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
DATA
901
CALL
DELISTED
Tableau Software, Inc.
DATA
$1.87M 0.01%
+23,100
New +$1.83M
EEM icon
902
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.1B
$1.86M 0.01%
38,600
+24,300
+170% +$1.19M
TMUS icon
903
PUT
T-Mobile US
TMUS
$180B
$1.86M 0.01%
30,500
+26,900
+747% +$1.68M
CAR icon
904
PUT
Avis
CAR
$4.06B
$1.86M 0.01%
39,700
+32,500
+451% +$1.46M
GDXJ icon
905
CALL
VanEck Junior Gold Miners ETF
GDXJ
$9.14B
$1.85M 0.01%
57,700
+42,400
+277% +$1.39M
CLF icon
906
CALL
Cleveland-Cliffs
CLF
$7.44B
$1.85M 0.01%
266,800
+211,400
+382% +$1.59M
IYF icon
907
CALL
iShares US Financials ETF
IYF
$4.28B
$1.85M 0.01%
+31,400
New +$1.9M
ANF icon
908
CALL
Abercrombie & Fitch
ANF
$5.92B
$1.85M 0.01%
+76,300
New +$1.61M
XRT icon
909
CALL
State Street SPDR S&P Retail ETF
XRT
$395M
$1.85M 0.01%
41,700
+30,000
+256% +$1.37M
WUBA
910
CALL
DELISTED
58.com Inc
WUBA
$1.84M 0.01%
+23,100
New +$1.82M
A icon
911
PUT
Agilent Technologies
A
$44.2B
$1.84M 0.01%
27,500
+23,300
+555% +$1.63M
FDS icon
912
PUT
Factset
FDS
$9.98B
$1.83M 0.01%
+9,200
New +$1.86M
JOYY
913
PUT
JOYY Inc
JOYY
$3.87B
$1.83M 0.01%
+17,400
New +$2.19M
SBAC icon
914
PUT
SBA Communications
SBAC
$19.3B
$1.83M 0.01%
10,700
+8,500
+386% +$1.41M
SU icon
915
Suncor Energy
SU
$81.3B
$1.82M 0.01%
+52,771
New +$1.84M
BSX icon
916
CALL
Boston Scientific
BSX
$62.7B
$1.82M 0.01%
+66,600
New +$1.81M
SYNA icon
917
CALL
Synaptics
SYNA
$3.62B
$1.82M 0.01%
+39,800
New +$1.81M
CNI icon
918
CALL
Canadian National Railway
CNI
$72.3B
$1.81M 0.01%
24,800
+20,500
+477% +$1.58M
FITB
919
CALL
Fifth Third Bancorp
FITB
$48B
$1.81M 0.01%
+57,100
New +$1.86M
ENB icon
920
CALL
Enbridge
ENB
$107B
$1.81M 0.01%
+57,500
New +$2.01M
LLL
921
CALL
DELISTED
L3 Technologies, Inc.
LLL
$1.81M 0.01%
+8,700
New +$1.8M
TXT icon
922
PUT
Textron
TXT
$14B
$1.8M 0.01%
30,600
+26,500
+646% +$1.56M
CNQ icon
923
PUT
Canadian Natural Resources
CNQ
$104B
$1.8M 0.01%
117,007
+97,812
+510% +$1.57M
KMI icon
924
Kinder Morgan
KMI
$69.9B
$1.8M 0.01%
119,633
+85,877
+254% +$1.49M
HOLX
925
PUT
DELISTED
Hologic
HOLX
$1.8M 0.01%
+48,200
New +$1.95M
35 36
37
38 39

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.