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
DPZ icon
926
PUT
Domino's
DPZ
$11.5B
$1.8M 0.01%
7,700
+4,700
+157% +$1.02M
PXD
927
DELISTED
Pioneer Natural Resource Co.
PXD
$1.79M 0.01%
10,451
+7,737
+285% +$1.36M
RL icon
928
Ralph Lauren
RL
$22.6B
$1.79M 0.01%
+15,997
New +$1.73M
MAN icon
929
PUT
ManpowerGroup
MAN
$2.44B
$1.78M 0.01%
15,500
+13,200
+574% +$1.63M
JBLU icon
930
CALL
JetBlue
JBLU
$2.28B
$1.78M 0.01%
+87,500
New +$1.86M
TWX
931
DELISTED
Time Warner Inc
TWX
$1.78M 0.01%
18,784
+7,427
+65% +$700K
RTN
932
CALL
DELISTED
Raytheon Company
RTN
$1.77M 0.01%
8,200
-1,000
-11% -$207K
IWF icon
933
PUT
iShares Russell 1000 Growth ETF
IWF
$121B
$1.77M 0.01%
52,000
+31,600
+155% +$1.11M
W icon
934
PUT
Wayfair
W
$11.2B
$1.77M 0.01%
26,200
+23,000
+719% +$1.93M
PPLI
935
CALL
People Inc
PPLI
$3.09B
$1.77M 0.01%
+63,228
New +$1.67M
SCHW
936
CALL
Charles Schwab
SCHW
$183B
$1.76M 0.01%
+33,800
New +$1.81M
CME icon
937
CALL
CME Group
CME
$96.3B
$1.76M 0.01%
+10,900
New +$1.74M
VIPS icon
938
CALL
Vipshop
VIPS
$7.37B
$1.76M 0.01%
+106,100
New +$1.75M
DDS icon
939
PUT
Dillards
DDS
$9.19B
$1.76M 0.01%
+21,900
New +$1.58M
EMN icon
940
PUT
Eastman Chemical
EMN
$8B
$1.75M 0.01%
+16,600
New +$1.68M
MRSH
941
CALL
Marsh
MRSH
$90.5B
$1.75M 0.01%
21,200
+18,700
+748% +$1.55M
CVS icon
942
CVS Health
CVS
$133B
$1.75M 0.01%
28,131
+13,409
+91% +$962K
JNPR
943
CALL
DELISTED
Juniper Networks
JNPR
$1.75M 0.01%
71,800
+15,100
+27% +$401K
TER icon
944
PUT
Teradyne
TER
$57.6B
$1.75M 0.01%
+38,200
New +$1.75M
WW
945
PUT
DELISTED
WW International
WW
$1.75M 0.01%
+27,400
New +$1.76M
NFX
946
PUT
DELISTED
Newfield Exploration
NFX
$1.74M 0.01%
71,300
+53,700
+305% +$1.51M
FISV
947
PUT
Fiserv Inc
FISV
$28.8B
$1.74M 0.01%
+24,400
New +$1.72M
TAP icon
948
PUT
Molson Coors Class B
TAP
$7.79B
$1.74M 0.01%
+23,100
New +$1.85M
XLV icon
949
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.74M 0.01%
21,340
-83,681
-80% -$7.13M
SDY icon
950
State Street SPDR S&P Dividend ETF
SDY
$21.7B
$1.73M 0.01%
19,005
-113,232
-86% -$10.6M
36 37
38
39 40

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.