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
GFI icon
2401
PUT
Gold Fields
GFI
$37.4B
$123K ﹤0.01%
+30,700
New +$125K
AUY
2402
DELISTED
Yamana Gold, Inc.
AUY
$123K ﹤0.01%
44,687
-1,353
-3% -$4.18K
CRNT icon
2403
Ceragon Networks
CRNT
$187M
$122K ﹤0.01%
45,195
+7,630
+20% +$18.7K
HOS
2404
Hornbeck Offshore Services, Inc.
HOS
$2.82B
$122K ﹤0.01%
+21,067
New +$148K
MBI icon
2405
MBIA
MBI
$232M
$122K ﹤0.01%
+13,187
New +$106K
MLPX icon
2406
Global X MLP & Energy Infrastructure ETF
MLPX
$3.57B
$121K ﹤0.01%
+3,424
New +$135K
PBI icon
2407
CALL
Pitney Bowes
PBI
$2.37B
$120K ﹤0.01%
+11,000
New +$136K
ANH
2408
DELISTED
Anworth Mortgage Asset Corporation
ANH
$119K ﹤0.01%
+24,772
New +$122K
WTI icon
2409
W&T Offshore
WTI
$587M
$117K ﹤0.01%
26,502
+5,904
+29% +$25K
ERF
2410
DELISTED
Enerplus Corporation
ERF
$116K ﹤0.01%
10,258
-5,610
-35% -$61.1K
CSLT
2411
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
$116K ﹤0.01%
+31,808
New +$118K
GGN
2412
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$842M
$115K ﹤0.01%
23,614
+7,411
+46% +$38.1K
NOK icon
2413
Nokia
NOK
$56.8B
$114K ﹤0.01%
20,914
-12,255
-37% -$66.1K
P
2414
PUT
DELISTED
Pandora Media Inc
P
$113K ﹤0.01%
+22,400
New +$107K
GRPN icon
2415
CALL
Groupon
GRPN
$786M
$112K ﹤0.01%
+1,290
New +$125K
PMM
2416
Franklin Managed Municipal Income Trust
PMM
$250M
$112K ﹤0.01%
+15,664
New +$112K
STNG icon
2417
Scorpio Tankers
STNG
$4.29B
$112K ﹤0.01%
+5,732
New +$145K
IPOA.U
2418
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
$112K ﹤0.01%
+10,550
New +$112K
DERM
2419
DELISTED
Dermira, Inc.
DERM
$110K ﹤0.01%
+13,771
New +$300K
JRO
2420
DELISTED
Nuveen Floating Rate Income Opportunty Fund
JRO
$110K ﹤0.01%
+10,034
New +$111K
ASC icon
2421
Ardmore Shipping
ASC
$779M
$109K ﹤0.01%
14,309
-11,091
-44% -$84.2K
CHRD icon
2422
CALL
Chord Energy
CHRD
$8.04B
$109K ﹤0.01%
+13,500
New +$114K
KODK icon
2423
Kodak
KODK
$922M
$109K ﹤0.01%
+20,418
New +$131K
PHK
2424
PIMCO High Income Fund
PHK
$809M
$109K ﹤0.01%
14,317
-5,131
-26% -$38.9K
VTLE
2425
DELISTED
Vital Energy
VTLE
$109K ﹤0.01%
+624
New +$116K
95 96
97
98 99

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.