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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
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 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
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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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's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • 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.