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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$2.53B
Cap. Flow %
67.74%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
481

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 Financials 1.16%
2 Communication Services 0.88%
3 Consumer Discretionary 0.79%
4 Technology 0.74%
5 Energy 0.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBM icon
51
CALL
IBM
IBM
$214B
$10.9M 0.29%
74,580
+72,488
+3,465% +$10.5M
XLE icon
52
PUT
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$10.9M 0.29%
+301,800
New +$10.4M
MSFT icon
53
PUT
Microsoft
MSFT
$2.92T
$10.8M 0.29%
+126,800
New +$10.4M
NVDA icon
54
PUT
NVIDIA
NVDA
$4.77T
$10.8M 0.29%
+2,232,000
New +$11.1M
VBR icon
55
Vanguard Small-Cap Value ETF
VBR
$37.7B
$10.3M 0.27%
77,192
+43,183
+127% +$5.62M
CVX icon
56
CALL
Chevron
CVX
$374B
$10.2M 0.27%
+81,600
New +$9.68M
AMZN icon
57
PUT
Amazon
AMZN
$2.48T
$10.1M 0.27%
+172,000
New +$9.46M
XME icon
58
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$9.89M 0.27%
271,887
-164,066
-38% -$5.35M
IYW icon
59
iShares US Technology ETF
IYW
$23B
$9.65M 0.26%
237,260
-2,964
-1% -$119K
XLP icon
60
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$9.57M 0.26%
+168,225
New +$9.24M
BKNG icon
61
CALL
Booking.com
BKNG
$154B
$9.56M 0.26%
+137,500
New +$9.96M
GOOGL icon
62
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$9.48M 0.25%
180,000
+168,000
+1,400% +$8.67M
HD icon
63
PUT
Home Depot
HD
$343B
$9.32M 0.25%
+49,200
New +$8.49M
JNJ icon
64
CALL
Johnson & Johnson
JNJ
$643B
$9.29M 0.25%
+66,500
New +$9.26M
XLE icon
65
CALL
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$9.28M 0.25%
+256,800
New +$8.84M
IJK icon
66
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$9.22M 0.25%
170,924
-39,540
-19% -$2.08M
XBI icon
67
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$8.96M 0.24%
105,562
+66,085
+167% +$5.54M
IWR icon
68
iShares Russell Mid-Cap ETF
IWR
$56.5B
$8.84M 0.24%
+169,844
New +$8.62M
HAL icon
69
CALL
Halliburton
HAL
$26.1B
$8.72M 0.23%
+178,400
New +$7.86M
XLV icon
70
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$8.68M 0.23%
105,021
-132,463
-56% -$10.9M
IWD icon
71
iShares Russell 1000 Value ETF
IWD
$82.2B
$8.66M 0.23%
69,656
+59,698
+599% +$7.23M
WFC icon
72
PUT
Wells Fargo
WFC
$263B
$8.52M 0.23%
+140,500
New +$7.94M
IBM icon
73
PUT
IBM
IBM
$214B
$8.38M 0.22%
57,112
+53,974
+1,720% +$7.85M
C icon
74
CALL
Citigroup
C
$222B
$8.17M 0.22%
+109,800
New +$8.12M
CVX icon
75
PUT
Chevron
CVX
$374B
$8.13M 0.22%
+64,900
New +$7.7M
1 2
3
4 5

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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 deployed $2.53B of net new capital in Q4 2017, opening 1,292 new positions and adding to 220 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, down from 2.3% a quarter earlier, followed by Communication Services and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M trimmed.

  • 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 481 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.