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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$3.52M
Cap. Flow %
0.09%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
480

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 Miscellaneous 93.35%
2 Financials 1.2%
3 Communication Services 0.89%
4 Consumer Discretionary 0.83%
5 Technology 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWZ icon
301
iShares MSCI Brazil ETF
EWZ
$8.6B
$1.72M 0.05%
+42,555
New +$1.72M
CMI icon
302
PUT
Cummins
CMI
$74.1B
$1.71M 0.05%
+9,700
New +$1.66M
AMAT icon
303
PUT
Applied Materials
AMAT
$334B
$1.7M 0.05%
+33,300
New +$1.8M
BUD icon
304
PUT
AB InBev
BUD
$156B
$1.69M 0.05%
+15,100
New +$1.78M
UPS icon
305
United Parcel Service
UPS
$87.1B
$1.69M 0.05%
14,143
+11,949
+545% +$1.4M
TCOM icon
306
CALL
Trip.com Group
TCOM
$24.7B
$1.67M 0.04%
+37,900
New +$1.81M
HSBC icon
307
PUT
HSBC
HSBC
$350B
$1.64M 0.04%
+34,802
New +$1.57M
IJH icon
308
iShares Core S&P Mid-Cap ETF
IJH
$122B
$1.62M 0.04%
+42,770
New +$1.58M
DEO icon
309
CALL
Diageo
DEO
$48.3B
$1.62M 0.04%
+11,100
New +$1.53M
JNPR
310
CALL
DELISTED
Juniper Networks
JNPR
$1.62M 0.04%
+56,700
New +$1.53M
CP icon
311
PUT
Canadian Pacific Kansas City
CP
$78.3B
$1.59M 0.04%
+43,500
New +$1.52M
COP icon
312
CALL
ConocoPhillips
COP
$170B
$1.59M 0.04%
+28,900
New +$1.49M
DIS icon
313
Walt Disney
DIS
$184B
$1.58M 0.04%
+14,744
New +$1.52M
DE icon
314
PUT
Deere & Co
DE
$184B
$1.58M 0.04%
+10,100
New +$1.41M
LMT icon
315
PUT
Lockheed Martin
LMT
$123B
$1.57M 0.04%
+4,900
New +$1.54M
AZO icon
316
CALL
AutoZone
AZO
$46.7B
$1.56M 0.04%
+2,200
New +$1.41M
ADBE icon
317
CALL
Adobe
ADBE
$102B
$1.56M 0.04%
+8,900
New +$1.53M
F icon
318
Ford
F
$53.8B
$1.56M 0.04%
124,936
+77,238
+162% +$951K
IEF icon
319
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
$1.55M 0.04%
+14,667
New +$1.56M
RCL icon
320
PUT
Royal Caribbean
RCL
$66.7B
$1.54M 0.04%
+12,900
New +$1.6M
STX icon
321
Seagate
STX
$176B
$1.53M 0.04%
+36,587
New +$1.4M
BIIB icon
322
CALL
Biogen
BIIB
$31.9B
$1.53M 0.04%
+4,800
New +$1.54M
STT icon
323
PUT
State Street
STT
$50.9B
$1.52M 0.04%
+15,600
New +$1.49M
PXD
324
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$1.52M 0.04%
+8,800
New +$1.36M
AAPL icon
325
Apple
AAPL
$4.84T
$1.51M 0.04%
+35,792
New +$1.5M
11 12
13
14 15

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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's Q4 2017 filing shows 1,292 new, 220 increased, 173 reduced and 480 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 86% a quarter earlier, followed by Financials and Communication Services.

  • 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 480 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.