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
KGC icon
1976
PUT
Kinross Gold
KGC
$33.8B
$314K ﹤0.01%
+79,500
New +$317K
BIG
1977
DELISTED
Big Lots, Inc.
BIG
$313K ﹤0.01%
+7,195
New +$394K
AWK icon
1978
American Water Works
AWK
$27.5B
$311K ﹤0.01%
+3,786
New +$309K
BBWI icon
1979
Bath & Body Works
BBWI
$3.47B
$311K ﹤0.01%
+10,053
New +$380K
PKB icon
1980
Invesco Building & Construction ETF
PKB
$290M
$311K ﹤0.01%
+9,971
New +$329K
BMO icon
1981
PUT
Bank of Montreal
BMO
$121B
$310K ﹤0.01%
+4,100
New +$323K
IOO icon
1982
iShares Global 100 ETF
IOO
$9.09B
$310K ﹤0.01%
+6,798
New +$320K
JJSF icon
1983
J&J Snack Foods
JJSF
$1.47B
$310K ﹤0.01%
+2,270
New +$319K
VIAV icon
1984
CALL
Viavi Solutions
VIAV
$8.57B
$310K ﹤0.01%
+31,900
New +$304K
CRZO
1985
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
$310K ﹤0.01%
+19,400
New +$364K
MTG icon
1986
CALL
MGIC Investment
MTG
$6.09B
$309K ﹤0.01%
+23,800
New +$337K
PAAS icon
1987
Pan American Silver
PAAS
$20.6B
$309K ﹤0.01%
19,110
+7,658
+67% +$122K
RY icon
1988
PUT
Royal Bank of Canada
RY
$282B
$309K ﹤0.01%
+4,000
New +$325K
LFC
1989
PUT
DELISTED
China Life Insurance Company Ltd.
LFC
$309K ﹤0.01%
+22,100
New +$339K
NUAN
1990
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$309K ﹤0.01%
+22,638
New +$331K
UNT
1991
CALL
DELISTED
UNIT Corporation
UNT
$308K ﹤0.01%
+15,600
New +$340K
DELL icon
1992
PUT
Dell
DELL
$374B
$307K ﹤0.01%
+14,966
New +$323K
MFC icon
1993
CALL
Manulife Financial
MFC
$73B
$307K ﹤0.01%
+16,500
New +$330K
AMJ
1994
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$307K ﹤0.01%
+12,795
New +$351K
UFS
1995
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
$306K ﹤0.01%
+7,200
New +$339K
RMD icon
1996
PUT
ResMed
RMD
$33B
$305K ﹤0.01%
+3,100
New +$293K
TNA icon
1997
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.15B
$305K ﹤0.01%
4,532
-379
-8% -$27.3K
EQNR icon
1998
Equinor
EQNR
$105B
$304K ﹤0.01%
+12,851
New +$295K
XLK icon
1999
State Street Technology Select Sector SPDR ETF
XLK
$122B
$304K ﹤0.01%
9,290
-19,948
-68% -$670K
UI icon
2000
CALL
Ubiquiti
UI
$36.1B
$303K ﹤0.01%
+4,400
New +$314K
78 79
80
81 82

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.