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
TCOM icon
626
CALL
Trip.com Group
TCOM
$25.5B
$3.34M 0.02%
71,700
+33,800
+89% +$1.59M
DRI icon
627
CALL
Darden Restaurants
DRI
$23.6B
$3.34M 0.02%
39,200
+30,500
+351% +$2.89M
SYF icon
628
PUT
Synchrony
SYF
$24.4B
$3.34M 0.02%
99,600
+84,700
+568% +$3.14M
FITB
629
PUT
Fifth Third Bancorp
FITB
$47.5B
$3.33M 0.02%
+105,000
New +$3.43M
KMI icon
630
PUT
Kinder Morgan
KMI
$68.4B
$3.32M 0.02%
220,300
+201,700
+1,084% +$3.49M
W icon
631
CALL
Wayfair
W
$14.1B
$3.32M 0.02%
49,100
+45,900
+1,434% +$3.86M
TCOM icon
632
PUT
Trip.com Group
TCOM
$25.5B
$3.31M 0.02%
71,100
+45,100
+173% +$2.12M
MTB icon
633
CALL
M&T Bank
MTB
$32.6B
$3.3M 0.02%
17,900
+14,000
+359% +$2.61M
BDX icon
634
PUT
Becton Dickinson
BDX
$49.5B
$3.29M 0.02%
+15,580
New +$3.41M
GDXJ icon
635
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.75B
$3.29M 0.02%
102,400
+85,500
+506% +$2.81M
GAP
636
PUT
The Gap Inc
GAP
$7.09B
$3.28M 0.02%
+105,200
New +$3.44M
MSI icon
637
PUT
Motorola Solutions
MSI
$76.2B
$3.27M 0.02%
+31,100
New +$3.18M
IWN icon
638
iShares Russell 2000 Value ETF
IWN
$14.1B
$3.26M 0.02%
26,776
-335,026
-93% -$42M
GAP
639
CALL
The Gap Inc
GAP
$7.09B
$3.26M 0.02%
104,500
+96,500
+1,206% +$3.16M
AON icon
640
PUT
Aon
AON
$63.8B
$3.26M 0.02%
+23,200
New +$3.25M
HLF icon
641
CALL
Herbalife
HLF
$1.24B
$3.25M 0.02%
66,600
+58,200
+693% +$2.47M
CIEN icon
642
CALL
Ciena
CIEN
$48.3B
$3.23M 0.02%
124,800
+103,200
+478% +$2.43M
VRSN icon
643
VeriSign
VRSN
$27B
$3.22M 0.02%
27,145
+19,677
+263% +$2.28M
ORLY icon
644
CALL
O'Reilly Automotive
ORLY
$67.7B
$3.22M 0.02%
+195,000
New +$3.3M
AGG icon
645
iShares Core US Aggregate Bond ETF
AGG
$137B
$3.21M 0.02%
29,973
+26,603
+789% +$2.86M
RJF icon
646
PUT
Raymond James Financial
RJF
$31.7B
$3.19M 0.02%
+53,550
New +$3.33M
CAG icon
647
PUT
Conagra Brands
CAG
$7.29B
$3.19M 0.02%
+86,400
New +$3.18M
SPLK
648
PUT
DELISTED
Splunk Inc
SPLK
$3.16M 0.02%
+32,100
New +$3.06M
ED icon
649
PUT
Consolidated Edison
ED
$39B
$3.16M 0.02%
40,500
+32,700
+419% +$2.54M
CMA
650
PUT
DELISTED
Comerica
CMA
$3.16M 0.02%
+32,900
New +$3.14M
24 25
26
27 28

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.