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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
JNPR
401
PUT
DELISTED
Juniper Networks
JNPR
$1.09M 0.03%
+38,400
New +$1.04M
PRU icon
402
PUT
Prudential Financial
PRU
$41.2B
$1.09M 0.03%
+9,500
New +$1.07M
ORCL icon
403
CALL
Oracle
ORCL
$404B
$1.08M 0.03%
+22,800
New +$1.12M
WB icon
404
CALL
Weibo
WB
$1.62B
$1.08M 0.03%
+10,400
New +$1.08M
TIF
405
CALL
DELISTED
Tiffany & Co.
TIF
$1.07M 0.03%
+10,300
New +$982K
CVS icon
406
CVS Health
CVS
$121B
$1.07M 0.03%
+14,722
New +$1.07M
SBUX icon
407
CALL
Starbucks
SBUX
$110B
$1.06M 0.03%
+18,400
New +$1.04M
MRO
408
CALL
DELISTED
Marathon Oil Corporation
MRO
$1.05M 0.03%
+62,300
New +$925K
KSU
409
CALL
DELISTED
Kansas City Southern
KSU
$1.05M 0.03%
+10,000
New +$1.07M
WPM icon
410
CALL
Wheaton Precious Metals
WPM
$68.1B
$1.04M 0.03%
+47,200
New +$984K
TWX
411
DELISTED
Time Warner Inc
TWX
$1.04M 0.03%
+11,357
New +$1.07M
SRE icon
412
Sempra
SRE
$53.1B
$1.03M 0.03%
+19,356
New +$1.12M
V icon
413
Visa
V
$701B
$1.03M 0.03%
9,032
+575
+7% +$63.5K
ETR icon
414
CALL
Entergy
ETR
$49.2B
$1.03M 0.03%
+25,200
New +$1.06M
STT icon
415
CALL
State Street
STT
$50.9B
$1.02M 0.03%
+10,500
New +$1M
CP icon
416
CALL
Canadian Pacific Kansas City
CP
$78.3B
$1.02M 0.03%
28,000
+18,000
+180% +$627K
RGLD icon
417
PUT
Royal Gold
RGLD
$21.3B
$1.02M 0.03%
12,400
+7,400
+148% +$634K
IWF icon
418
CALL
iShares Russell 1000 Growth ETF
IWF
$123B
$1.01M 0.03%
+30,000
New +$983K
DEO icon
419
PUT
Diageo
DEO
$48.3B
$1.01M 0.03%
+6,900
New +$951K
FXI icon
420
iShares China Large-Cap ETF
FXI
$4.1B
$1.01M 0.03%
21,843
+2,087
+11% +$96.3K
TEVA icon
421
PUT
Teva Pharmaceuticals
TEVA
$45.7B
$1.01M 0.03%
+53,100
New +$799K
MU icon
422
PUT
Micron Technology
MU
$1.05T
$1M 0.03%
+24,400
New +$1.05M
B
423
PUT
Barrick Mining
B
$70.3B
$997K 0.03%
+68,900
New +$1.02M
AVB
424
DELISTED
AvalonBay Communities
AVB
$996K 0.03%
+5,582
New +$1.01M
VRSN icon
425
CALL
VeriSign
VRSN
$26.9B
$996K 0.03%
8,700
+6,700
+335% +$748K
15 16
17
18 19

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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.