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
CINF icon
1901
Cincinnati Financial
CINF
$27.3B
$351K ﹤0.01%
4,727
+1,272
+37% +$95.1K
CX icon
1902
PUT
Cemex
CX
$17.1B
$350K ﹤0.01%
+52,800
New +$395K
TNA icon
1903
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
$350K ﹤0.01%
+5,200
New +$374K
VRN
1904
DELISTED
Veren
VRN
$350K ﹤0.01%
+51,448
New +$390K
FTV icon
1905
PUT
Fortive
FTV
$17.9B
$349K ﹤0.01%
+7,136
New +$340K
TAP icon
1906
Molson Coors Class B
TAP
$7.79B
$349K ﹤0.01%
+4,637
New +$371K
IONS icon
1907
Ionis Pharmaceuticals
IONS
$8.6B
$348K ﹤0.01%
7,894
+2,849
+56% +$145K
BKR icon
1908
CALL
Baker Hughes
BKR
$60B
$347K ﹤0.01%
+12,500
New +$382K
FIS icon
1909
PUT
Fidelity National Information Services
FIS
$23.1B
$347K ﹤0.01%
+3,600
New +$353K
NUGT icon
1910
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
$346K ﹤0.01%
2,838
+1,219
+75% +$169K
XPH icon
1911
State Street SPDR S&P Pharmaceuticals ETF
XPH
$476M
$346K ﹤0.01%
8,271
+1,175
+17% +$51.2K
RMD icon
1912
CALL
ResMed
RMD
$30.6B
$345K ﹤0.01%
+3,500
New +$331K
VXX
1913
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$344K ﹤0.01%
7,277
-6,721
-48% -$255K
YELP icon
1914
Yelp
YELP
$1.45B
$343K ﹤0.01%
+8,208
New +$357K
GRA
1915
CALL
DELISTED
W.R. Grace & Co.
GRA
$343K ﹤0.01%
+5,600
New +$384K
GRA
1916
PUT
DELISTED
W.R. Grace & Co.
GRA
$343K ﹤0.01%
5,600
+200
+4% +$13.7K
CX icon
1917
Cemex
CX
$17.1B
$342K ﹤0.01%
51,664
-49,098
-49% -$368K
JBLU icon
1918
JetBlue
JBLU
$2.28B
$341K ﹤0.01%
+16,767
New +$356K
GOLD
1919
CALL
DELISTED
Randgold Resources Ltd
GOLD
$341K ﹤0.01%
4,100
-5,300
-56% -$478K
BR icon
1920
Broadridge
BR
$17.8B
$340K ﹤0.01%
+3,102
New +$308K
CNP icon
1921
CALL
CenterPoint Energy
CNP
$27.7B
$340K ﹤0.01%
+12,400
New +$338K
GSG icon
1922
iShares S&P GSCI Commodity-Indexed Trust
GSG
$998M
$340K ﹤0.01%
+20,406
New +$337K
RHI icon
1923
Robert Half
RHI
$3.87B
$340K ﹤0.01%
+5,869
New +$335K
SLG icon
1924
SL Green Realty
SLG
$3.76B
$339K ﹤0.01%
+3,616
New +$339K
CVI icon
1925
PUT
CVR Energy
CVI
$3.58B
$338K ﹤0.01%
+11,200
New +$377K
75 76
77
78 79

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.