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.