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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
GE icon
626
PUT
GE Aerospace
GE
$325B
$581K 0.02%
+6,948
New +$663K
WFT
627
DELISTED
Weatherford International plc
WFT
$581K 0.02%
139,375
+126,577
+989% +$467K
BG icon
628
Bunge Global
BG
$22.5B
$578K 0.02%
+8,618
New +$586K
GDXJ icon
629
PUT
VanEck Junior Gold Miners ETF
GDXJ
$8.75B
$577K 0.02%
16,900
+8,900
+111% +$290K
TROW icon
630
PUT
T. Rowe Price
TROW
$21.8B
$577K 0.02%
+5,500
New +$536K
SYF icon
631
PUT
Synchrony
SYF
$24.4B
$575K 0.02%
+14,900
New +$510K
SAP icon
632
PUT
SAP
SAP
$246B
$573K 0.02%
+5,100
New +$577K
EWT icon
633
iShares MSCI Taiwan ETF
EWT
$11.8B
$571K 0.02%
+15,771
New +$585K
IJH icon
634
PUT
iShares Core S&P Mid-Cap ETF
IJH
$121B
$569K 0.02%
+15,000
New +$555K
DPZ icon
635
PUT
Domino's
DPZ
$9.97B
$567K 0.02%
+3,000
New +$556K
IWN icon
636
CALL
iShares Russell 2000 Value ETF
IWN
$14.1B
$566K 0.02%
+4,500
New +$562K
XRT icon
637
PUT
State Street SPDR S&P Retail ETF
XRT
$393M
$565K 0.02%
+12,500
New +$525K
BHP icon
638
PUT
BHP
BHP
$214B
$561K 0.02%
+13,676
New +$515K
ETN icon
639
CALL
Eaton
ETN
$155B
$561K 0.02%
+7,100
New +$552K
BX icon
640
Blackstone
BX
$92.7B
$558K 0.02%
+17,420
New +$567K
SCHX icon
641
Schwab US Large- Cap ETF
SCHX
$73B
$558K 0.02%
52,536
-206,748
-80% -$2.14M
ADM icon
642
PUT
Archer Daniels Midland
ADM
$41B
$557K 0.01%
+13,900
New +$572K
ULTI
643
DELISTED
Ultimate Software Group Inc
ULTI
$557K 0.01%
+2,552
New +$518K
OAK
644
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$556K 0.01%
+13,199
New +$584K
NFX
645
PUT
DELISTED
Newfield Exploration
NFX
$555K 0.01%
+17,600
New +$534K
IEI icon
646
iShares 3-7 Year Treasury Bond ETF
IEI
$17.2B
$554K 0.01%
+4,537
New +$557K
SINA
647
CALL
DELISTED
Sina Corp
SINA
$552K 0.01%
+5,500
New +$587K
IEO icon
648
iShares US Oil & Gas Exploration & Production ETF
IEO
$719M
$551K 0.01%
8,479
-108,700
-93% -$6.57M
PYPL icon
649
PayPal
PYPL
$45.1B
$551K 0.01%
+7,488
New +$541K
ROST icon
650
Ross Stores
ROST
$71.8B
$551K 0.01%
+6,860
New +$480K
24 25
26
27 28

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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.