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
SWKS icon
176
CALL
Skyworks Solutions
SWKS
$9.73B
$3.2M 0.09%
+33,700
New +$3.51M
CSCO icon
177
PUT
Cisco
CSCO
$456B
$3.14M 0.08%
+82,100
New +$2.93M
ELV icon
178
CALL
Elevance Health
ELV
$83.7B
$3.13M 0.08%
+13,900
New +$2.96M
TXN icon
179
PUT
Texas Instruments
TXN
$253B
$3.1M 0.08%
+29,700
New +$2.89M
BABA icon
180
PUT
Alibaba
BABA
$276B
$3.07M 0.08%
+17,800
New +$3.19M
EOG icon
181
PUT
EOG Resources
EOG
$74.4B
$3.05M 0.08%
+28,300
New +$2.85M
LMT icon
182
CALL
Lockheed Martin
LMT
$134B
$3.05M 0.08%
+9,500
New +$2.99M
JD icon
183
CALL
JD.com
JD
$42.9B
$3.05M 0.08%
+73,600
New +$2.9M
GILD icon
184
CALL
Gilead Sciences
GILD
$167B
$3.04M 0.08%
+42,500
New +$3.23M
VLO icon
185
CALL
Valero Energy
VLO
$88.7B
$3.02M 0.08%
+32,900
New +$2.71M
V icon
186
PUT
Visa
V
$697B
$2.99M 0.08%
+26,200
New +$2.89M
VGK icon
187
Vanguard FTSE Europe ETF
VGK
$30.2B
$2.97M 0.08%
50,281
+42,232
+525% +$2.46M
USB icon
188
PUT
US Bancorp
USB
$100B
$2.96M 0.08%
+55,200
New +$2.97M
XOM icon
189
CALL
ExxonMobil
XOM
$634B
$2.9M 0.08%
+34,700
New +$2.87M
WDC icon
190
CALL
Western Digital
WDC
$160B
$2.9M 0.08%
+48,157
New +$3.1M
AFL icon
191
CALL
Aflac
AFL
$65.9B
$2.89M 0.08%
+65,800
New +$2.81M
ACN icon
192
CALL
Accenture
ACN
$101B
$2.88M 0.08%
18,800
+10,800
+135% +$1.57M
VEA icon
193
Vanguard FTSE Developed Markets ETF
VEA
$225B
$2.87M 0.08%
64,028
-18,438
-22% -$815K
DIS icon
194
CALL
Walt Disney
DIS
$172B
$2.85M 0.08%
+26,500
New +$2.73M
BKNG icon
195
Booking.com
BKNG
$154B
$2.85M 0.08%
+40,975
New +$2.97M
BDX icon
196
CALL
Becton Dickinson
BDX
$45.8B
$2.85M 0.08%
13,633
+10,558
+343% +$2.21M
VIG icon
197
Vanguard Dividend Appreciation ETF
VIG
$113B
$2.85M 0.08%
27,908
-47,709
-63% -$4.7M
EA icon
198
CALL
Electronic Arts
EA
$52.4B
$2.81M 0.08%
+26,700
New +$2.97M
PII icon
199
CALL
Polaris
PII
$4.07B
$2.8M 0.08%
+22,600
New +$2.68M
PYPL icon
200
CALL
PayPal
PYPL
$51.4B
$2.77M 0.07%
+37,700
New +$2.73M
6 7
8
9 10

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.