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
ALK icon
1201
CALL
Alaska Air
ALK
$5.29B
$1.1M 0.01%
17,700
+13,700
+343% +$909K
DELL icon
1202
Dell
DELL
$262B
$1.1M 0.01%
+53,417
New +$1.15M
DISH
1203
CALL
DELISTED
DISH Network Corp.
DISH
$1.09M 0.01%
+28,900
New +$1.27M
WELL icon
1204
PUT
Welltower
WELL
$169B
$1.09M 0.01%
+20,100
New +$1.13M
WBD icon
1205
Warner Bros
WBD
$65.9B
$1.09M 0.01%
+50,955
New +$1.21M
CC icon
1206
CALL
Chemours
CC
$2.5B
$1.09M 0.01%
+22,300
New +$1.11M
RDS.A
1207
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$1.08M 0.01%
17,000
+10,000
+143% +$659K
BHP icon
1208
CALL
BHP
BHP
$215B
$1.08M 0.01%
27,352
+17,375
+174% +$731K
MTD icon
1209
Mettler-Toledo International
MTD
$28.6B
$1.08M 0.01%
+1,884
New +$1.18M
PVH icon
1210
PVH
PVH
$4B
$1.08M 0.01%
+7,151
New +$1.04M
CBRE icon
1211
CALL
CBRE Group
CBRE
$42.5B
$1.08M 0.01%
22,900
+12,900
+129% +$588K
NWL icon
1212
Newell Brands
NWL
$2.38B
$1.08M 0.01%
+42,369
New +$1.2M
FLEX icon
1213
PUT
Flex
FLEX
$41.7B
$1.08M 0.01%
+87,715
New +$1.2M
GLD icon
1214
SPDR Gold Trust
GLD
$131B
$1.07M 0.01%
+8,522
New +$1.07M
IRBT
1215
PUT
DELISTED
iRobot
IRBT
$1.07M 0.01%
+16,700
New +$1.26M
DG icon
1216
Dollar General
DG
$28B
$1.07M 0.01%
+11,448
New +$1.1M
FIVE icon
1217
CALL
Five Below
FIVE
$12B
$1.07M 0.01%
+14,600
New +$984K
VLO icon
1218
Valero Energy
VLO
$90.1B
$1.07M 0.01%
11,541
+6,141
+114% +$573K
BG icon
1219
Bunge Global
BG
$20.4B
$1.07M 0.01%
14,454
+5,836
+68% +$441K
EIX icon
1220
PUT
Edison International
EIX
$28.2B
$1.07M 0.01%
+16,800
New +$1.03M
TWLO icon
1221
CALL
Twilio
TWLO
$30B
$1.07M 0.01%
+28,000
New +$887K
KLAC icon
1222
PUT
KLA
KLAC
$239B
$1.07M 0.01%
+98,000
New +$1.09M
SNAP icon
1223
PUT
Snap
SNAP
$7.89B
$1.06M 0.01%
67,100
+45,300
+208% +$735K
ING icon
1224
PUT
ING
ING
$99.8B
$1.06M 0.01%
+62,700
New +$1.16M
EWW icon
1225
CALL
iShares MSCI Mexico ETF
EWW
$1.92B
$1.06M 0.01%
+20,600
New +$1.06M
47 48
49
50 51

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.