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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
NOC icon
676
PUT
Northrop Grumman
NOC
$75.4B
$522K 0.01%
+1,700
New +$511K
TOL icon
677
CALL
Toll Brothers
TOL
$12.2B
$519K 0.01%
+10,800
New +$497K
WDAY icon
678
CALL
Workday
WDAY
$45.3B
$519K 0.01%
+5,100
New +$545K
BABA icon
679
Alibaba
BABA
$267B
$517K 0.01%
3,000
-1,125
-27% -$202K
C icon
680
Citigroup
C
$223B
$517K 0.01%
6,953
-1,594
-19% -$118K
GD icon
681
General Dynamics
GD
$97.4B
$516K 0.01%
+2,536
New +$518K
GS icon
682
Goldman Sachs
GS
$273B
$513K 0.01%
+2,013
New +$494K
VEON icon
683
VEON
VEON
$4.72B
$513K 0.01%
+5,339
New +$522K
ZION icon
684
CALL
Zions Bancorporation
ZION
$9.56B
$513K 0.01%
+10,100
New +$484K
LH icon
685
CALL
Labcorp
LH
$26.3B
$510K 0.01%
+3,725
New +$492K
UNP icon
686
PUT
Union Pacific
UNP
$167B
$510K 0.01%
+3,800
New +$458K
GD icon
687
CALL
General Dynamics
GD
$97.4B
$509K 0.01%
+2,500
New +$511K
JOYY
688
CALL
JOYY Inc
JOYY
$3.86B
$509K 0.01%
+4,500
New +$452K
FTI icon
689
TechnipFMC
FTI
$28.5B
$507K 0.01%
+21,770
New +$450K
HYG icon
690
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$507K 0.01%
+5,815
New +$510K
CHKP icon
691
Check Point Software Technologies
CHKP
$14.1B
$506K 0.01%
+4,884
New +$530K
XLY icon
692
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21B
$506K 0.01%
10,258
+100
+1% +$4.71K
ED icon
693
Consolidated Edison
ED
$39B
$505K 0.01%
+5,942
New +$511K
PNC icon
694
PUT
PNC Financial Services
PNC
$92.4B
$505K 0.01%
+3,500
New +$484K
DE icon
695
Deere & Co
DE
$181B
$504K 0.01%
+3,222
New +$451K
FULT icon
696
Fulton Financial
FULT
$4.48B
$503K 0.01%
28,113
-3,704
-12% -$68.1K
TTE icon
697
CALL
TotalEnergies
TTE
$201B
$503K 0.01%
9,100
+100
+1% +$5.52K
MCD icon
698
McDonald's
MCD
$176B
$502K 0.01%
2,917
-20,728
-88% -$3.48M
TECK icon
699
CALL
Teck Resources
TECK
$31.5B
$502K 0.01%
+19,200
New +$438K
AKAM icon
700
CALL
Akamai
AKAM
$15B
$501K 0.01%
+7,700
New +$426K
26 27
28
29 30

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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.