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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
JPM icon
351
JPMorgan Chase
JPM
$937B
$1.33M 0.04%
+12,457
New +$1.26M
LOW icon
352
Lowe's Companies
LOW
$109B
$1.32M 0.04%
14,201
-17,801
-56% -$1.47M
SHAK icon
353
CALL
Shake Shack
SHAK
$2.35B
$1.3M 0.04%
+30,200
New +$1.17M
PVH icon
354
CALL
PVH
PVH
$3.3B
$1.3M 0.03%
9,500
+7,400
+352% +$967K
GE icon
355
CALL
GE Aerospace
GE
$319B
$1.29M 0.03%
+15,483
New +$1.48M
PARA
356
DELISTED
Paramount Global Class B
PARA
$1.29M 0.03%
21,949
+11,614
+112% +$668K
KMX icon
357
CALL
CarMax
KMX
$8.49B
$1.29M 0.03%
+20,100
New +$1.43M
EOG icon
358
EOG Resources
EOG
$80.6B
$1.27M 0.03%
+11,820
New +$1.19M
MA icon
359
CALL
Mastercard
MA
$502B
$1.27M 0.03%
8,400
+4,400
+110% +$654K
CSX icon
360
CALL
CSX Corp
CSX
$90.1B
$1.26M 0.03%
+68,700
New +$1.22M
CAR icon
361
CALL
Avis
CAR
$4.19B
$1.26M 0.03%
+28,700
New +$1.14M
SHV icon
362
iShares 0-1 Year Treasury Bond ETF
SHV
$21.1B
$1.26M 0.03%
11,422
-65,523
-85% -$7.23M
TGT icon
363
CALL
Target
TGT
$70.1B
$1.25M 0.03%
+19,200
New +$1.16M
AVB
364
CALL
DELISTED
AvalonBay Communities
AVB
$1.25M 0.03%
+7,000
New +$1.27M
FDX icon
365
PUT
FedEx
FDX
$73B
$1.25M 0.03%
+5,000
New +$1.14M
PJP icon
366
Invesco Pharmaceuticals ETF
PJP
$541M
$1.25M 0.03%
19,411
-207,510
-91% -$13.3M
BP icon
367
CALL
BP
BP
$121B
$1.24M 0.03%
+32,336
New +$1.17M
ADP icon
368
CALL
Automatic Data Processing
ADP
$110B
$1.24M 0.03%
+10,600
New +$1.21M
DE icon
369
CALL
Deere & Co
DE
$184B
$1.22M 0.03%
+7,800
New +$1.09M
APA icon
370
CALL
APA Corp
APA
$16.6B
$1.22M 0.03%
+28,800
New +$1.21M
AMLP icon
371
Alerian MLP ETF
AMLP
$13.4B
$1.21M 0.03%
22,470
+14,552
+184% +$778K
PSA icon
372
CALL
Public Storage
PSA
$55.4B
$1.21M 0.03%
+5,800
New +$1.23M
SMH icon
373
VanEck Semiconductor ETF
SMH
$67.1B
$1.21M 0.03%
+24,746
New +$1.23M
NEM icon
374
PUT
Newmont
NEM
$131B
$1.21M 0.03%
+32,200
New +$1.18M
KRE icon
375
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
$1.21M 0.03%
+20,500
New +$1.18M
13 14
15
16 17

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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.