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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
JHY
3076
DELISTED
Nuveen High Income 2020 Target Term Fund Common Shares of Beneficial Interest
JHY
– –
-18,366
Closed -$182K
VSLR
3077
DELISTED
VIVINT SOLAR, INC.
VSLR
– –
-17,811
Closed -$72K
PSV
3078
DELISTED
Hermitage Offshore Services Ltd.
PSV
– –
-3,540
Closed -$42K
PER
3079
DELISTED
SANDRIDGE PERMIAN TRUST
PER
– –
-79,507
Closed -$163K
SCIU
3080
DELISTED
Global X Scientific Beta US ETF
SCIU
– –
-8,227
Closed -$254K
ROYT
3081
DELISTED
PACIFIC COAST OIL TRUST
ROYT
– –
-36,673
Closed -$71K
CPL
3082
DELISTED
CPFL Energia S.A.
CPL
– –
-10,028
Closed -$115K
TOO
3083
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-15,376
Closed -$36K
ARTX
3084
DELISTED
Arotech Corporation
ARTX
– –
-14,197
Closed -$50K
CBM
3085
DELISTED
Cambrex Corporation
CBM
– –
-4,309
Closed -$207K
OLBK
3086
DELISTED
Old Line Bancshares, Inc.
OLBK
– –
-7,658
Closed -$225K
SDT
3087
DELISTED
SANDRIDGE MISSISSIPPIAN TRUST I
SDT
– –
-43,103
Closed -$36K
ATIS
3088
DELISTED
Attis Industries Inc. Common Stock
ATIS
– –
-2,027
Closed -$17K
NNC
3089
DELISTED
Nuveen North Carolina Quality Municipal Income Fund
NNC
– –
-15,527
Closed -$201K
OTIV
3090
DELISTED
OTI On Track Innovations Ltd
OTIV
– –
-33,604
Closed -$46K
SHOS
3091
DELISTED
Sears Hometown and Outlet Stores, Inc.
SHOS
– –
-14,664
Closed -$38K
OAK
3092
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
– –
-13,199
Closed -$556K
TRNX
3093
DELISTED
Taronis Technologies, Inc. Common Stock
TRNX
– –
-45
Closed -$21K
APU
3094
DELISTED
AmeriGas Partners, L.P.
APU
– –
-5,527
Closed -$256K
PES
3095
DELISTED
Pioneer Energy Services Corp.
PES
– –
-33,571
Closed -$102K
APC
3096
DELISTED
Anadarko Petroleum
APC
– –
-10,016
Closed -$587K
DYSL
3097
DELISTED
Dynasil Corporation of America
DYSL
– –
-10,207
Closed -$12K
JASNW
3098
DELISTED
Jason Industries, Inc.
JASNW
$0 ﹤0.01%
11,170
-6,069
-35% -$128
GNCA
3099
DELISTED
Genocea Biosciences, Inc.
GNCA
– –
-2,430
Closed -$23K
ULTI
3100
DELISTED
Ultimate Software Group Inc
ULTI
– –
-2,552
Closed -$557K
122 123
124
125 126

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OAM
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NOCM
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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.