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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
HCA icon
2251
HCA Healthcare
HCA
$87.2B
$215K ﹤0.01%
2,220
-780
-26% -$75.7K
J icon
2252
Jacobs Solutions
J
$15.9B
$215K ﹤0.01%
4,399
+174
+4% +$9.21K
KBWD icon
2253
Invesco KBW High Dividend Yield Financial ETF
KBWD
$408M
$215K ﹤0.01%
+9,478
New +$216K
SPAB icon
2254
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.76B
$215K ﹤0.01%
+7,634
New +$215K
WCG
2255
DELISTED
Wellcare Health Plans, Inc.
WCG
$215K ﹤0.01%
+1,110
New +$222K
GGP
2256
DELISTED
GGP Inc.
GGP
$215K ﹤0.01%
+10,487
New +$232K
MINC
2257
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
$215K ﹤0.01%
4,482
-307
-6% -$14.8K
CDNS icon
2258
Cadence Design Systems
CDNS
$93.6B
$214K ﹤0.01%
+5,822
New +$237K
IVOV icon
2259
Vanguard S&P Mid-Cap 400 Value ETF
IVOV
$1.34B
$214K ﹤0.01%
+3,624
New +$218K
DLTR icon
2260
Dollar Tree
DLTR
$24.4B
$213K ﹤0.01%
2,242
-418
-16% -$43.8K
FTEC icon
2261
Fidelity MSCI Information Technology Index ETF
FTEC
$19.8B
$213K ﹤0.01%
+4,108
New +$218K
SCHW
2262
Charles Schwab
SCHW
$183B
$213K ﹤0.01%
+4,085
New +$219K
SGDM icon
2263
Sprott Gold Miners ETF
SGDM
$547M
$213K ﹤0.01%
+10,852
New +$218K
TVIX
2264
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$213K ﹤0.01%
+226
New +$169K
GBF icon
2265
iShares Government/Credit Bond ETF
GBF
$133M
$212K ﹤0.01%
+1,898
New +$212K
MEOH icon
2266
CALL
Methanex
MEOH
$4.3B
$212K ﹤0.01%
+3,500
New +$205K
MYI icon
2267
BlackRock MuniYield Quality Fund III
MYI
$709M
$212K ﹤0.01%
+16,768
New +$217K
DO
2268
DELISTED
Diamond Offshore Drilling
DO
$212K ﹤0.01%
+14,485
New +$239K
AOM icon
2269
iShares Core Moderate Allocation ETF
AOM
$1.75B
$211K ﹤0.01%
5,575
-11,534
-67% -$439K
ARES icon
2270
Ares Management
ARES
$28.9B
$211K ﹤0.01%
+9,881
New +$224K
HIO
2271
Western Asset High Income Opportunity Fund
HIO
$336M
$211K ﹤0.01%
43,931
-3,915
-8% -$19.3K
QCOM icon
2272
CALL
Qualcomm
QCOM
$155B
$211K ﹤0.01%
+3,800
New +$242K
CYS
2273
DELISTED
CYS Investments Inc.
CYS
$211K ﹤0.01%
+31,434
New +$216K
MAA icon
2274
Mid-America Apartment Communities
MAA
$15.4B
$210K ﹤0.01%
2,305
+241
+12% +$21.8K
PKG icon
2275
Packaging Corp of America
PKG
$21.9B
$210K ﹤0.01%
+1,864
New +$225K
89 90
91
92 93

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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.