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
EMR icon
1451
PUT
Emerson Electric
EMR
$82.2B
$717K ﹤0.01%
10,500
+5,900
+128% +$420K
ILCB icon
1452
iShares Morningstar US Equity ETF
ILCB
$1.29B
$714K ﹤0.01%
+18,620
New +$746K
EQT icon
1453
CALL
EQT Corp
EQT
$31.5B
$713K ﹤0.01%
+27,555
New +$791K
FIT
1454
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
$713K ﹤0.01%
+139,900
New +$745K
CIT
1455
CALL
DELISTED
CIT Group Inc.
CIT
$711K ﹤0.01%
13,800
+5,400
+64% +$284K
XYZ
1456
Block Inc
XYZ
$45.9B
$710K ﹤0.01%
14,436
+5,577
+63% +$256K
CY
1457
DELISTED
Cypress Semiconductor
CY
$708K ﹤0.01%
+41,738
New +$715K
MUR icon
1458
PUT
Murphy Oil
MUR
$5.4B
$705K ﹤0.01%
+27,300
New +$790K
AKS
1459
PUT
DELISTED
AK Steel Holding Corp
AKS
$704K ﹤0.01%
+155,300
New +$854K
SPR
1460
CALL
DELISTED
Spirit AeroSystems
SPR
$703K ﹤0.01%
+8,400
New +$768K
GM icon
1461
General Motors
GM
$76B
$702K ﹤0.01%
19,315
+12,760
+195% +$518K
ROP icon
1462
CALL
Roper Technologies
ROP
$37.1B
$702K ﹤0.01%
+2,500
New +$690K
BKNG icon
1463
Booking.com
BKNG
$128B
$701K ﹤0.01%
8,425
-32,550
-79% -$2.56M
SBAC icon
1464
SBA Communications
SBAC
$19.2B
$701K ﹤0.01%
+4,101
New +$680K
ATHN
1465
PUT
DELISTED
Athenahealth, Inc.
ATHN
$701K ﹤0.01%
+4,900
New +$670K
URI icon
1466
United Rentals
URI
$62.4B
$700K ﹤0.01%
+4,054
New +$720K
NBL
1467
PUT
DELISTED
Noble Energy, Inc.
NBL
$700K ﹤0.01%
+23,100
New +$695K
CVY icon
1468
Invesco Zacks Multi-Asset Income ETF
CVY
$123M
$699K ﹤0.01%
32,533
+17,026
+110% +$379K
FITB
1469
Fifth Third Bancorp
FITB
$48.3B
$698K ﹤0.01%
+21,994
New +$718K
UAA icon
1470
PUT
Under Armour
UAA
$2.13B
$697K ﹤0.01%
+42,600
New +$667K
SGI
1471
Somnigroup International
SGI
$13.7B
$697K ﹤0.01%
+61,536
New +$845K
FOSL icon
1472
CALL
Fossil Group
FOSL
$333M
$696K ﹤0.01%
+54,800
New +$606K
KEY icon
1473
KeyCorp
KEY
$22.4B
$696K ﹤0.01%
35,601
+18,559
+109% +$389K
LH icon
1474
CALL
Labcorp
LH
$26.2B
$696K ﹤0.01%
5,005
+1,280
+34% +$188K
GEN icon
1475
CALL
Gen Digital
GEN
$18.1B
$693K ﹤0.01%
+26,800
New +$729K
57 58
59
60 61

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.