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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
BWX icon
2676
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
– –
-10,975
Closed -$312K
BYD icon
2677
PUT
Boyd Gaming
BYD
$6.18B
– –
-10,600
Closed -$372K
CABO icon
2678
Cable One
CABO
$227M
– –
-762
Closed -$536K
CADE
2679
DELISTED
Cadence Bank
CADE
– –
-24,256
Closed -$763K
CARM
2680
DELISTED
Carisma Therapeutics
CARM
– –
-3,258
Closed -$53K
CATX icon
2681
Perspective Therapeutics
CATX
$332M
– –
-5,747
Closed -$23K
CENN icon
2682
Cenntro
CENN
$7.89M
– –
0
– -$16K
CGBD icon
2683
Carlyle Secured Lending
CGBD
$694M
– –
-12,275
Closed -$246K
CGEN icon
2684
Compugen
CGEN
$222M
– –
-30,804
Closed -$77K
CHE icon
2685
Chemed
CHE
$7.07B
– –
-1,076
Closed -$261K
MBAI
2686
Check-Cap
MBAI
$8.19M
– –
-121
Closed -$25K
CHKP icon
2687
Check Point Software Technologies
CHKP
$13B
– –
-4,884
Closed -$503K
CHTR icon
2688
Charter Communications
CHTR
$17.3B
– –
-2,350
Closed -$826K
CMCSA icon
2689
Comcast
CMCSA
$85B
– –
-51,394
Closed -$1.99M
CODX
2690
Co-Diagnostics
CODX
$5.31M
– –
-339
Closed -$28K
COLM icon
2691
Columbia Sportswear
COLM
$3.04B
– –
-3,906
Closed -$281K
COOP
2692
DELISTED
Mr. Cooper
COOP
– –
-1,172
Closed -$12K
CPHI icon
2693
China Pharma Holdings
CPHI
$45M
– –
-27
Closed -$2K
CPRX
2694
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-26,658
Closed -$104K
CRBP icon
2695
Corbus Pharmaceuticals
CRBP
$166M
– –
-376
Closed -$80K
CRDF icon
2696
Cardiff Oncology
CRDF
$66.5M
– –
-1,134
Closed -$25K
CSGP icon
2697
CoStar Group
CSGP
$11.7B
– –
-15,870
Closed -$471K
CTLP
2698
DELISTED
Cantaloupe
CTLP
– –
-12,063
Closed -$118K
CWB icon
2699
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
– –
-5,852
Closed -$296K
CWEN icon
2700
Clearway Energy Class C
CWEN
$4.94B
– –
-13,175
Closed -$249K
106 107
108
109 110

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.