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
RGLD icon
601
CALL
Royal Gold
RGLD
$16.8B
$3.61M 0.02%
42,000
+35,600
+556% +$3M
ORCL icon
602
Oracle
ORCL
$374B
$3.59M 0.02%
78,532
+62,306
+384% +$3.1M
IWO icon
603
iShares Russell 2000 Growth ETF
IWO
$14.3B
$3.58M 0.02%
18,786
-180,758
-91% -$34.7M
OLED icon
604
CALL
Universal Display
OLED
$3.75B
$3.58M 0.02%
35,400
+31,500
+808% +$4.73M
KMB icon
605
Kimberly-Clark
KMB
$36.3B
$3.57M 0.02%
+32,433
New +$3.69M
NCLH icon
606
CALL
Norwegian Cruise Line
NCLH
$8.51B
$3.55M 0.02%
+67,000
New +$3.81M
SHPG
607
CALL
DELISTED
Shire pic
SHPG
$3.54M 0.02%
+23,700
New +$3.26M
ALL icon
608
CALL
Allstate
ALL
$68B
$3.54M 0.02%
+37,300
New +$3.61M
WSM icon
609
PUT
Williams-Sonoma
WSM
$26.9B
$3.54M 0.02%
134,000
+118,800
+782% +$3.14M
LULU icon
610
PUT
lululemon athletica
LULU
$13.5B
$3.52M 0.02%
39,500
+36,700
+1,311% +$2.94M
LOW icon
611
Lowe's Companies
LOW
$117B
$3.51M 0.02%
40,016
+25,815
+182% +$2.44M
HAL icon
612
Halliburton
HAL
$26.9B
$3.48M 0.02%
74,098
+28,463
+62% +$1.4M
DKS icon
613
CALL
Dick's Sporting Goods
DKS
$17.5B
$3.46M 0.02%
+98,600
New +$3.22M
CHTR icon
614
PUT
Charter Communications
CHTR
$17.3B
$3.46M 0.02%
+11,100
New +$3.9M
KMI icon
615
CALL
Kinder Morgan
KMI
$71.7B
$3.46M 0.02%
229,400
+186,600
+436% +$3.23M
LRCX icon
616
CALL
Lam Research
LRCX
$367B
$3.45M 0.02%
170,000
+118,000
+227% +$2.34M
UNH icon
617
UnitedHealth
UNH
$376B
$3.42M 0.02%
+15,984
New +$3.65M
ALXN
618
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$3.4M 0.02%
+30,500
New +$3.65M
FCX icon
619
PUT
Freeport-McMoran
FCX
$90B
$3.4M 0.02%
193,200
+156,200
+422% +$2.93M
FL
620
CALL
DELISTED
Foot Locker
FL
$3.39M 0.02%
74,500
+69,000
+1,255% +$3.21M
HSY icon
621
CALL
Hershey
HSY
$35.5B
$3.38M 0.02%
34,200
+30,600
+850% +$3.16M
DINO icon
622
CALL
HF Sinclair
DINO
$16.5B
$3.38M 0.02%
+69,100
New +$3.29M
TECL icon
623
Direxion Daily Technology Bull 3x ETF
TECL
$5.08B
$3.35M 0.02%
+292,970
New +$3.73M
MGM icon
624
CALL
MGM Resorts International
MGM
$11.4B
$3.35M 0.02%
95,700
+68,600
+253% +$2.41M
AMD icon
625
CALL
Advanced Micro Devices
AMD
$776B
$3.35M 0.02%
332,800
+248,000
+292% +$2.94M
23 24
25
26 27

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.