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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
URTY icon
2976
ProShares UltraPro Russell2000
URTY
$324M
– –
-2,997
Closed -$247K
VB icon
2977
Vanguard Morningstar Small-Cap ETF
VB
$79.7B
– –
-5,077
Closed -$750K
VBR icon
2978
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
– –
-77,192
Closed -$10.3M
VCEL icon
2979
Vericel Corp
VCEL
$2.36B
– –
-13,207
Closed -$72K
VEON icon
2980
VEON
VEON
$3.65B
– –
-5,339
Closed -$513K
VGT icon
2981
Vanguard Information Technology ETF
VGT
$139B
– –
-672,640
Closed -$13.8M
VIG icon
2982
Vanguard Dividend Appreciation ETF
VIG
$112B
– –
-27,908
Closed -$2.85M
VKI icon
2983
Invesco Advantage Municipal Income Trust II
VKI
$397M
– –
-15,467
Closed -$176K
VMO icon
2984
Invesco Municipal Opportunity Trust
VMO
$654M
– –
-15,580
Closed -$193K
VNQ icon
2985
Vanguard Real Estate ETF
VNQ
$39.3B
– –
-88,027
Closed -$6.74M
VO icon
2986
Vanguard Morningstar Mid-Cap ETF
VO
$107B
– –
-379,100
Closed -$14.7M
VOE icon
2987
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.8B
– –
-32,607
Closed -$3.64M
VPL icon
2988
Vanguard FTSE Pacific ETF
VPL
$8.1B
– –
-3,266
Closed -$238K
VTHR icon
2989
Vanguard Russell 3000 ETF
VTHR
$4.68B
– –
-3,499
Closed -$429K
VTRS icon
2990
Viatris
VTRS
$20.5B
– –
-18,500
Closed -$789K
VV icon
2991
Vanguard Morningstar Large-Cap ETF
VV
$52.5B
– –
-1,667
Closed -$204K
VXRT
2992
DELISTED
Vaxart
VXRT
– –
-1,288
Closed -$8K
VXUS icon
2993
Vanguard Total International Stock ETF
VXUS
$155B
– –
-8,590
Closed -$488K
VYM icon
2994
Vanguard High Dividend Yield ETF
VYM
$81.1B
– –
-67,205
Closed -$5.75M
WATT icon
2995
Energous
WATT
$78.7M
– –
-18
Closed -$204K
WB icon
2996
Weibo
WB
$2B
– –
-4,656
Closed -$594K
WIT icon
2997
Wipro
WIT
$19.6B
– –
-81,501
Closed -$167K
WORX
2998
DELISTED
SCWORX CORP NEW
WORX
– –
-3
Closed -$14K
XBI icon
2999
State Street SPDR S&P Biotech ETF
XBI
$9.97B
– –
-105,562
Closed -$9.64M
XHR
3000
Xenia Hotels & Resorts
XHR
$1.91B
– –
-10,943
Closed -$236K
118 119
120
121 122

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BCM
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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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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.