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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
WOLF icon
601
CALL
Wolfspeed
WOLF
$1.25B
$620K 0.02%
+16,700
New +$576K
AMT icon
602
PUT
American Tower
AMT
$82.2B
$613K 0.02%
+4,300
New +$614K
KMI icon
603
Kinder Morgan
KMI
$68.4B
$610K 0.02%
+33,756
New +$606K
LNC icon
604
Lincoln National
LNC
$8.13B
$610K 0.02%
7,931
+4,989
+170% +$377K
XYZ
605
CALL
Block Inc
XYZ
$46B
$610K 0.02%
+17,600
New +$644K
JBHT icon
606
PUT
JB Hunt Transport Services
JBHT
$22.2B
$609K 0.02%
+5,300
New +$571K
LH icon
607
Labcorp
LH
$26.3B
$609K 0.02%
+4,441
New +$587K
TXN icon
608
Texas Instruments
TXN
$238B
$605K 0.02%
+5,796
New +$564K
ITW icon
609
CALL
Illinois Tool Works
ITW
$76.1B
$601K 0.02%
3,600
+600
+20% +$95.7K
RIG icon
610
Transocean
RIG
$6.19B
$601K 0.02%
56,248
+41,893
+292% +$435K
SCHG icon
611
Schwab US Large-Cap Growth ETF
SCHG
$62B
$601K 0.02%
67,944
-72,296
-52% -$621K
D icon
612
PUT
Dominion Energy
D
$55.9B
$600K 0.02%
+7,400
New +$599K
POST icon
613
Post Holdings
POST
$3.56B
$599K 0.02%
+11,546
New +$614K
IYF icon
614
PUT
iShares US Financials ETF
IYF
$4.27B
$597K 0.02%
+10,000
New +$580K
EXC icon
615
CALL
Exelon
EXC
$43.7B
$595K 0.02%
+21,170
New +$608K
PANW icon
616
PUT
Palo Alto Networks
PANW
$307B
$594K 0.02%
+24,600
New +$598K
ACWI icon
617
iShares MSCI ACWI ETF
ACWI
$32.6B
$593K 0.02%
8,228
-10,828
-57% -$766K
SJNK icon
618
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.71B
$593K 0.02%
+21,500
New +$596K
OIH icon
619
PUT
VanEck Oil Services ETF
OIH
$1.96B
$589K 0.02%
+1,130
New +$561K
CLR
620
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$588K 0.02%
+11,100
New +$487K
TFX icon
621
Teleflex
TFX
$5.42B
$586K 0.02%
+2,357
New +$592K
STZ icon
622
Constellation Brands
STZ
$21B
$583K 0.02%
+2,550
New +$551K
DAL icon
623
Delta Air Lines
DAL
$51.2B
$582K 0.02%
10,396
+3,432
+49% +$179K
EWZ icon
624
CALL
iShares MSCI Brazil ETF
EWZ
$8.53B
$582K 0.02%
+14,400
New +$583K
XME icon
625
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.45B
$582K 0.02%
+16,000
New +$522K
23 24
25
26 27

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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.