We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$2.53B
Cap. Flow %
67.74%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
481

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$73.3M
2
IWB icon
iShares Russell 1000 ETF
IWB
+$59.2M
3
IWO icon
iShares Russell 2000 Growth ETF
IWO
+$35.6M
4
IWN icon
iShares Russell 2000 Value ETF
IWN
+$35.5M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$16.4M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$77.5M
2
VCR icon
Vanguard Consumer Discretionary ETF
VCR
+$22.2M
3
USMV icon
iShares MSCI USA Min Vol Factor ETF
USMV
+$17.5M
4
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$15.9M
5
PJP icon
Invesco Pharmaceuticals ETF
PJP
+$13.3M

Sector Composition

Rank Sector Weight
1 Financials 1.16%
2 Communication Services 0.88%
3 Consumer Discretionary 0.79%
4 Technology 0.74%
5 Energy 0.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MO icon
251
PUT
Altria Group
MO
$125B
$2.14M 0.06%
+30,000
New +$2.01M
SCHA icon
252
Schwab U.S Small- Cap ETF
SCHA
$22.2B
$2.14M 0.06%
122,692
+18,252
+17% +$312K
SPG icon
253
CALL
Simon Property Group
SPG
$76.8B
$2.11M 0.06%
+12,300
New +$2M
BX icon
254
CALL
Blackstone
BX
$107B
$2.1M 0.06%
+65,700
New +$2.14M
HPQ icon
255
CALL
HP
HPQ
$25.9B
$2.1M 0.06%
+100,000
New +$2.13M
CXO
256
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
$2.09M 0.06%
+13,900
New +$1.93M
ADSK icon
257
CALL
Autodesk
ADSK
$50.1B
$2.09M 0.06%
+19,900
New +$2.32M
ABBV icon
258
CALL
AbbVie
ABBV
$465B
$2.08M 0.06%
+21,500
New +$2.03M
VEU icon
259
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$2.08M 0.06%
37,926
-26,828
-41% -$1.44M
CMCSA icon
260
Comcast
CMCSA
$85.8B
$2.06M 0.06%
+51,394
New +$1.93M
BLK icon
261
PUT
Blackrock
BLK
$170B
$2.06M 0.06%
+4,000
New +$1.94M
PFE icon
262
PUT
Pfizer
PFE
$144B
$2.04M 0.05%
+59,446
New +$2.03M
SBUX icon
263
PUT
Starbucks
SBUX
$118B
$2.02M 0.05%
+35,200
New +$1.99M
STX icon
264
CALL
Seagate
STX
$169B
$2.01M 0.05%
+48,100
New +$1.84M
AVB icon
265
PUT
AvalonBay Communities
AVB
$27.2B
$2M 0.05%
+11,200
New +$2.03M
EBAY icon
266
CALL
eBay
EBAY
$52.1B
$1.99M 0.05%
+52,600
New +$1.95M
IHF icon
267
iShares US Healthcare Providers ETF
IHF
$1.24B
$1.98M 0.05%
62,975
-28,330
-31% -$852K
XOM icon
268
PUT
ExxonMobil
XOM
$634B
$1.97M 0.05%
+23,600
New +$1.95M
XOM icon
269
ExxonMobil
XOM
$634B
$1.95M 0.05%
23,313
+9,515
+69% +$787K
XOP icon
270
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$1.95M 0.05%
+13,075
New +$1.82M
CVX icon
271
Chevron
CVX
$374B
$1.94M 0.05%
15,527
+8,671
+126% +$1.03M
AMGN icon
272
PUT
Amgen
AMGN
$212B
$1.93M 0.05%
+11,100
New +$1.96M
SLB icon
273
SLB Ltd
SLB
$74.2B
$1.93M 0.05%
+28,593
New +$1.85M
V icon
274
CALL
Visa
V
$697B
$1.93M 0.05%
+16,900
New +$1.87M
KRE icon
275
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$1.91M 0.05%
+32,500
New +$1.87M
9 10
11
12 13

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

Two Sigma Securities's Q4 2017 Portfolio in Review

As of Q4 2017, Two Sigma Securities held 2,194 positions worth $3.73B, up 241% from $1.09B the previous quarter. Its ten largest holdings account for 39% of the portfolio.

Two Sigma Securities deployed $2.53B of net new capital in Q4 2017, opening 1,292 new positions and adding to 220 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, down from 2.3% a quarter earlier, followed by Communication Services and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M trimmed.

  • Two Sigma Securities's largest Q4 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q4 2017, an estimated $73.3M increase.
  • Two Sigma Securities's biggest Q4 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $77.5M.
  • Two Sigma Securities fully exited Vanguard Consumer Discretionary ETF in Q4 2017, selling an estimated $22.2M.
  • Two Sigma Securities's ten largest holdings make up 39% of its $3.73B portfolio in Q4 2017.
  • Two Sigma Securities opened 1,292 new positions and closed 481 in Q4 2017.
  • Two Sigma Securities's portfolio value rose 241% quarter-over-quarter to $3.73B.

Based on Two Sigma Securities's 13F filing for Q4 2017, filed 14 Feb 2018.