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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
DNB
426
CALL
DELISTED
Dun & Bradstreet
DNB
$995K 0.03%
+8,400
New +$997K
PRGO icon
427
CALL
Perrigo
PRGO
$1.88B
$985K 0.03%
11,300
+8,300
+277% +$713K
VCSH icon
428
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.4B
$985K 0.03%
12,422
-27,058
-69% -$2.16M
MET icon
429
PUT
MetLife
MET
$62.4B
$976K 0.03%
+19,300
New +$1.02M
VZ icon
430
Verizon
VZ
$214B
$972K 0.03%
18,373
+8,127
+79% +$400K
HON icon
431
CALL
Honeywell
HON
$64.5B
$966K 0.03%
+6,974
New +$935K
TNL icon
432
CALL
Travel + Leisure Co
TNL
$4.01B
$962K 0.03%
+18,385
New +$912K
GLW icon
433
PUT
Corning
GLW
$124B
$960K 0.03%
+30,000
New +$945K
TFC icon
434
CALL
Truist Financial
TFC
$61.6B
$960K 0.03%
+19,300
New +$932K
LRCX icon
435
CALL
Lam Research
LRCX
$339B
$957K 0.03%
+52,000
New +$1.02M
UAL icon
436
CALL
United Airlines
UAL
$34.7B
$957K 0.03%
+14,200
New +$885K
TWTR
437
DELISTED
Twitter, Inc.
TWTR
$957K 0.03%
+39,864
New +$819K
EEM icon
438
iShares MSCI Emerging Markets ETF
EEM
$30.6B
$951K 0.03%
20,179
-110,008
-84% -$5.09M
TROW icon
439
T. Rowe Price
TROW
$22.2B
$936K 0.03%
+8,922
New +$870K
XLK icon
440
State Street Technology Select Sector SPDR ETF
XLK
$119B
$935K 0.03%
29,238
-505,776
-95% -$15.9M
GOLD
441
CALL
DELISTED
Randgold Resources Ltd
GOLD
$930K 0.02%
+9,400
New +$893K
ALNY icon
442
CALL
Alnylam Pharmaceuticals
ALNY
$31.9B
$927K 0.02%
+7,300
New +$917K
CLX icon
443
Clorox
CLX
$10.5B
$926K 0.02%
+6,227
New +$847K
GM icon
444
PUT
General Motors
GM
$74.9B
$926K 0.02%
+22,600
New +$980K
MSI icon
445
CALL
Motorola Solutions
MSI
$77.6B
$921K 0.02%
+10,200
New +$929K
TMUS icon
446
T-Mobile US
TMUS
$194B
$921K 0.02%
+14,504
New +$885K
IBB icon
447
CALL
iShares Biotechnology ETF
IBB
$10.3B
$918K 0.02%
+8,600
New +$919K
CMA
448
CALL
DELISTED
Comerica
CMA
$912K 0.02%
+10,500
New +$845K
TZA icon
449
Direxion Daily Small Cap Bear 3x ETF
TZA
$260M
$911K 0.02%
186
+29
+18% +$151K
CLR
450
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$911K 0.02%
+17,200
New +$754K
16 17
18
19 20

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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.