We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$2.53B
Cap. Flow %
67.74%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
481

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 Financials 1.16%
2 Communication Services 0.88%
3 Consumer Discretionary 0.79%
4 Technology 0.74%
5 Energy 0.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UNM icon
1151
Unum
UNM
$13.2B
$245K 0.01%
+4,462
New +$240K
PRTY
1152
DELISTED
Party City Holdco Inc.
PRTY
$245K 0.01%
+17,577
New +$216K
ETP
1153
DELISTED
Energy Transfer Partners, L.P.
ETP
$245K 0.01%
+13,655
New +$236K
DB icon
1154
Deutsche Bank
DB
$66.6B
$244K 0.01%
+12,823
New +$231K
SNV
1155
PUT
DELISTED
Synovus
SNV
$244K 0.01%
+5,100
New +$242K
VMC icon
1156
CALL
Vulcan Materials
VMC
$36.8B
$244K 0.01%
+1,900
New +$232K
SRCL
1157
DELISTED
Stericycle Inc
SRCL
$244K 0.01%
+3,587
New +$244K
IBMG
1158
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$244K 0.01%
+9,620
New +$245K
AEO icon
1159
CALL
American Eagle Outfitters
AEO
$2.94B
$243K 0.01%
+12,900
New +$194K
BBH icon
1160
VanEck Biotech ETF
BBH
$406M
$243K 0.01%
+1,947
New +$249K
HIO
1161
Western Asset High Income Opportunity Fund
HIO
$331M
$243K 0.01%
+47,846
New +$242K
PHYS icon
1162
Sprott Physical Gold
PHYS
$14.6B
$243K 0.01%
22,924
+6,640
+41% +$69K
TRP icon
1163
PUT
TC Energy
TRP
$70.1B
$243K 0.01%
5,000
– –
CIG icon
1164
CEMIG Preferred Shares
CIG
$6.06B
$242K 0.01%
230,412
+182,634
+382% +$208K
SAM icon
1165
Boston Beer
SAM
$1.95B
$242K 0.01%
+1,268
New +$227K
RWX icon
1166
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$241K 0.01%
5,949
-22,091
-79% -$862K
IXUS icon
1167
iShares Core MSCI Total International Stock ETF
IXUS
$56.8B
$240K 0.01%
+3,811
New +$237K
SCHR
1168
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$240K 0.01%
+9,006
New +$242K
TILE icon
1169
Interface
TILE
$1.95B
$240K 0.01%
+9,537
New +$224K
AAP icon
1170
PUT
Advance Auto Parts
AAP
$3.53B
$239K 0.01%
+2,400
New +$221K
DGX icon
1171
Quest Diagnostics
DGX
$26B
$239K 0.01%
+2,424
New +$230K
AMC icon
1172
AMC Entertainment Holdings
AMC
$2.45B
$238K 0.01%
+1,573
New +$221K
APO icon
1173
CALL
Apollo Global Management
APO
$69B
$238K 0.01%
+7,100
New +$222K
CF icon
1174
CALL
CF Industries
CF
$19.6B
$238K 0.01%
+5,600
New +$211K
CHKP icon
1175
CALL
Check Point Software Technologies
CHKP
$14.3B
$238K 0.01%
+2,300
New +$250K
45 46
47
48 49

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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 deployed $2.53B of net new capital in Q4 2017, opening 1,292 new positions and adding to 220 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, down from 2.3% a quarter earlier, followed by Communication Services and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M trimmed.

  • 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 481 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.