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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
SHM icon
376
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.49B
$1.21M 0.03%
25,166
+20,332
+421% +$982K
CVS icon
377
CALL
CVS Health
CVS
$121B
$1.2M 0.03%
+16,500
New +$1.2M
XLI icon
378
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$1.2M 0.03%
+15,800
New +$1.15M
EMR icon
379
CALL
Emerson Electric
EMR
$82B
$1.19M 0.03%
+17,100
New +$1.11M
INTU icon
380
CALL
Intuit
INTU
$88B
$1.18M 0.03%
7,500
+5,500
+275% +$838K
HAS icon
381
CALL
Hasbro
HAS
$12.7B
$1.18M 0.03%
+13,000
New +$1.22M
KR icon
382
CALL
Kroger
KR
$37.1B
$1.18M 0.03%
+43,000
New +$1M
MCK icon
383
McKesson
MCK
$105B
$1.16M 0.03%
+7,440
New +$1.1M
EMN icon
384
CALL
Eastman Chemical
EMN
$7.53B
$1.15M 0.03%
+12,400
New +$1.13M
TCOM icon
385
PUT
Trip.com Group
TCOM
$24.7B
$1.15M 0.03%
+26,000
New +$1.24M
USB icon
386
US Bancorp
USB
$96.9B
$1.15M 0.03%
+21,401
New +$1.15M
ANDV
387
DELISTED
Andeavor
ANDV
$1.15M 0.03%
+10,018
New +$1.08M
LABU icon
388
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$469M
$1.14M 0.03%
+732
New +$1.12M
TWTR
389
CALL
DELISTED
Twitter, Inc.
TWTR
$1.14M 0.03%
+47,500
New +$976K
PPLI
390
People Inc
PPLI
$2.85B
$1.13M 0.03%
+51,730
New +$1.16M
LNC icon
391
CALL
Lincoln National
LNC
$8.32B
$1.13M 0.03%
+14,700
New +$1.11M
CMG icon
392
PUT
Chipotle Mexican Grill
CMG
$44.1B
$1.13M 0.03%
+195,000
New +$1.16M
BHC icon
393
PUT
Bausch Health
BHC
$2.12B
$1.13M 0.03%
+54,200
New +$860K
LOW icon
394
CALL
Lowe's Companies
LOW
$109B
$1.13M 0.03%
+12,100
New +$1M
TTWO icon
395
CALL
Take-Two Interactive
TTWO
$39.6B
$1.12M 0.03%
+10,200
New +$1.11M
LVS icon
396
PUT
Las Vegas Sands
LVS
$26.7B
$1.12M 0.03%
+16,100
New +$1.07M
QUAL icon
397
iShares MSCI USA Quality Factor ETF
QUAL
$46.6B
$1.11M 0.03%
13,436
+1,016
+8% +$81.9K
DVN icon
398
PUT
Devon Energy
DVN
$56.5B
$1.11M 0.03%
+26,800
New +$1.01M
TEVA icon
399
Teva Pharmaceuticals
TEVA
$45.7B
$1.1M 0.03%
+57,984
New +$872K
ISRG icon
400
CALL
Intuitive Surgical
ISRG
$133B
$1.09M 0.03%
+9,000
New +$1.13M
14 15
16
17 18

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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.