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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
NM
3026
DELISTED
Navios Maritime Holdings Inc.
NM
– –
-7,072
Closed -$85K
CTG
3027
DELISTED
Computer Task Group, Inc.
CTG
– –
-21,455
Closed -$109K
VMW
3028
DELISTED
VMware, Inc
VMW
– –
-3,113
Closed -$392K
ITCL
3029
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
– –
-11,521
Closed -$155K
NEWR
3030
DELISTED
New Relic, Inc.
NEWR
– –
-5,077
Closed -$293K
LTRPA
3031
DELISTED
Liberty TripAdvisor Holdings, Inc. Series A
LTRPA
– –
-14,670
Closed -$138K
EMAN
3032
DELISTED
eMagin Corporation
EMAN
– –
-18,915
Closed -$31K
ACGN
3033
DELISTED
Aceragen Inc
ACGN
– –
-119
Closed -$34K
NMTR
3034
DELISTED
9 Meters Biopharma
NMTR
– –
-92
Closed -$11K
IMBI
3035
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
– –
-1,057
Closed -$15K
STCN
3036
DELISTED
Steel Connect, Inc. Common Stock
STCN
– –
-3,094
Closed -$72K
TA
3037
DELISTED
TravelCenters of America LLC
TA
– –
-5,531
Closed -$113K
VYNT
3038
DELISTED
Vyant Bio, Inc. Common Stock
VYNT
– –
-451
Closed -$125K
BSMX
3039
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-14,323
Closed -$105K
EXD
3040
DELISTED
Eaton Vance TaxManaged Buy-Write Strategy Fund
EXD
– –
-12,529
Closed -$128K
FCRD
3041
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
– –
-16,152
Closed -$146K
REED
3042
DELISTED
Reeds, Inc. Common Stock
REED
– –
-286
Closed -$22K
AATC
3043
DELISTED
Autoscope Technologies Corporation Common Stock
AATC
– –
-14,170
Closed -$43K
HIL
3044
DELISTED
Hill International, Inc. Common Stock
HIL
– –
-12,521
Closed -$68K
AGTC
3045
DELISTED
Applied Genetic Technologies Corporation
AGTC
– –
-12,927
Closed -$47K
CLR
3046
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-9,300
Closed -$502K
SMTS
3047
DELISTED
Sierra Metals Inc. Common Stock
SMTS
– –
-10,094
Closed -$25K
EFL
3048
DELISTED
Eaton Vance Floating-Rate 2022 Target Term Trust Common Shares of Beneficial Interest
EFL
– –
-19,443
Closed -$180K
RJA
3049
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
– –
-10,995
Closed -$66K
RJI
3050
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
– –
-14,841
Closed -$80K
120 121
122
123 124

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OAM
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NOCM
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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.