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
+4.54%
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
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$3.52M
Cap. Flow %
0.09%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
480

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 Miscellaneous 93.35%
2 Financials 1.2%
3 Communication Services 0.89%
4 Consumer Discretionary 0.83%
5 Technology 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BMY icon
326
CALL
Bristol-Myers Squibb
BMY
$130B
$1.5M 0.04%
+24,500
New +$1.53M
AMAT icon
327
CALL
Applied Materials
AMAT
$334B
$1.46M 0.04%
+28,500
New +$1.54M
TRV icon
328
CALL
Travelers Companies
TRV
$78.8B
$1.45M 0.04%
+10,700
New +$1.41M
AXP icon
329
PUT
American Express
AXP
$219B
$1.45M 0.04%
+14,600
New +$1.39M
NKE icon
330
CALL
Nike
NKE
$53.7B
$1.45M 0.04%
+23,100
New +$1.33M
PEP icon
331
PepsiCo
PEP
$185B
$1.45M 0.04%
+12,050
New +$1.38M
MAR icon
332
Marriott International
MAR
$87.9B
$1.44M 0.04%
+10,626
New +$1.3M
MRK icon
333
CALL
Merck
MRK
$355B
$1.44M 0.04%
+26,829
New +$1.49M
ADM icon
334
CALL
Archer Daniels Midland
ADM
$41.7B
$1.44M 0.04%
+35,800
New +$1.47M
WYNN icon
335
CALL
Wynn Resorts
WYNN
$8.93B
$1.43M 0.04%
+8,500
New +$1.31M
EFA icon
336
CALL
iShares MSCI EAFE ETF
EFA
$77.9B
$1.43M 0.04%
+20,300
New +$1.41M
PANW icon
337
CALL
Palo Alto Networks
PANW
$307B
$1.42M 0.04%
+58,800
New +$1.43M
SHY icon
338
iShares 1-3 Year Treasury Bond ETF
SHY
$26B
$1.42M 0.04%
+16,934
New +$1.42M
BHC icon
339
CALL
Bausch Health
BHC
$2.12B
$1.42M 0.04%
+68,300
New +$1.08M
SH icon
340
ProShares Short S&P500
SH
$920M
$1.42M 0.04%
+11,723
New +$1.46M
FDS icon
341
CALL
Factset
FDS
$9.85B
$1.41M 0.04%
7,300
+3,200
+78% +$614K
JWN
342
CALL
DELISTED
Nordstrom
JWN
$1.4M 0.04%
+29,600
New +$1.28M
TSLA icon
343
PUT
Tesla
TSLA
$1.41T
$1.4M 0.04%
+67,500
New +$1.47M
WHR icon
344
CALL
Whirlpool
WHR
$2.15B
$1.4M 0.04%
+8,300
New +$1.41M
OXY icon
345
PUT
Occidental Petroleum
OXY
$63.5B
$1.39M 0.04%
+18,900
New +$1.28M
MU icon
346
CALL
Micron Technology
MU
$1.05T
$1.39M 0.04%
+33,800
New +$1.46M
DAL icon
347
CALL
Delta Air Lines
DAL
$51.9B
$1.39M 0.04%
+24,800
New +$1.3M
COST icon
348
Costco
COST
$400B
$1.37M 0.04%
+7,341
New +$1.27M
GLW icon
349
CALL
Corning
GLW
$124B
$1.34M 0.04%
+41,900
New +$1.32M
HEDJ icon
350
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.76B
$1.33M 0.04%
+41,880
New +$1.36M
12 13
14
15 16

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 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's Q4 2017 filing shows 1,292 new, 220 increased, 173 reduced and 480 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 86% a quarter earlier, followed by Financials and Communication Services.

  • 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 480 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.