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
MA icon
76
CALL
Mastercard
MA
$503B
$37.1M 0.21%
212,000
+203,600
+2,424% +$34.8M
ABBV icon
77
PUT
AbbVie
ABBV
$463B
$37.1M 0.21%
391,600
+387,300
+9,007% +$42.5M
COST icon
78
PUT
Costco
COST
$408B
$37M 0.21%
196,400
+181,700
+1,236% +$34.3M
CSCO icon
79
CALL
Cisco
CSCO
$434B
$36.3M 0.2%
847,200
+717,300
+552% +$30.4M
XLU icon
80
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$21.7B
$36.3M 0.2%
1,436,400
+1,335,800
+1,328% +$33.3M
CSCO icon
81
PUT
Cisco
CSCO
$434B
$36.2M 0.2%
843,800
+761,700
+928% +$32.3M
IBM icon
82
CALL
IBM
IBM
$235B
$35M 0.2%
238,697
+164,117
+220% +$24.8M
XLI icon
83
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$30.8B
$34.7M 0.19%
466,500
+436,000
+1,430% +$33.6M
INTC icon
84
PUT
Intel
INTC
$514B
$34M 0.19%
652,100
+557,100
+586% +$26.5M
VZ icon
85
CALL
Verizon
VZ
$213B
$33.6M 0.19%
702,400
+628,800
+854% +$31.6M
XLV icon
86
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.5B
$33.4M 0.19%
410,400
+406,300
+9,910% +$34.6M
PG icon
87
CALL
Procter & Gamble
PG
$339B
$32.9M 0.18%
415,500
+287,300
+224% +$24M
BIDU icon
88
PUT
Baidu
BIDU
$31.4B
$32.6M 0.18%
146,100
+136,700
+1,454% +$33.7M
INTC icon
89
CALL
Intel
INTC
$514B
$32.3M 0.18%
620,600
+492,100
+383% +$23.4M
UPS icon
90
CALL
United Parcel Service
UPS
$87.2B
$31.7M 0.18%
303,100
+298,900
+7,117% +$34.5M
V icon
91
PUT
Visa
V
$701B
$31.5M 0.18%
263,000
+236,800
+904% +$28.7M
DIS icon
92
PUT
Walt Disney
DIS
$188B
$30.7M 0.17%
306,000
+262,100
+597% +$27.9M
ORCL icon
93
PUT
Oracle
ORCL
$417B
$30.7M 0.17%
671,400
+664,800
+10,073% +$33M
XLY icon
94
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$30.2M 0.17%
596,200
+339,800
+133% +$17.7M
BRK.B icon
95
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$30.1M 0.17%
+150,700
New +$30.9M
GILD icon
96
PUT
Gilead Sciences
GILD
$182B
$30M 0.17%
398,100
+322,400
+426% +$25.6M
XOM icon
97
CALL
ExxonMobil
XOM
$679B
$30M 0.17%
401,900
+367,200
+1,058% +$29.4M
ADBE icon
98
PUT
Adobe
ADBE
$106B
$29.8M 0.17%
138,000
+127,200
+1,178% +$25.9M
XLP icon
99
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.5B
$29.1M 0.16%
553,400
+544,600
+6,189% +$30M
XLY icon
100
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$28.7M 0.16%
566,000
+405,000
+252% +$21.1M
2 3
4
5 6

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.