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
PWV icon
1951
Invesco Large Cap Value ETF
PWV
$1.7B
– –
-16,839
Closed -$629K
PWZ icon
1952
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.15B
– –
-8,700
Closed -$227K
QABA icon
1953
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$94M
– –
-17,902
Closed -$944K
QTEC icon
1954
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.41B
– –
-3,593
Closed -$245K
QUIK icon
1955
QuickLogic
QUIK
$217M
– –
-1,623
Closed -$38K
RCON icon
1956
Recon Technology
RCON
$39.6M
– –
-186
Closed -$18K
REFR icon
1957
Research Frontiers
REFR
$15.2M
– –
-13,800
Closed -$16K
REM icon
1958
iShares Mortgage Real Estate ETF
REM
$553M
– –
-99,068
Closed -$4.64M
REZ icon
1959
iShares Residential and Multisector Real Estate ETF
REZ
$906M
– –
-18,956
Closed -$1.21M
RGLD icon
1960
Royal Gold
RGLD
$16.6B
– –
-3,900
Closed -$334K
RNST icon
1961
Renasant Corp
RNST
$4.05B
– –
-4,739
Closed -$203K
RQI icon
1962
Cohen & Steers Quality Income Realty Fund
RQI
$1.72B
– –
-10,877
Closed -$137K
RSPG icon
1963
Invesco S&P 500 Equal Weight Energy ETF
RSPG
$543M
– –
-4,143
Closed -$228K
RSPS icon
1964
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$254M
– –
-9,990
Closed -$245K
RWM icon
1965
ProShares Short Russell2000
RWM
$131M
– –
-6,014
Closed -$263K
RWR icon
1966
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
– –
-27,240
Closed -$2.52M
SBAC icon
1967
SBA Communications
SBAC
$18.6B
– –
-2,423
Closed -$385K
SCHD icon
1968
Schwab US Dividend Equity ETF
SCHD
$104B
– –
-620,550
Closed -$9.68M
SCHP icon
1969
Schwab US TIPS ETF
SCHP
$16.4B
– –
-7,846
Closed -$217K
SEM
1970
DELISTED
Select Medical
SEM
– –
-20,733
Closed -$214K
SFL icon
1971
SFL Corp
SFL
$1.61B
– –
-36,187
Closed -$525K
SINT icon
1972
SiNtx Technologies
SINT
$9.92M
– –
0
– -$22K
SJT
1973
San Juan Basin Royalty Trust
SJT
$117M
– –
-24,700
Closed -$194K
SLV icon
1974
iShares Silver Trust
SLV
$27.6B
– –
-25,816
Closed -$406K
SLYG icon
1975
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.08B
– –
-8,080
Closed -$460K
77 78
79
80 81

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.