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
RTX icon
576
PUT
RTX Corp
RTX
$264B
$651K 0.02%
+8,104
New +$615K
NSC icon
577
Norfolk Southern
NSC
$71.3B
$649K 0.02%
4,478
+2,571
+135% +$345K
EWJ icon
578
iShares MSCI Japan ETF
EWJ
$23.2B
$647K 0.02%
+10,800
New +$634K
EWH icon
579
iShares MSCI Hong Kong ETF
EWH
$1.15B
$644K 0.02%
25,326
+11,677
+86% +$295K
GOLD
580
PUT
DELISTED
Randgold Resources Ltd
GOLD
$643K 0.02%
+6,500
New +$618K
UAL icon
581
PUT
United Airlines
UAL
$34.2B
$640K 0.02%
+9,500
New +$592K
ATVI
582
CALL
DELISTED
Activision Blizzard
ATVI
$640K 0.02%
+10,100
New +$639K
GDX icon
583
PUT
VanEck Gold Miners ETF
GDX
$27.7B
$639K 0.02%
+27,500
New +$626K
JWN
584
DELISTED
Nordstrom
JWN
$638K 0.02%
+13,465
New +$580K
AGN
585
CALL
DELISTED
Allergan plc
AGN
$638K 0.02%
+3,900
New +$700K
AA icon
586
CALL
Alcoa
AA
$12.2B
$636K 0.02%
+11,800
New +$540K
FXU icon
587
First Trust Utilities AlphaDEX Fund
FXU
$763M
$636K 0.02%
24,427
+11,105
+83% +$301K
SNV
588
CALL
DELISTED
Synovus
SNV
$633K 0.02%
+13,200
New +$625K
BRK.B icon
589
Berkshire Hathaway Class B
BRK.B
$1.11T
$632K 0.02%
+3,188
New +$605K
INTU icon
590
Intuit
INTU
$84.7B
$632K 0.02%
4,008
+2,421
+153% +$369K
IEMG icon
591
iShares Core MSCI Emerging Markets ETF
IEMG
$158B
$631K 0.02%
+11,084
New +$619K
ED icon
592
CALL
Consolidated Edison
ED
$38.9B
$629K 0.02%
+7,400
New +$636K
AAP icon
593
CALL
Advance Auto Parts
AAP
$2.54B
$628K 0.02%
+6,300
New +$579K
MPC icon
594
Marathon Petroleum
MPC
$116B
$628K 0.02%
9,515
+3,990
+72% +$244K
FLG
595
Flagstar Bank National Association
FLG
$5.21B
$628K 0.02%
+16,087
New +$622K
IWR icon
596
CALL
iShares Russell Mid-Cap ETF
IWR
$54.8B
$624K 0.02%
12,000
+4,000
+50% +$203K
IWR icon
597
PUT
iShares Russell Mid-Cap ETF
IWR
$54.8B
$624K 0.02%
12,000
-12,000
-50% -$609K
MCK icon
598
CALL
McKesson
MCK
$104B
$624K 0.02%
+4,000
New +$593K
PFF icon
599
iShares Preferred and Income Securities ETF
PFF
$12.7B
$622K 0.02%
+16,333
New +$627K
TXT icon
600
Textron
TXT
$13.9B
$621K 0.02%
+10,969
New +$597K
22 23
24
25 26

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.