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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
FAX
2176
DELISTED
abrdn Asia-Pacific Income Fund
FAX
$234K ﹤0.01%
8,244
+2,553
+45% +$74.2K
MIN
2177
Aberdeen Intermediate Income Fund
MIN
$274M
$234K ﹤0.01%
+59,557
New +$237K
SWBI icon
2178
Smith & Wesson
SWBI
$651M
$234K ﹤0.01%
29,524
+13,142
+80% +$111K
DBD
2179
CALL
DELISTED
Diebold Nixdorf Incorporated
DBD
$234K ﹤0.01%
+15,200
New +$254K
ARRS
2180
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$234K ﹤0.01%
+8,800
New +$227K
CDE icon
2181
Coeur Mining
CDE
$15.4B
$233K ﹤0.01%
+29,109
New +$233K
IRM icon
2182
PUT
Iron Mountain
IRM
$36.4B
$233K ﹤0.01%
+7,100
New +$239K
ISD
2183
PGIM High Yield Bond Fund
ISD
$415M
$233K ﹤0.01%
16,523
+1,729
+12% +$25.1K
MOO icon
2184
VanEck Agribusiness ETF
MOO
$972M
$233K ﹤0.01%
+3,766
New +$237K
RSPS icon
2185
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$248M
$233K ﹤0.01%
+9,200
New +$241K
CMPR icon
2186
PUT
Cimpress
CMPR
$2.39B
$232K ﹤0.01%
+1,500
New +$223K
VOX icon
2187
Vanguard Communication Services ETF
VOX
$5.59B
$232K ﹤0.01%
+2,776
New +$246K
AFSI
2188
DELISTED
AmTrust Financial Services, Inc.
AFSI
$232K ﹤0.01%
18,825
+7,432
+65% +$93.2K
FCFS icon
2189
FirstCash
FCFS
$8.85B
$230K ﹤0.01%
+2,834
New +$211K
LUMN icon
2190
Lumen
LUMN
$6.57B
$230K ﹤0.01%
+13,970
New +$242K
OTEX icon
2191
CALL
Open Text
OTEX
$6.15B
$230K ﹤0.01%
+6,600
New +$230K
ENDP
2192
CALL
DELISTED
Endo International plc
ENDP
$230K ﹤0.01%
+38,800
New +$271K
JCP
2193
CALL
DELISTED
J.C. Penney Company, Inc.
JCP
$230K ﹤0.01%
+76,000
New +$274K
WFT
2194
CALL
DELISTED
Weatherford International plc
WFT
$230K ﹤0.01%
+100,600
New +$321K
QLD icon
2195
CALL
ProShares Ultra QQQ
QLD
$12.7B
$229K ﹤0.01%
+24,000
New +$246K
FMI
2196
DELISTED
Foundation Medicine, Inc.
FMI
$229K ﹤0.01%
+2,911
New +$215K
BKR icon
2197
PUT
Baker Hughes
BKR
$60B
$228K ﹤0.01%
+8,200
New +$251K
EXC icon
2198
Exelon
EXC
$47.2B
$228K ﹤0.01%
8,183
-3,330
-29% -$89.9K
FE icon
2199
PUT
FirstEnergy
FE
$28B
$228K ﹤0.01%
+6,700
New +$215K
SMB icon
2200
VanEck Short Muni ETF
SMB
$312M
$228K ﹤0.01%
13,226
+105
+0.8% +$1.81K
86 87
88
89 90

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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
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QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
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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.