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
PTR
3051
PUT
DELISTED
PETROCHINA COMPANY LIMITED ADS (REP 100 H SHARES)
PTR
– –
-3,000
Closed -$210K
ENDP
3052
DELISTED
Endo International plc
ENDP
– –
-14,058
Closed -$98.3K
BDR
3053
DELISTED
Blonder Tongue Laboratories Inc
BDR
– –
-23,439
Closed -$14K
NEV
3054
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
– –
-12,939
Closed -$184K
MCA
3055
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
– –
-10,608
Closed -$156K
JRJC
3056
DELISTED
China Finance Online Co., Ltd.
JRJC
– –
-1,101
Closed -$30K
TGP
3057
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-13,688
Closed -$265K
PCI
3058
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
– –
-9,092
Closed -$204K
CVA
3059
DELISTED
Covanta Holding Corporation
CVA
– –
-12,489
Closed -$211K
SQBG
3060
DELISTED
Sequential Brands Group, Inc.
SQBG
– –
-678
Closed -$48K
EHT
3061
DELISTED
Eaton Vance 2021 Target Term Trust
EHT
– –
-14,884
Closed -$149K
DSE
3062
DELISTED
Duff & Phelps Select MLP and Midstream Energy Fund Inc.
DSE
– –
-1,352
Closed -$79K
CMD
3063
DELISTED
Cantel Medical Corporation
CMD
– –
-2,516
Closed -$259K
GLUU
3064
DELISTED
Glu Mobile Inc.
GLUU
– –
-36,804
Closed -$134K
NMY
3065
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
– –
-17,082
Closed -$215K
SYNC
3066
DELISTED
Synacor, Inc.
SYNC
– –
-24,273
Closed -$56K
OCSI
3067
DELISTED
Oaktree Strategic Income Corporation
OCSI
– –
-14,149
Closed -$119K
DUC
3068
DELISTED
Duff & Phelps Utility & Corporate Bond Trust
DUC
– –
-14,990
Closed -$133K
NHA
3069
DELISTED
Nuveen Municipal 2021 Target Term Fund
NHA
– –
-16,458
Closed -$155K
VER
3070
DELISTED
VEREIT, Inc.
VER
– –
-10,613
Closed -$413K
DNKN
3071
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-13,043
Closed -$809K
MLPI
3072
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-14,463
Closed -$350K
AMAG
3073
DELISTED
AMAG Pharmaceuticals
AMAG
– –
-14,076
Closed -$187K
MR
3074
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-743
Closed -$27K
APEX
3075
DELISTED
Apex Global Brands Inc. Common Stock
APEX
– –
-599
Closed -$34K
121 122
123
124 125

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.