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
NOV icon
576
CALL
NOV
NOV
$7.33B
$3.84M 0.02%
104,200
+98,000
+1,581% +$3.59M
URI icon
577
CALL
United Rentals
URI
$62.6B
$3.83M 0.02%
22,200
+19,900
+865% +$3.53M
XLU icon
578
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
$3.83M 0.02%
151,550
-432,922
-74% -$10.8M
O icon
579
CALL
Realty Income
O
$54.1B
$3.83M 0.02%
+76,368
New +$3.81M
SYY icon
580
CALL
Sysco
SYY
$37.7B
$3.82M 0.02%
+63,700
New +$3.86M
MO icon
581
Altria Group
MO
$117B
$3.81M 0.02%
+61,128
New +$4.05M
CLR
582
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$3.81M 0.02%
64,600
+47,400
+276% +$2.56M
AMTD
583
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$3.81M 0.02%
+64,300
New +$3.65M
RIO icon
584
CALL
Rio Tinto
RIO
$156B
$3.8M 0.02%
+73,700
New +$4.02M
VMW
585
PUT
DELISTED
VMware, Inc
VMW
$3.78M 0.02%
+31,200
New +$3.93M
IRBT
586
CALL
DELISTED
iRobot
IRBT
$3.77M 0.02%
+58,800
New +$4.43M
USB icon
587
US Bancorp
USB
$93.1B
$3.77M 0.02%
74,686
+53,285
+249% +$2.91M
MAR icon
588
PUT
Marriott International
MAR
$87.3B
$3.77M 0.02%
+27,700
New +$3.88M
TSM icon
589
CALL
TSMC
TSM
$2.17T
$3.73M 0.02%
+85,300
New +$3.72M
D icon
590
PUT
Dominion Energy
D
$55.9B
$3.72M 0.02%
55,200
+47,800
+646% +$3.53M
VTRS icon
591
CALL
Viatris
VTRS
$19.5B
$3.72M 0.02%
90,400
+37,600
+71% +$1.6M
WMB icon
592
CALL
Williams Companies
WMB
$86.7B
$3.71M 0.02%
+149,100
New +$4.4M
BAX icon
593
PUT
Baxter International
BAX
$12.2B
$3.7M 0.02%
+56,900
New +$3.85M
AZN icon
594
CALL
AstraZeneca
AZN
$253B
$3.69M 0.02%
52,750
+49,400
+1,475% +$3.42M
TSN icon
595
PUT
Tyson Foods
TSN
$18.3B
$3.69M 0.02%
50,400
+47,700
+1,767% +$3.64M
MDT icon
596
Medtronic
MDT
$118B
$3.67M 0.02%
+45,746
New +$3.77M
MS icon
597
Morgan Stanley
MS
$318B
$3.66M 0.02%
+67,868
New +$3.76M
CS
598
PUT
DELISTED
Credit Suisse Group
CS
$3.66M 0.02%
+218,000
New +$3.99M
WY icon
599
PUT
Weyerhaeuser
WY
$15.7B
$3.62M 0.02%
+103,500
New +$3.65M
A icon
600
CALL
Agilent Technologies
A
$43.3B
$3.62M 0.02%
54,100
+50,800
+1,539% +$3.56M
22 23
24
25 26

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.