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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
XLP icon
701
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$501K 0.01%
+8,800
New +$484K
UPS icon
702
CALL
United Parcel Service
UPS
$84B
$500K 0.01%
+4,200
New +$494K
BBVA icon
703
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
$499K 0.01%
58,724
+9,658
+20% +$82.2K
ICF icon
704
iShares Select U.S. REIT ETF
ICF
$1.95B
$499K 0.01%
9,844
-5,206
-35% -$265K
TYL icon
705
Tyler Technologies
TYL
$14.2B
$499K 0.01%
+2,819
New +$500K
AZO icon
706
PUT
AutoZone
AZO
$46.5B
$498K 0.01%
+700
New +$447K
IP icon
707
CALL
International Paper
IP
$18B
$498K 0.01%
+9,082
New +$488K
VLO icon
708
Valero Energy
VLO
$116B
$496K 0.01%
5,400
+421
+8% +$34.7K
KSU
709
PUT
DELISTED
Kansas City Southern
KSU
$495K 0.01%
+4,700
New +$501K
OMC icon
710
Omnicom Group
OMC
$21.8B
$493K 0.01%
+6,775
New +$486K
CLR
711
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$493K 0.01%
+9,300
New +$408K
SINA
712
PUT
DELISTED
Sina Corp
SINA
$492K 0.01%
+4,900
New +$523K
EG icon
713
Everest Group
EG
$14.5B
$491K 0.01%
+2,221
New +$501K
EMLC icon
714
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$5.04B
$490K 0.01%
12,916
+2,373
+23% +$89.1K
CMI icon
715
Cummins
CMI
$72.6B
$489K 0.01%
2,769
+1,518
+121% +$260K
VXUS icon
716
Vanguard Total International Stock ETF
VXUS
$161B
$488K 0.01%
8,590
-11,998
-58% -$671K
ICE icon
717
CALL
Intercontinental Exchange
ICE
$86.5B
$487K 0.01%
+6,900
New +$474K
IBM icon
718
IBM
IBM
$224B
$486K 0.01%
3,311
+946
+40% +$138K
JD icon
719
JD.com
JD
$36.3B
$485K 0.01%
11,713
-16,949
-59% -$667K
BDX icon
720
Becton Dickinson
BDX
$49.5B
$483K 0.01%
+2,311
New +$484K
WB icon
721
Weibo
WB
$1.6B
$482K 0.01%
4,656
-3,942
-46% -$408K
RAD
722
DELISTED
Rite Aid Corporation
RAD
$482K 0.01%
12,243
-5,113
-29% -$183K
GM icon
723
CALL
General Motors
GM
$74B
$480K 0.01%
+11,700
New +$508K
GVI icon
724
iShares Intermediate Government/Credit Bond ETF
GVI
$3.75B
$480K 0.01%
+4,377
New +$483K
DUK icon
725
CALL
Duke Energy
DUK
$91.8B
$479K 0.01%
+5,700
New +$498K
27 28
29
30 31

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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.