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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
REGN icon
1226
Regeneron Pharmaceuticals
REGN
$78.5B
$1.06M 0.01%
3,077
+2,172
+240% +$755K
KKR icon
1227
PUT
KKR & Co
KKR
$91.1B
$1.06M 0.01%
+52,000
New +$1.16M
JBHT icon
1228
CALL
JB Hunt Transport Services
JBHT
$25.5B
$1.05M 0.01%
9,000
+6,800
+309% +$814K
BG icon
1229
CALL
Bunge Global
BG
$20.4B
$1.05M 0.01%
+14,200
New +$1.07M
VYX icon
1230
CALL
NCR Voyix
VYX
$1.14B
$1.05M 0.01%
+54,116
New +$1.14M
HSY icon
1231
Hershey
HSY
$35.2B
$1.04M 0.01%
+10,535
New +$1.09M
DVA icon
1232
PUT
DaVita
DVA
$15.4B
$1.04M 0.01%
+15,800
New +$1.16M
BIIB icon
1233
Biogen
BIIB
$30B
$1.04M 0.01%
+3,802
New +$1.18M
MRSH
1234
PUT
Marsh
MRSH
$90.5B
$1.04M 0.01%
+12,600
New +$1.04M
ABEV icon
1235
Ambev
ABEV
$48.1B
$1.04M 0.01%
143,073
+85,815
+150% +$590K
OMC icon
1236
PUT
Omnicom Group
OMC
$21.6B
$1.04M 0.01%
+14,300
New +$1.07M
ACWI icon
1237
iShares MSCI ACWI ETF
ACWI
$32.9B
$1.04M 0.01%
14,480
+6,252
+76% +$461K
KBH icon
1238
PUT
KB Home
KBH
$3.37B
$1.04M 0.01%
+36,500
New +$1.14M
APTV icon
1239
CALL
Aptiv
APTV
$12B
$1.04M 0.01%
12,200
+7,200
+144% +$653K
SWN
1240
DELISTED
Southwestern Energy Company
SWN
$1.04M 0.01%
+239,244
New +$1.07M
OVV icon
1241
Ovintiv
OVV
$17.3B
$1.03M 0.01%
+18,821
New +$1.12M
PAAS icon
1242
PUT
Pan American Silver
PAAS
$18.2B
$1.03M 0.01%
+64,100
New +$1.02M
AEO icon
1243
CALL
American Eagle Outfitters
AEO
$2.88B
$1.03M 0.01%
51,900
+39,000
+302% +$731K
AMBA icon
1244
PUT
Ambarella
AMBA
$3.77B
$1.03M 0.01%
21,100
+17,100
+428% +$887K
SNA icon
1245
PUT
Snap-on
SNA
$21.2B
$1.03M 0.01%
+7,000
New +$1.15M
IJR icon
1246
CALL
iShares Core S&P Small-Cap ETF
IJR
$109B
$1.03M 0.01%
13,400
+9,100
+212% +$708K
SCCO icon
1247
CALL
Southern Copper
SCCO
$143B
$1.03M 0.01%
+20,496
New +$971K
TWTR
1248
DELISTED
Twitter, Inc.
TWTR
$1.03M 0.01%
35,398
-4,466
-11% -$131K
UI icon
1249
PUT
Ubiquiti
UI
$33.7B
$1.02M 0.01%
+14,900
New +$1.06M
USG
1250
PUT
DELISTED
Usg
USG
$1.02M 0.01%
+25,300
New +$918K
48 49
50
51 52

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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
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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.