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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
BX icon
226
PUT
Blackstone
BX
$107B
$2.41M 0.06%
+75,200
New +$2.45M
STZ icon
227
CALL
Constellation Brands
STZ
$22.5B
$2.4M 0.06%
+10,500
New +$2.27M
LRCX icon
228
PUT
Lam Research
LRCX
$337B
$2.39M 0.06%
+130,000
New +$2.55M
MDT icon
229
CALL
Medtronic
MDT
$111B
$2.39M 0.06%
+29,600
New +$2.37M
WYNN icon
230
PUT
Wynn Resorts
WYNN
$10.3B
$2.38M 0.06%
+14,100
New +$2.17M
CELG
231
CALL
DELISTED
Celgene Corp
CELG
$2.37M 0.06%
+22,700
New +$2.56M
MDLZ icon
232
CALL
Mondelez International
MDLZ
$80.2B
$2.35M 0.06%
+54,900
New +$2.31M
XOP icon
233
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$2.35M 0.06%
+15,775
New +$2.2M
CI icon
234
CALL
Cigna
CI
$79.6B
$2.34M 0.06%
+11,500
New +$2.29M
XLI icon
235
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$2.31M 0.06%
+30,500
New +$2.22M
GDX icon
236
VanEck Gold Miners ETF
GDX
$22.7B
$2.29M 0.06%
98,631
+58,255
+144% +$1.33M
BKLN icon
237
Invesco Senior Loan ETF
BKLN
$6.97B
$2.29M 0.06%
99,388
+76,085
+327% +$1.76M
PGX icon
238
Invesco Preferred ETF
PGX
$3.81B
$2.29M 0.06%
+154,094
New +$2.31M
VTRS icon
239
PUT
Viatris
VTRS
$20.8B
$2.28M 0.06%
+53,900
New +$2.06M
EEM icon
240
PUT
iShares MSCI Emerging Markets ETF
EEM
$28B
$2.26M 0.06%
+48,000
New +$2.22M
GD icon
241
PUT
General Dynamics
GD
$106B
$2.26M 0.06%
+11,100
New +$2.27M
QQQ icon
242
Invesco QQQ Trust
QQQ
$445B
$2.24M 0.06%
+14,405
New +$2.2M
NOC icon
243
CALL
Northrop Grumman
NOC
$78B
$2.24M 0.06%
+7,300
New +$2.19M
VTRS icon
244
CALL
Viatris
VTRS
$20.8B
$2.23M 0.06%
+52,800
New +$2.02M
HAL icon
245
Halliburton
HAL
$26.1B
$2.23M 0.06%
45,635
+39,602
+656% +$1.75M
SWK icon
246
CALL
Stanley Black & Decker
SWK
$14.6B
$2.21M 0.06%
13,000
+11,000
+550% +$1.8M
BIDU icon
247
PUT
Baidu
BIDU
$35.7B
$2.2M 0.06%
+9,400
New +$2.3M
YUM icon
248
CALL
Yum! Brands
YUM
$41.4B
$2.19M 0.06%
+26,800
New +$2.12M
IWO icon
249
CALL
iShares Russell 2000 Growth ETF
IWO
$14.4B
$2.18M 0.06%
+11,700
New +$2.14M
LLY icon
250
CALL
Eli Lilly
LLY
$1.09T
$2.16M 0.06%
+25,600
New +$2.18M
8 9
10
11 12

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BCM
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OAM
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NOCM
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QIM
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SLT
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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.