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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
FCRE
3126
DELISTED
FC Global Realty Incorporated Common Stock
FCRE
– –
-18,472
Closed -$17K
CXRX
3127
DELISTED
Concordia International Corp. Common Stock
CXRX
– –
-24,227
Closed -$16K
ACERW
3128
DELISTED
Acer Therapeutics Inc Warrant
ACERW
$0 ﹤0.01%
54,151
-85,810
-61% -$678
CPN
3129
DELISTED
Calpine Corporation
CPN
– –
-27,330
Closed -$414K
AGN.PRA
3130
DELISTED
Allergan plc
AGN.PRA
– –
-562
Closed -$329K
STRP
3131
DELISTED
Straight Path Communications Inc.
STRP
– –
-1,913
Closed -$348K
CVO
3132
DELISTED
Cenevo, Inc.
CVO
– –
-10,369
Closed -$9K
SRUN
3133
DELISTED
Silver Run Acquisition Corporation II Class A
SRUN
– –
-20,749
Closed -$206K
BIOA
3134
DELISTED
BioAmber Inc.
BIOA
– –
-18,893
Closed -$8K
BV
3135
DELISTED
Bazaarvoice, Inc.
BV
– –
-98,339
Closed -$536K
RLOG
3136
DELISTED
Rand Logistics, Inc.
RLOG
– –
-33,313
Closed -$5K
UGAZ
3137
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
– –
-521
Closed -$379K
SPI
3138
DELISTED
SPI Energy Co., Ltd. Ordinary Shares
SPI
– –
-1,608
Closed -$10K
WSTL
3139
DELISTED
Westell Technologies Inc
WSTL
– –
-14,368
Closed -$54K
MEET
3140
DELISTED
The Meet Group, Inc. Common Stock
MEET
– –
-15,954
Closed -$45K
MOBL
3141
DELISTED
MobileIron, Inc.
MOBL
– –
-13,328
Closed -$52K
USLV
3142
DELISTED
VelocitySharesTM 3x Long Silver ETN linked to the S&P GSCI Silver Index ER
USLV
– –
-1,320
Closed -$153K
PGH
3143
DELISTED
Pengrowth Energy Corporation
PGH
– –
-53,750
Closed -$43K
DHG
3144
DELISTED
Deutsche High Incm Opportunities
DHG
– –
-11,142
Closed -$167K
BDSI
3145
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-29,999
Closed -$88K
SORL
3146
DELISTED
SORL Auto Parts, Inc.
SORL
– –
-24,414
Closed -$164K
SPHS
3147
DELISTED
Sophiris Bio, Inc.
SPHS
– –
-16,333
Closed -$37K
ABIL
3148
DELISTED
Ability Inc
ABIL
– –
-2,055
Closed -$9K
DGSE
3149
DELISTED
DGSE Companies, Inc.
DGSE
– –
-15,129
Closed -$14K
TSS
3150
DELISTED
Total System Services, Inc.
TSS
– –
-2,561
Closed -$203K
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 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.