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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
QLD icon
2901
ProShares Ultra QQQ
QLD
$12.7B
– –
-46,064
Closed -$471K
QQQ icon
2902
Invesco QQQ Trust
QQQ
$453B
– –
-14,405
Closed -$2.38M
QUAL icon
2903
iShares MSCI USA Quality Factor ETF
QUAL
$46.4B
– –
-13,436
Closed -$1.11M
RAVE icon
2904
RAVE Restaurant Group
RAVE
$44.8M
– –
-15,776
Closed -$23K
RBBN icon
2905
Ribbon Communications
RBBN
$377M
– –
-20,641
Closed -$160K
RCS
2906
PIMCO Strategic Income Fund
RCS
$244M
– –
-10,495
Closed -$96K
REPX icon
2907
Riley Exploration Permian
REPX
$744M
– –
-1,356
Closed -$13K
RF icon
2908
Regions Financial
RF
$26.4B
– –
-13,066
Closed -$248K
ROM icon
2909
ProShares Ultra Technology
ROM
$1.12B
– –
-30,040
Closed -$330K
RSPT icon
2910
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.49B
– –
-20,430
Closed -$292K
RY icon
2911
Royal Bank of Canada
RY
$291B
– –
-5,097
Closed -$414K
SA
2912
Seabridge Gold
SA
$2.78B
– –
-10,122
Closed -$114K
SAM icon
2913
Boston Beer
SAM
$1.91B
– –
-1,268
Closed -$233K
SB icon
2914
Safe Bulkers
SB
$795M
– –
-13,731
Closed -$44K
SBI
2915
Western Asset Intermediate Muni Fund
SBI
$107M
– –
-17,471
Closed -$163K
SBSW icon
2916
Sibanye-Stillwater
SBSW
$6.26B
– –
-40,850
Closed -$198K
SCHA icon
2917
Schwab U.S Small- Cap ETF
SCHA
$22.2B
– –
-122,692
Closed -$2.14M
SCHB icon
2918
Schwab US Broad Market ETF
SCHB
$43.2B
– –
-1,107,576
Closed -$11.9M
SCHG icon
2919
Schwab US Large-Cap Growth ETF
SCHG
$59.8B
– –
-67,944
Closed -$601K
SCHH icon
2920
Schwab US REIT ETF
SCHH
$11.5B
– –
-15,908
Closed -$331K
SCHR
2921
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-9,006
Closed -$240K
SDIV icon
2922
Global X SuperDividend ETF
SDIV
$1.22B
– –
-5,677
Closed -$371K
SDS icon
2923
ProShares UltraShort S&P500
SDS
$415M
– –
-394
Closed -$405K
SFM icon
2924
Sprouts Farmers Market
SFM
$8.13B
– –
-13,324
Closed -$341K
SGLY icon
2925
Singularity Future Technology
SGLY
$4.69M
– –
-14
Closed -$26K
115 116
117
118 119

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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.