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
VIOO icon
2026
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.18B
– –
-39,200
Closed -$2.66M
VIPS icon
2027
Vipshop
VIPS
$7.13B
– –
-32,459
Closed -$285K
VIS icon
2028
Vanguard Industrials ETF
VIS
$8.22B
– –
-19,387
Closed -$2.6M
VKTX icon
2029
Viking Therapeutics
VKTX
$3.93B
– –
-11,481
Closed -$22K
VOD icon
2030
Vodafone
VOD
$37.7B
– –
-20,187
Closed -$605K
VONG icon
2031
Vanguard Russell 1000 Growth ETF
VONG
$42.1B
– –
-66,324
Closed -$2.13M
VOO icon
2032
Vanguard S&P 500 ETF
VOO
$971B
– –
-35,661
Closed -$8.23M
VOT icon
2033
Vanguard Mid-Cap Growth ETF
VOT
$19.1B
– –
-38,983
Closed -$4.75M
VOX icon
2034
Vanguard Communication Services ETF
VOX
$5.69B
– –
-20,033
Closed -$1.85M
VOYA icon
2035
Voya Financial
VOYA
$9.07B
– –
-5,666
Closed -$226K
VPU
2036
Vanguard Utilities ETF
VPU
$8.68B
– –
-39,508
Closed -$4.61M
VSHY icon
2037
Virtus Newfleet Short Duration High Yield Bond ETF
VSHY
$30.9M
– –
-8,915
Closed -$224K
VSTM icon
2038
Verastem
VSTM
$547M
– –
-1,144
Closed -$65K
VT icon
2039
Vanguard Total World Stock ETF
VT
$76.3B
– –
-17,437
Closed -$1.23M
VTV icon
2040
Vanguard Value ETF
VTV
$190B
– –
-37,764
Closed -$3.77M
VUG icon
2041
Vanguard Growth ETF
VUG
$216B
– –
-40,836
Closed -$903K
VWO icon
2042
Vanguard FTSE Emerging Markets ETF
VWO
$119B
– –
-75,287
Closed -$3.28M
WBD icon
2043
Warner Bros
WBD
$64.2B
– –
-15,132
Closed -$322K
WFC.PRL icon
2044
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
– –
-231
Closed -$304K
WLK icon
2045
Westlake Corp
WLK
$9.25B
– –
-3,503
Closed -$325K
WTFC icon
2046
Wintrust Financial
WTFC
$10.9B
– –
-2,658
Closed -$208K
XAR icon
2047
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.08B
– –
-36,334
Closed -$2.9M
XES icon
2048
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$357M
– –
-8,245
Closed -$1.37M
XHS icon
2049
State Street SPDR S&P Health Care Services ETF
XHS
$211M
– –
-3,388
Closed -$207K
XMLV icon
2050
Invesco S&P MidCap Low Volatility ETF
XMLV
$766M
– –
-35,230
Closed -$1.55M
80 81
82
83 84

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.