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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
SHY icon
2926
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
– –
-16,934
Closed -$1.42M
SID icon
2927
Companhia Siderúrgica Nacional
SID
$1.31B
– –
-113,904
Closed -$279K
SIZE icon
2928
iShares MSCI USA Size Factor ETF
SIZE
$428M
– –
-31,339
Closed -$2.63M
SLNO
2929
DELISTED
Soleno Therapeutics
SLNO
– –
-1,432
Closed -$39K
SLS icon
2930
SELLAS Life Sciences
SLS
$1.97B
– –
-12
Closed -$5K
SLVO icon
2931
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.3M
– –
-591
Closed -$93K
SMMU icon
2932
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
– –
-4,151
Closed -$207K
SNAP icon
2933
Snap
SNAP
$7.89B
– –
-14,706
Closed -$239K
SNV
2934
PUT
DELISTED
Synovus
SNV
– –
-5,100
Closed -$244K
SNY icon
2935
Sanofi
SNY
$103B
– –
-7,265
Closed -$302K
SPFF icon
2936
Global X SuperIncome Preferred ETF
SPFF
$140M
– –
-11,795
Closed -$143K
SPSB icon
2937
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
– –
-7,495
Closed -$228K
SPXU icon
2938
ProShares UltraPro Short S&P 500
SPXU
$406M
– –
-159
Closed -$723K
STKL
2939
DELISTED
SunOpta
STKL
– –
-19,849
Closed -$154K
SVRA icon
2940
Savara
SVRA
$1.12B
– –
-11,657
Closed -$173K
TBT icon
2941
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
– –
-13,434
Closed -$454K
TCPC icon
2942
BlackRock TCP Capital
TCPC
$273M
– –
-11,677
Closed -$178K
TCOM icon
2943
Trip.com Group
TCOM
$29.6B
– –
-10,464
Closed -$491K
TD icon
2944
Toronto Dominion Bank
TD
$198B
– –
-4,801
Closed -$281K
TDTT icon
2945
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.54B
– –
-16,235
Closed -$395K
TDY icon
2946
Teledyne Technologies
TDY
$30.4B
– –
-1,801
Closed -$326K
TECS icon
2947
Direxion Daily Technology Bear 3x ETF
TECS
$69.6M
– –
0
– -$119K
TENX icon
2948
Tenax Therapeutics
TENX
$363M
– –
-1
Closed -$11K
TFI icon
2949
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.05B
– –
-8,871
Closed -$434K
TFX icon
2950
Teleflex
TFX
$6.05B
– –
-2,357
Closed -$586K
116 117
118
119 120

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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.