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
CTSH icon
426
PUT
Cognizant
CTSH
$24.3B
$5.87M 0.03%
+72,900
New +$5.76M
IWD icon
427
iShares Russell 1000 Value ETF
IWD
$81.8B
$5.86M 0.03%
48,807
-20,849
-30% -$2.6M
BAC icon
428
Bank of America
BAC
$433B
$5.84M 0.03%
194,583
+83,545
+75% +$2.62M
MDLZ icon
429
CALL
Mondelez International
MDLZ
$80.5B
$5.81M 0.03%
139,300
+84,400
+154% +$3.67M
BDX icon
430
CALL
Becton Dickinson
BDX
$45.6B
$5.81M 0.03%
27,470
+13,837
+101% +$3.03M
TEVA icon
431
PUT
Teva Pharmaceuticals
TEVA
$41.2B
$5.8M 0.03%
339,700
+286,600
+540% +$5.6M
SPG icon
432
CALL
Simon Property Group
SPG
$74.7B
$5.8M 0.03%
37,600
+25,300
+206% +$4.02M
NOW icon
433
CALL
ServiceNow
NOW
$114B
$5.79M 0.03%
175,000
+165,500
+1,742% +$5.11M
XHB icon
434
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
$5.67M 0.03%
+138,900
New +$5.98M
AEP icon
435
CALL
American Electric Power
AEP
$69.5B
$5.65M 0.03%
82,400
+76,500
+1,297% +$5.15M
TIF
436
PUT
DELISTED
Tiffany & Co.
TIF
$5.62M 0.03%
57,500
+54,100
+1,591% +$5.58M
LNC icon
437
CALL
Lincoln National
LNC
$8.8B
$5.57M 0.03%
76,200
+61,500
+418% +$4.82M
TTE icon
438
CALL
TotalEnergies
TTE
$193B
$5.56M 0.03%
96,300
+87,200
+958% +$5M
PHM icon
439
PUT
Pultegroup
PHM
$24.5B
$5.53M 0.03%
+187,500
New +$5.82M
CMCSA icon
440
PUT
Comcast
CMCSA
$84B
$5.5M 0.03%
+160,800
New +$6.24M
WM icon
441
PUT
Waste Management
WM
$90.5B
$5.49M 0.03%
+65,300
New +$5.6M
JNJ icon
442
Johnson & Johnson
JNJ
$617B
$5.49M 0.03%
42,819
+41,350
+2,815% +$5.59M
ABBV icon
443
AbbVie
ABBV
$455B
$5.49M 0.03%
57,964
+53,648
+1,243% +$5.89M
DHR icon
444
CALL
Danaher
DHR
$138B
$5.48M 0.03%
+63,168
New +$5.53M
VZ icon
445
Verizon
VZ
$193B
$5.48M 0.03%
114,664
+96,291
+524% +$4.84M
WB icon
446
CALL
Weibo
WB
$1.99B
$5.47M 0.03%
45,800
+35,400
+340% +$4.52M
TM icon
447
CALL
Toyota
TM
$227B
$5.44M 0.03%
+41,700
New +$5.59M
ESRX
448
CALL
DELISTED
Express Scripts Holding Company
ESRX
$5.42M 0.03%
+78,500
New +$5.99M
EPD icon
449
PUT
Enterprise Products Partners
EPD
$82.5B
$5.42M 0.03%
+221,400
New +$5.9M
DKS icon
450
PUT
Dick's Sporting Goods
DKS
$17.9B
$5.41M 0.03%
+154,400
New +$5.04M
16 17
18
19 20

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
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

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.