We are live on ! Find out more
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
PAYX icon
2876
Paychex
PAYX
$41.6B
– –
-6,581
Closed -$435K
PBP icon
2877
Invesco S&P 500 BuyWrite ETF
PBP
$354M
– –
-9,959
Closed -$214K
PBPB
2878
DELISTED
Potbelly
PBPB
– –
-12,635
Closed -$155K
PBR.A icon
2879
Petrobras Class A
PBR.A
$111B
– –
-14,344
Closed -$141K
PEY icon
2880
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.13B
– –
-11,930
Closed -$212K
PGRE
2881
DELISTED
Paramount Group
PGRE
– –
-12,012
Closed -$190K
IFLN
2882
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
– –
-10,315
Closed -$195K
PHIO icon
2883
Phio Pharmaceuticals
PHIO
$11.8M
– –
-1
Closed -$23K
PHYS icon
2884
Sprott Physical Gold
PHYS
$14.6B
– –
-22,924
Closed -$243K
PID icon
2885
Invesco International Dividend Achievers ETF
PID
$926M
– –
-14,177
Closed -$234K
PLG
2886
Platinum Group Metals
PLG
$164M
– –
-3,552
Closed -$11K
PLUR icon
2887
Pluri
PLUR
$16.7M
– –
-504
Closed -$56K
PLX icon
2888
Protalix BioTherapeutics
PLX
$191M
– –
-5,713
Closed -$38K
PNNT
2889
Pennant Park Investment Corp
PNNT
$215M
– –
-20,117
Closed -$139K
AGPU
2890
Axe Compute Inc
AGPU
$95.4M
– –
-6
Closed -$19K
POST icon
2891
Post Holdings
POST
$4.14B
– –
-11,546
Closed -$599K
PPH icon
2892
VanEck Pharmaceutical ETF
PPH
$959M
– –
-6,294
Closed -$374K
PSK icon
2893
State Street SPDR ICE Preferred Securities ETF
PSK
$692M
– –
-6,083
Closed -$268K
PSP icon
2894
Invesco Global Listed Private Equity ETF
PSP
$232M
– –
-2,970
Closed -$185K
PSQ icon
2895
ProShares Short QQQ
PSQ
$824M
– –
-2,215
Closed -$394K
PTH icon
2896
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$221M
– –
-11,463
Closed -$275K
BCIC
2897
BCP Investment Corp
BCIC
$89.1M
– –
-1,353
Closed -$46K
PULM icon
2898
Pulmatrix
PULM
$6.35M
– –
-125
Closed -$35K
PXS icon
2899
Pyxis Tankers
PXS
$48.7M
– –
-2,680
Closed -$35K
PZG icon
2900
Paramount Gold Nevada
PZG
$96.1M
– –
-19,938
Closed -$26K
114 115
116
117 118

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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.