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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
NAVB
3101
DELISTED
Navidea Biopharmaceuticals Inc.
NAVB
– –
-701
Closed -$5K
CASM
3102
DELISTED
CAS Medical Systems, Inc.
CASM
– –
-24,346
Closed -$19K
CBK
3103
DELISTED
Christopher & Banks Corporation
CBK
– –
-15,375
Closed -$20K
BEL
3104
DELISTED
Belmond Ltd.
BEL
– –
-15,455
Closed -$189K
RDC
3105
DELISTED
Rowan Companies Plc
RDC
– –
-11,364
Closed -$156K
HYACU
3106
DELISTED
Haymaker Acquisition Corp. Unit
HYACU
– –
-11,657
Closed -$115K
BNCL
3107
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-10,897
Closed -$179K
TLP
3108
DELISTED
Transmontaigne
TLP
– –
-5,571
Closed -$220K
TAHO
3109
DELISTED
Tahoe Resources Inc
TAHO
– –
-23,671
Closed -$113K
TSRO
3110
DELISTED
TESARO, Inc.
TSRO
– –
-3,074
Closed -$255K
RHE
3111
DELISTED
Regional Health Properties, Inc.
RHE
– –
-1,130
Closed -$2K
ESES
3112
DELISTED
Eco-Stim Energy Solutions Inc. Common Stock
ESES
– –
-11,603
Closed -$15K
LKM
3113
DELISTED
Link Motion Inc.
LKM
– –
-12,048
Closed -$48K
ARII
3114
DELISTED
American Railcar Industries, Inc.
ARII
– –
-5,415
Closed -$225K
C.WS.A
3115
DELISTED
Citigroup Inc
C.WS.A
– –
-47,922
Closed -$5K
JHA
3116
DELISTED
Nuveen High Inc Dec 2018 Tgt Trm
JHA
– –
-12,765
Closed -$127K
DGAZ
3117
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
– –
-661
Closed -$364K
NYRT
3118
DELISTED
New York REIT, Inc.
NYRT
– –
-6,841
Closed -$269K
ETP
3119
DELISTED
Energy Transfer Partners, L.P.
ETP
– –
-13,655
Closed -$245K
ACSF
3120
DELISTED
American Capital Senior Floating, Ltd.
ACSF
– –
-14,885
Closed -$157K
SIGM
3121
DELISTED
Sigma Designs Inc
SIGM
– –
-18,818
Closed -$131K
MATR
3122
DELISTED
Mattersight Corp.
MATR
– –
-12,325
Closed -$31K
KYE
3123
DELISTED
Kayne Anderson Energy
KYE
– –
-16,111
Closed -$162K
MBVX
3124
DELISTED
MABVAX THERAPEUTICS HLDGS INC
MBVX
– –
-4,133
Closed -$9K
WGL
3125
DELISTED
Wgl Holdings
WGL
– –
-3,405
Closed -$292K
123 124
125
126 127

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OAM
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NOCM
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TIM
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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.