We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-1.62%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$17.9B
AUM Growth
+$14.1B
Cap. Flow
+$122M
Cap. Flow %
0.68%
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 Miscellaneous 95.33%
2 Financials 0.79%
3 Technology 0.66%
4 Healthcare 0.56%
5 Consumer Discretionary 0.54%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NTAP icon
551
PUT
NetApp
NTAP
$37.6B
$4.12M 0.02%
+66,800
New +$4.08M
TTWO icon
552
CALL
Take-Two Interactive
TTWO
$39.6B
$4.11M 0.02%
42,000
+31,800
+312% +$3.56M
CF icon
553
PUT
CF Industries
CF
$20B
$4.1M 0.02%
+108,700
New +$4.43M
OIH icon
554
VanEck Oil Services ETF
OIH
$1.96B
$4.1M 0.02%
8,589
+7,789
+974% +$4.03M
PRGO icon
555
CALL
Perrigo
PRGO
$1.88B
$4.1M 0.02%
49,200
+37,900
+335% +$3.31M
HSBC icon
556
HSBC
HSBC
$345B
$4.08M 0.02%
+91,728
New +$4.36M
EL icon
557
PUT
Estee Lauder
EL
$34.6B
$4.04M 0.02%
27,000
+25,400
+1,588% +$3.52M
SU icon
558
CALL
Suncor Energy
SU
$80.6B
$4.04M 0.02%
116,900
+109,500
+1,480% +$3.81M
CCL icon
559
CALL
Carnival Corporation Ltd
CCL
$30.6B
$3.99M 0.02%
+60,900
New +$4.14M
ROST icon
560
PUT
Ross Stores
ROST
$71.8B
$3.98M 0.02%
51,100
+46,200
+943% +$3.67M
BBY icon
561
CALL
Best Buy
BBY
$19.4B
$3.98M 0.02%
56,900
+45,000
+378% +$3.24M
IVZ icon
562
CALL
Invesco
IVZ
$13.3B
$3.97M 0.02%
+124,100
New +$4.28M
PM icon
563
Philip Morris
PM
$299B
$3.97M 0.02%
+39,932
New +$4.16M
KR icon
564
CALL
Kroger
KR
$36.4B
$3.96M 0.02%
165,500
+122,500
+285% +$3.33M
GIS icon
565
CALL
General Mills
GIS
$19.7B
$3.95M 0.02%
+87,700
New +$4.76M
BBY icon
566
PUT
Best Buy
BBY
$19.4B
$3.95M 0.02%
56,400
+53,000
+1,559% +$3.81M
BLK icon
567
Blackrock
BLK
$161B
$3.93M 0.02%
7,260
+6,489
+842% +$3.56M
DLR icon
568
PUT
Digital Realty Trust
DLR
$67.2B
$3.92M 0.02%
+37,200
New +$3.92M
GILD icon
569
Gilead Sciences
GILD
$183B
$3.92M 0.02%
51,940
+6,297
+14% +$501K
VOD icon
570
CALL
Vodafone
VOD
$40.4B
$3.91M 0.02%
140,600
+128,000
+1,016% +$3.81M
CERN
571
CALL
DELISTED
Cerner Corp
CERN
$3.91M 0.02%
67,400
+60,800
+921% +$3.95M
DFS
572
CALL
DELISTED
Discover Financial Services
DFS
$3.9M 0.02%
54,200
+42,600
+367% +$3.29M
SO icon
573
PUT
Southern Company
SO
$99.2B
$3.87M 0.02%
+86,700
New +$3.85M
JOYY
574
CALL
JOYY Inc
JOYY
$3.86B
$3.87M 0.02%
36,800
+32,300
+718% +$4.07M
TMUS icon
575
CALL
T-Mobile US
TMUS
$189B
$3.86M 0.02%
63,200
+49,400
+358% +$3.09M
21 22
23
24 25

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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's Q1 2018 filing shows 1,456 new, 953 increased, 215 reduced and 521 closed positions. Its largest new stake was State Street SPDR Dow Jones Industrial Average ETF Trust: 73,303 shares worth $17.7M. The largest sale was iShares Russell 2000 ETF, an estimated $104M.

By sector, the portfolio is most concentrated in Miscellaneous at 95% of assets, up from 93% a quarter earlier, followed by Financials and Technology.

  • 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.