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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
PED icon
2626
PEDEVCO
PED
$144M
$4K ﹤0.01%
595
-224
-27% -$1.43K
BHACW
2627
DELISTED
Barington/Hilco Acquisition Corp. Warrants
BHACW
$2K ﹤0.01%
+10,100
New +$2.21K
GLOWE
2628
DELISTED
GLOWPOINT INC
GLOWE
$2K ﹤0.01%
10,173
-10,972
-52% -$2.16K
AA icon
2629
Alcoa
AA
$11.9B
– –
-16,371
Closed -$811K
ABUS icon
2630
Arbutus Biopharma
ABUS
$857M
– –
-11,294
Closed -$57K
ACCO icon
2631
Acco Brands
ACCO
$389M
– –
-12,073
Closed -$147K
ACP
2632
abrdn Income Credit Strategies Fund
ACP
$635M
– –
-10,651
Closed -$145K
ACTG icon
2633
Acacia Research
ACTG
$428M
– –
-10,660
Closed -$43K
ADAP
2634
DELISTED
Adaptimmune Therapeutics
ADAP
– –
-13,386
Closed -$89K
ADM icon
2635
Archer Daniels Midland
ADM
$38.2B
– –
-7,209
Closed -$303K
AEHR icon
2636
Aehr Test Systems
AEHR
$2.61B
– –
-10,260
Closed -$28K
AEIS icon
2637
Advanced Energy
AEIS
$11.6B
– –
-3,417
Closed -$231K
AFG icon
2638
American Financial Group
AFG
$11.8B
– –
-2,158
Closed -$234K
AFL icon
2639
Aflac
AFL
$64.9B
– –
-8,882
Closed -$393K
AFMD
2640
DELISTED
Affimed
AFMD
– –
-10,451
Closed -$136K
AGNC icon
2641
AGNC Investment
AGNC
$12.4B
– –
-14,174
Closed -$269K
AIRI icon
2642
Air Industries Group
AIRI
$13M
– –
-1,750
Closed -$30K
AKAM icon
2643
CALL
Akamai
AKAM
$16.7B
– –
-7,700
Closed -$501K
ALK icon
2644
Alaska Air
ALK
$5.29B
– –
-4,608
Closed -$306K
ALLY icon
2645
CALL
Ally Financial
ALLY
$13.2B
– –
-10,900
Closed -$318K
ALTO icon
2646
Alto Ingredients
ALTO
$369M
– –
-12,340
Closed -$56K
AMC icon
2647
AMC Entertainment Holdings
AMC
$2.52B
– –
-1,573
Closed -$238K
AMRN
2648
Amarin Corp
AMRN
$299M
– –
-1,440
Closed -$115K
ANAB icon
2649
AnaptysBio
ANAB
$1.58B
– –
-2,101
Closed -$212K
ANIX icon
2650
Anixa Biosciences
ANIX
$116M
– –
-12,047
Closed -$28K
104 105
106
107 108

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NOCM
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TIM
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QIM
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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.