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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
DNKN
476
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$841K 0.02%
+13,043
New +$761K
EBAY icon
477
PUT
eBay
EBAY
$48.1B
$838K 0.02%
+22,200
New +$824K
DRI icon
478
CALL
Darden Restaurants
DRI
$23.7B
$835K 0.02%
+8,700
New +$735K
QID icon
479
ProShares UltraShort QQQ
QID
$240M
$835K 0.02%
779
+506
+185% +$568K
HD icon
480
Home Depot
HD
$305B
$833K 0.02%
4,397
+1,657
+60% +$286K
CL icon
481
PUT
Colgate-Palmolive
CL
$69.4B
$830K 0.02%
+11,000
New +$803K
ABT icon
482
CALL
Abbott
ABT
$177B
$828K 0.02%
+14,500
New +$804K
ADSK icon
483
PUT
Autodesk
ADSK
$47.3B
$828K 0.02%
+7,900
New +$921K
ULTA icon
484
CALL
Ulta Beauty
ULTA
$23.3B
$828K 0.02%
+3,700
New +$783K
GG
485
DELISTED
Goldcorp Inc
GG
$825K 0.02%
+64,642
New +$835K
KO icon
486
Coca-Cola
KO
$382B
$824K 0.02%
+17,970
New +$826K
INTU icon
487
PUT
Intuit
INTU
$88B
$820K 0.02%
+5,200
New +$793K
EA
488
DELISTED
Electronic Arts
EA
$819K 0.02%
+7,793
New +$866K
CAT icon
489
Caterpillar
CAT
$360B
$818K 0.02%
5,188
-3,648
-41% -$506K
MRK icon
490
PUT
Merck
MRK
$355B
$816K 0.02%
+15,196
New +$842K
BBY icon
491
CALL
Best Buy
BBY
$19.6B
$815K 0.02%
+11,900
New +$704K
MGM icon
492
PUT
MGM Resorts International
MGM
$9.87B
$811K 0.02%
+24,300
New +$783K
ADI icon
493
PUT
Analog Devices
ADI
$175B
$810K 0.02%
+9,100
New +$806K
BMY icon
494
PUT
Bristol-Myers Squibb
BMY
$130B
$809K 0.02%
+13,200
New +$826K
DVN icon
495
CALL
Devon Energy
DVN
$56.5B
$807K 0.02%
+19,500
New +$738K
EL icon
496
CALL
Estee Lauder
EL
$34.8B
$802K 0.02%
6,300
+300
+5% +$36K
PG icon
497
Procter & Gamble
PG
$341B
$802K 0.02%
8,731
+4,673
+115% +$420K
MMM icon
498
PUT
3M
MMM
$84.9B
$800K 0.02%
+4,066
New +$782K
AZO icon
499
AutoZone
AZO
$46.7B
$799K 0.02%
+1,123
New +$718K
ADNT icon
500
CALL
Adient
ADNT
$1.42B
$795K 0.02%
+10,100
New +$815K
18 19
20
21 22

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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.