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
VRSN icon
551
PUT
VeriSign
VRSN
$27B
$698K 0.02%
+6,100
New +$681K
SNY icon
552
CALL
Sanofi
SNY
$102B
$692K 0.02%
+16,100
New +$742K
PSA icon
553
PUT
Public Storage
PSA
$55B
$690K 0.02%
+3,300
New +$697K
EFA icon
554
PUT
iShares MSCI EAFE ETF
EFA
$77.4B
$689K 0.02%
+9,800
New +$681K
IWF icon
555
PUT
iShares Russell 1000 Growth ETF
IWF
$123B
$687K 0.02%
+20,400
New +$669K
KR icon
556
PUT
Kroger
KR
$36.6B
$686K 0.02%
+25,000
New +$582K
YUM icon
557
PUT
Yum! Brands
YUM
$37.7B
$686K 0.02%
+8,400
New +$664K
MTB icon
558
PUT
M&T Bank
MTB
$32.4B
$684K 0.02%
+4,000
New +$664K
TSN icon
559
CALL
Tyson Foods
TSN
$18.4B
$681K 0.02%
+8,400
New +$643K
CI icon
560
Cigna
CI
$74.4B
$678K 0.02%
+3,339
New +$665K
COF icon
561
PUT
Capital One
COF
$123B
$677K 0.02%
+6,800
New +$621K
COP icon
562
PUT
ConocoPhillips
COP
$159B
$675K 0.02%
+12,300
New +$633K
EEM icon
563
CALL
iShares MSCI Emerging Markets ETF
EEM
$30.5B
$674K 0.02%
+14,300
New +$662K
OLED icon
564
CALL
Universal Display
OLED
$3.49B
$673K 0.02%
+3,900
New +$622K
AAL icon
565
American Airlines Group
AAL
$8.36B
$668K 0.02%
+12,832
New +$639K
GRMN
566
CALL
Garmin
GRMN
$53.1B
$667K 0.02%
+11,200
New +$657K
MTB icon
567
CALL
M&T Bank
MTB
$32.4B
$667K 0.02%
+3,900
New +$647K
TFC icon
568
PUT
Truist Financial
TFC
$58.8B
$666K 0.02%
+13,400
New +$647K
ED icon
569
PUT
Consolidated Edison
ED
$38.9B
$663K 0.02%
+7,800
New +$670K
PFE icon
570
Pfizer
PFE
$156B
$663K 0.02%
+19,288
New +$658K
COP icon
571
ConocoPhillips
COP
$159B
$662K 0.02%
+12,057
New +$620K
AFL icon
572
PUT
Aflac
AFL
$58.4B
$658K 0.02%
+15,000
New +$640K
MAN icon
573
CALL
ManpowerGroup
MAN
$2.66B
$656K 0.02%
+5,200
New +$650K
MAR icon
574
CALL
Marriott International
MAR
$87B
$652K 0.02%
+4,800
New +$589K
AOM icon
575
iShares Core Moderate Allocation ETF
AOM
$1.77B
$651K 0.02%
+17,109
New +$655K
21 22
23
24 25

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.