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
IYM icon
1926
PUT
iShares US Basic Materials ETF
IYM
$1.19B
$336K ﹤0.01%
+3,500
New +$359K
ATI icon
1927
ATI
ATI
$25B
$335K ﹤0.01%
+14,149
New +$380K
GRMN
1928
Garmin
GRMN
$53.1B
$335K ﹤0.01%
5,681
-6,301
-53% -$386K
MOS icon
1929
CALL
The Mosaic Company
MOS
$8.07B
$335K ﹤0.01%
13,800
-2,700
-16% -$71K
SUI icon
1930
Sun Communities
SUI
$14B
$335K ﹤0.01%
+3,664
New +$323K
FIT
1931
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
$335K ﹤0.01%
+65,700
New +$350K
XRX icon
1932
PUT
Xerox
XRX
$475M
$334K ﹤0.01%
+11,600
New +$357K
AEP icon
1933
American Electric Power
AEP
$66.2B
$333K ﹤0.01%
+4,858
New +$327K
RDUS
1934
PUT
DELISTED
Radius Recycling
RDUS
$333K ﹤0.01%
+10,300
New +$360K
TJX icon
1935
TJX Companies
TJX
$139B
$333K ﹤0.01%
+8,168
New +$323K
FULT icon
1936
Fulton Financial
FULT
$4.47B
$330K ﹤0.01%
18,564
-9,549
-34% -$176K
LEN icon
1937
PUT
Lennar Class A
LEN
$19.2B
$330K ﹤0.01%
+5,785
New +$349K
XLRE icon
1938
State Street Real Estate Select Sector SPDR ETF
XLRE
$7.97B
$329K ﹤0.01%
10,600
-646,958
-98% -$20.1M
MTUM icon
1939
iShares MSCI USA Momentum Factor ETF
MTUM
$24.6B
$328K ﹤0.01%
+3,100
New +$338K
ABB
1940
CALL
DELISTED
ABB Ltd
ABB
$328K ﹤0.01%
+13,800
New +$355K
VAR
1941
DELISTED
Varian Medical Systems, Inc.
VAR
$328K ﹤0.01%
+2,677
New +$319K
KIM icon
1942
PUT
Kimco Realty
KIM
$15.1B
$327K ﹤0.01%
+22,700
New +$350K
CPRT icon
1943
CALL
Copart
CPRT
$27.5B
$326K ﹤0.01%
+25,600
New +$296K
BIG
1944
CALL
DELISTED
Big Lots, Inc.
BIG
$326K ﹤0.01%
7,500
-1,000
-12% -$54.8K
LVS icon
1945
Las Vegas Sands
LVS
$26.3B
$325K ﹤0.01%
+4,520
New +$331K
OSK icon
1946
PUT
Oshkosh
OSK
$8.95B
$325K ﹤0.01%
+4,200
New +$358K
PICK icon
1947
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.52B
$325K ﹤0.01%
+9,705
New +$346K
DBD
1948
PUT
DELISTED
Diebold Nixdorf Incorporated
DBD
$325K ﹤0.01%
+21,100
New +$352K
RHI icon
1949
PUT
Robert Half
RHI
$3.81B
$324K ﹤0.01%
+5,600
New +$320K
ON icon
1950
PUT
ON Semiconductor
ON
$26.6B
$323K ﹤0.01%
+13,200
New +$318K
76 77
78
79 80

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.