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
NKE icon
526
Nike
NKE
$53.9B
$752K 0.02%
12,023
-8,102
-40% -$466K
IWV icon
527
iShares Russell 3000 ETF
IWV
$20.1B
$751K 0.02%
4,749
+3,355
+241% +$517K
ADP icon
528
PUT
Automatic Data Processing
ADP
$110B
$750K 0.02%
+6,400
New +$732K
MA icon
529
Mastercard
MA
$499B
$750K 0.02%
+4,953
New +$737K
VB icon
530
Vanguard Morningstar Small-Cap ETF
VB
$78.8B
$750K 0.02%
5,077
-27,707
-85% -$4.01M
IWO icon
531
PUT
iShares Russell 2000 Growth ETF
IWO
$14.2B
$747K 0.02%
+4,000
New +$730K
XLP icon
532
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$745K 0.02%
+13,100
New +$720K
AET
533
CALL
DELISTED
Aetna Inc
AET
$740K 0.02%
+4,100
New +$704K
HCA icon
534
CALL
HCA Healthcare
HCA
$93B
$738K 0.02%
+8,400
New +$675K
FSK icon
535
FS KKR Capital
FSK
$3.19B
$736K 0.02%
+25,018
New +$804K
VNO icon
536
PUT
Vornado Realty Trust
VNO
$6.62B
$735K 0.02%
+9,400
New +$719K
F icon
537
CALL
Ford
F
$53.5B
$732K 0.02%
+58,600
New +$722K
IEV icon
538
iShares Europe ETF
IEV
$1.64B
$732K 0.02%
+15,492
New +$727K
SPXU icon
539
ProShares UltraPro Short S&P 500
SPXU
$442M
$723K 0.02%
+159
New +$793K
ATVI
540
DELISTED
Activision Blizzard
ATVI
$721K 0.02%
+11,392
New +$720K
BLK icon
541
CALL
Blackrock
BLK
$163B
$719K 0.02%
+1,400
New +$681K
TIF
542
DELISTED
Tiffany & Co.
TIF
$719K 0.02%
+6,913
New +$659K
TGT icon
543
PUT
Target
TGT
$70.5B
$718K 0.02%
+11,000
New +$664K
TTWO icon
544
Take-Two Interactive
TTWO
$39.9B
$716K 0.02%
+6,519
New +$712K
GRMN
545
Garmin
GRMN
$53.5B
$714K 0.02%
+11,982
New +$703K
GDX icon
546
CALL
VanEck Gold Miners ETF
GDX
$28.3B
$709K 0.02%
+30,500
New +$694K
PARA
547
PUT
DELISTED
Paramount Global Class B
PARA
$708K 0.02%
+12,000
New +$690K
STLD icon
548
CALL
Steel Dynamics
STLD
$34.8B
$707K 0.02%
+16,400
New +$631K
FCX icon
549
PUT
Freeport-McMoran
FCX
$100B
$702K 0.02%
+37,000
New +$558K
ELV icon
550
PUT
Elevance Health
ELV
$90.5B
$698K 0.02%
+3,100
New +$660K
20 21
22
23 24

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.