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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
TMO icon
1851
Thermo Fisher Scientific
TMO
$215B
$381K ﹤0.01%
+1,843
New +$387K
TRP icon
1852
TC Energy
TRP
$69B
$381K ﹤0.01%
+9,231
New +$414K
MUR icon
1853
CALL
Murphy Oil
MUR
$5.5B
$380K ﹤0.01%
+14,700
New +$425K
ILMN icon
1854
Illumina
ILMN
$30.7B
$379K ﹤0.01%
+1,646
New +$377K
AGNC icon
1855
PUT
AGNC Investment
AGNC
$12.5B
$378K ﹤0.01%
+20,000
New +$380K
MRVL icon
1856
PUT
Marvell Technology
MRVL
$166B
$378K ﹤0.01%
+18,000
New +$412K
SAVE
1857
PUT
DELISTED
Spirit Airlines, Inc.
SAVE
$378K ﹤0.01%
+10,000
New +$419K
XEC
1858
DELISTED
CIMAREX ENERGY CO
XEC
$378K ﹤0.01%
+4,044
New +$431K
DYLS
1859
DELISTED
WisdomTree Dynamic Long/Short U.S. Equity Fund
DYLS
$378K ﹤0.01%
+11,663
New +$384K
COTY icon
1860
PUT
Coty
COTY
$2.5B
$377K ﹤0.01%
+20,600
New +$405K
JBHT icon
1861
JB Hunt Transport Services
JBHT
$25.5B
$377K ﹤0.01%
3,214
-941
-23% -$113K
JOYY
1862
JOYY Inc
JOYY
$3.69B
$377K ﹤0.01%
+3,583
New +$451K
RGA icon
1863
Reinsurance Group of America
RGA
$15.7B
$376K ﹤0.01%
2,439
-1,035
-30% -$163K
LOGI icon
1864
PUT
Logitech
LOGI
$15.2B
$375K ﹤0.01%
+10,200
New +$395K
PTEN icon
1865
Patterson-UTI
PTEN
$3.84B
$375K ﹤0.01%
+21,416
New +$447K
AMX icon
1866
CALL
America Movil
AMX
$75.2B
$372K ﹤0.01%
+19,500
New +$361K
EFAD icon
1867
ProShares MSCI EAFE Dividend Growers ETF
EFAD
$62.6M
$372K ﹤0.01%
+9,792
New +$377K
XLNX
1868
DELISTED
Xilinx Inc
XLNX
$370K ﹤0.01%
5,123
+164
+3% +$11.8K
FDD icon
1869
First Trust STOXX European Select Dividend Income Fund
FDD
$899M
$369K ﹤0.01%
26,653
+16,101
+153% +$226K
NLY icon
1870
CALL
Annaly Capital Management
NLY
$17.3B
$369K ﹤0.01%
+8,850
New +$377K
CNP icon
1871
PUT
CenterPoint Energy
CNP
$27.6B
$367K ﹤0.01%
+13,400
New +$365K
COO icon
1872
Cooper Companies
COO
$14.5B
$366K ﹤0.01%
+6,404
New +$374K
FDS icon
1873
Factset
FDS
$9.64B
$365K ﹤0.01%
+1,829
New +$369K
ON icon
1874
CALL
ON Semiconductor
ON
$31.4B
$362K ﹤0.01%
+14,800
New +$357K
PGEN icon
1875
CALL
Precigen
PGEN
$2.2B
$362K ﹤0.01%
+23,600
New +$337K
73 74
75
76 77

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NOCM
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QIM
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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.