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
JCI icon
801
Johnson Controls International
JCI
$85.1B
$415K 0.01%
+10,879
New +$425K
HON icon
802
PUT
Honeywell
HON
$65.8B
$414K 0.01%
+2,989
New +$401K
CPN
803
DELISTED
Calpine Corporation
CPN
$414K 0.01%
+27,330
New +$409K
CIT
804
CALL
DELISTED
CIT Group Inc.
CIT
$414K 0.01%
+8,400
New +$407K
CIT
805
PUT
DELISTED
CIT Group Inc.
CIT
$414K 0.01%
+8,400
New +$407K
VER
806
DELISTED
VEREIT, Inc.
VER
$413K 0.01%
10,613
+1,708
+19% +$68.5K
CTSH icon
807
CALL
Cognizant
CTSH
$27.9B
$412K 0.01%
+5,800
New +$424K
MRO
808
PUT
DELISTED
Marathon Oil Corporation
MRO
$410K 0.01%
+24,200
New +$359K
BHP icon
809
CALL
BHP
BHP
$214B
$409K 0.01%
+9,977
New +$376K
DUK icon
810
Duke Energy
DUK
$91.8B
$409K 0.01%
+4,862
New +$425K
HSY icon
811
CALL
Hershey
HSY
$34.3B
$409K 0.01%
+3,600
New +$396K
LULU icon
812
CALL
lululemon athletica
LULU
$10.6B
$409K 0.01%
+5,200
New +$347K
EQIX icon
813
CALL
Equinix
EQIX
$100B
$408K 0.01%
+900
New +$416K
FAS icon
814
Direxion Daily Financial Bull 3x ETF
FAS
$2.07B
$408K 0.01%
+5,965
New +$373K
CI icon
815
PUT
Cigna
CI
$74.1B
$406K 0.01%
+2,000
New +$398K
ISRG icon
816
Intuitive Surgical
ISRG
$135B
$406K 0.01%
+3,339
New +$418K
OKE icon
817
CALL
Oneok
OKE
$58.4B
$406K 0.01%
+7,600
New +$406K
RIG icon
818
CALL
Transocean
RIG
$6.19B
$406K 0.01%
+38,000
New +$395K
ESRX
819
DELISTED
Express Scripts Holding Company
ESRX
$406K 0.01%
+5,442
New +$348K
SDS icon
820
ProShares UltraShort S&P500
SDS
$413M
$405K 0.01%
394
-210
-35% -$229K
MDIV icon
821
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$423M
$404K 0.01%
21,249
+15
+0.1% +$285
GWW icon
822
CALL
W.W. Grainger
GWW
$59.3B
$402K 0.01%
+1,700
New +$352K
VOD icon
823
CALL
Vodafone
VOD
$40.4B
$402K 0.01%
+12,600
New +$378K
BMRN icon
824
CALL
BioMarin Pharmaceuticals
BMRN
$12.5B
$401K 0.01%
+4,500
New +$391K
ITUB icon
825
Itaú Unibanco
ITUB
$91.4B
$401K 0.01%
63,546
+34,592
+119% +$221K
31 32
33
34 35

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.