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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
TOTL icon
501
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.86B
$794K 0.02%
+16,328
New +$799K
DHI icon
502
PUT
D.R. Horton
DHI
$39.2B
$792K 0.02%
+15,500
New +$722K
CHTR icon
503
Charter Communications
CHTR
$16.8B
$790K 0.02%
+2,350
New +$798K
VTI icon
504
Vanguard Morningstar Total Stock Market ETF
VTI
$681B
$790K 0.02%
5,757
+981
+21% +$131K
BNY
505
CALL
Bank of New York Mellon
BNY
$105B
$786K 0.02%
+14,600
New +$778K
WELL icon
506
CALL
Welltower
WELL
$168B
$784K 0.02%
+12,300
New +$826K
VTRS icon
507
Viatris
VTRS
$19.1B
$783K 0.02%
+18,500
New +$707K
JWN
508
PUT
DELISTED
Nordstrom
JWN
$782K 0.02%
+16,500
New +$711K
AET
509
DELISTED
Aetna Inc
AET
$782K 0.02%
+4,334
New +$745K
SIRI icon
510
SiriusXM
SIRI
$9.95B
$780K 0.02%
14,547
+2,377
+20% +$131K
BUD icon
511
AB InBev
BUD
$156B
$779K 0.02%
+6,980
New +$821K
GE icon
512
GE Aerospace
GE
$319B
$778K 0.02%
9,299
+5,169
+125% +$494K
WYNN icon
513
Wynn Resorts
WYNN
$8.93B
$774K 0.02%
+4,593
New +$708K
KMI icon
514
CALL
Kinder Morgan
KMI
$68.5B
$773K 0.02%
+42,800
New +$768K
X
515
CALL
DELISTED
US Steel
X
$771K 0.02%
+21,900
New +$637K
WDC icon
516
Western Digital
WDC
$149B
$770K 0.02%
+12,815
New +$825K
ORCL icon
517
Oracle
ORCL
$424B
$767K 0.02%
16,226
+472
+3% +$23.2K
WLK icon
518
PUT
Westlake Corp
WLK
$8.95B
$767K 0.02%
7,200
+4,200
+140% +$389K
XLK icon
519
CALL
State Street Technology Select Sector SPDR ETF
XLK
$119B
$767K 0.02%
+24,000
New +$753K
CADE
520
DELISTED
Cadence Bank
CADE
$763K 0.02%
+24,256
New +$779K
PM icon
521
PUT
Philip Morris
PM
$303B
$761K 0.02%
+7,200
New +$767K
TGT icon
522
Target
TGT
$70.1B
$759K 0.02%
11,627
-5,238
-31% -$316K
NUE icon
523
CALL
Nucor
NUE
$58.7B
$757K 0.02%
+11,900
New +$696K
CX icon
524
Cemex
CX
$14.7B
$756K 0.02%
100,762
+90,739
+905% +$717K
XEC
525
CALL
DELISTED
CIMAREX ENERGY CO
XEC
$756K 0.02%
+6,200
New +$723K
19 20
21
22 23

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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.