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
DATA
2276
DELISTED
Tableau Software, Inc.
DATA
$209K ﹤0.01%
2,584
-3,004
-54% -$238K
HSIC icon
2277
CALL
Henry Schein
HSIC
$9.77B
$208K ﹤0.01%
+3,953
New +$219K
RS icon
2278
Reliance Steel & Aluminium
RS
$20.7B
$208K ﹤0.01%
+2,423
New +$216K
UFS
2279
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
$208K ﹤0.01%
+4,900
New +$231K
CSD icon
2280
Invesco S&P Spin-Off ETF
CSD
$221M
$207K ﹤0.01%
+3,888
New +$210K
EXC icon
2281
PUT
Exelon
EXC
$47.2B
$207K ﹤0.01%
7,431
+281
+4% +$7.59K
KBR icon
2282
KBR
KBR
$4.62B
$207K ﹤0.01%
+12,758
New +$232K
MELI icon
2283
Mercado Libre
MELI
$95.2B
$207K ﹤0.01%
+580
New +$212K
TRP icon
2284
CALL
TC Energy
TRP
$70.2B
$207K ﹤0.01%
5,000
-300
-6% -$13.5K
CJ
2285
DELISTED
C&J Energy Services, Inc.
CJ
$207K ﹤0.01%
+8,031
New +$229K
FDIS icon
2286
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.68B
$206K ﹤0.01%
+5,171
New +$212K
NUS icon
2287
CALL
Nu Skin
NUS
$252M
$206K ﹤0.01%
+2,800
New +$199K
PSX icon
2288
Phillips 66
PSX
$84.9B
$206K ﹤0.01%
+2,144
New +$209K
JQC icon
2289
Nuveen Credit Strategies Income Fund
JQC
$704M
$205K ﹤0.01%
+25,799
New +$209K
WAFD icon
2290
WaFd
WAFD
$2.72B
$205K ﹤0.01%
+5,923
New +$210K
ZG icon
2291
PUT
Zillow
ZG
$7.94B
$205K ﹤0.01%
+3,800
New +$183K
MUI
2292
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$205K ﹤0.01%
15,599
+3,107
+25% +$41.8K
AVP
2293
DELISTED
Avon Products, Inc.
AVP
$204K ﹤0.01%
71,946
+32,157
+81% +$81.3K
CZR
2294
CALL
DELISTED
Caesars Entertainment Corporation
CZR
$204K ﹤0.01%
+18,100
New +$232K
PBJ icon
2295
Invesco Food & Beverage ETF
PBJ
$108M
$203K ﹤0.01%
+6,299
New +$208K
ARGT icon
2296
Global X MSCI Argentina ETF
ARGT
$857M
$202K ﹤0.01%
+5,652
New +$207K
LII icon
2297
Lennox International
LII
$14.4B
$202K ﹤0.01%
+990
New +$206K
TMV icon
2298
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$187M
$202K ﹤0.01%
+4,158
New +$210K
VTIP icon
2299
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$202K ﹤0.01%
4,135
-6,647
-62% -$324K
VYX icon
2300
NCR Voyix
VYX
$1.14B
$202K ﹤0.01%
10,447
-2,024
-16% -$42.6K
90 91
92
93 94

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.