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
CBRE icon
776
CALL
CBRE Group
CBRE
$40.6B
$433K 0.01%
+10,000
New +$415K
MDY icon
777
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.9B
$432K 0.01%
1,252
+596
+91% +$201K
OIH icon
778
CALL
VanEck Oil Services ETF
OIH
$1.96B
$430K 0.01%
+825
New +$409K
VTHR icon
779
Vanguard Russell 3000 ETF
VTHR
$4.79B
$429K 0.01%
+3,499
New +$418K
HAS icon
780
PUT
Hasbro
HAS
$12.5B
$427K 0.01%
+4,700
New +$441K
BTG icon
781
B2Gold
BTG
$7.07B
$425K 0.01%
+137,049
New +$370K
RL icon
782
CALL
Ralph Lauren
RL
$20.1B
$425K 0.01%
+4,100
New +$379K
APTV icon
783
CALL
Aptiv
APTV
$9.06B
$424K 0.01%
5,000
+2,000
+67% +$190K
PNR icon
784
CALL
Pentair
PNR
$8.89B
$424K 0.01%
8,934
+4,467
+100% +$209K
BAX icon
785
Baxter International
BAX
$12B
$423K 0.01%
6,548
+2,816
+75% +$181K
DFS
786
PUT
DELISTED
Discover Financial Services
DFS
$423K 0.01%
+5,500
New +$378K
MOS icon
787
CALL
The Mosaic Company
MOS
$8.13B
$423K 0.01%
+16,500
New +$379K
DBRG icon
788
DigitalBridge
DBRG
$2.98B
$422K 0.01%
+9,250
New +$454K
QLD icon
789
ProShares Ultra QQQ
QLD
$14.1B
$422K 0.01%
46,064
+17,760
+63% +$157K
VFC icon
790
CALL
VF Corp
VFC
$5.05B
$422K 0.01%
6,053
+1,805
+42% +$119K
DBEU icon
791
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$777M
$421K 0.01%
+14,807
New +$424K
F icon
792
PUT
Ford
F
$54.9B
$420K 0.01%
+33,600
New +$414K
TEF
793
DELISTED
Telefonica
TEF
$420K 0.01%
+53,714
New +$441K
EXPE icon
794
CALL
Expedia Group
EXPE
$33.7B
$419K 0.01%
+3,500
New +$454K
KBH icon
795
KB Home
KBH
$3B
$419K 0.01%
+13,099
New +$376K
HBAN icon
796
CALL
Huntington Bancshares
HBAN
$31.8B
$418K 0.01%
+28,700
New +$403K
ABBV icon
797
AbbVie
ABBV
$465B
$417K 0.01%
+4,316
New +$407K
OIH icon
798
VanEck Oil Services ETF
OIH
$1.96B
$417K 0.01%
800
+109
+16% +$54.1K
ABBV icon
799
PUT
AbbVie
ABBV
$465B
$416K 0.01%
+4,300
New +$405K
RY icon
800
Royal Bank of Canada
RY
$282B
$416K 0.01%
+5,097
New +$404K
30 31
32
33 34

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.