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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
NVS icon
726
CALL
Novartis
NVS
$264B
$479K 0.01%
+6,361
New +$480K
JBHT icon
727
JB Hunt Transport Services
JBHT
$22.2B
$478K 0.01%
+4,155
New +$447K
MKL icon
728
Markel Group
MKL
$22.1B
$478K 0.01%
+420
New +$459K
XIV
729
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$478K 0.01%
3,558
-3,608
-50% -$417K
NOV icon
730
NOV
NOV
$7.33B
$477K 0.01%
13,246
+5,385
+69% +$182K
SU icon
731
PUT
Suncor Energy
SU
$80.6B
$477K 0.01%
+13,000
New +$452K
BIG
732
CALL
DELISTED
Big Lots, Inc.
BIG
$477K 0.01%
+8,500
New +$461K
COL
733
DELISTED
Rockwell Collins
COL
$477K 0.01%
3,517
-12,765
-78% -$1.71M
FAST icon
734
CALL
Fastenal
FAST
$56.3B
$476K 0.01%
+34,800
New +$431K
ACWX icon
735
iShares MSCI ACWI ex US ETF
ACWX
$12.2B
$474K 0.01%
+9,492
New +$468K
OEF icon
736
iShares S&P 100 ETF
OEF
$20B
$472K 0.01%
3,978
-62,142
-94% -$7.17M
BTI icon
737
British American Tobacco
BTI
$121B
$471K 0.01%
+7,029
New +$458K
CSGP icon
738
CoStar Group
CSGP
$12.3B
$471K 0.01%
15,870
-8,570
-35% -$251K
VIAB
739
DELISTED
Viacom Inc. Class B
VIAB
$471K 0.01%
+15,303
New +$416K
WM icon
740
Waste Management
WM
$85.5B
$470K 0.01%
+5,441
New +$443K
BND icon
741
Vanguard Total Bond Market
BND
$161B
$469K 0.01%
5,751
-22,265
-79% -$1.82M
GGG icon
742
Graco
GGG
$12.4B
$469K 0.01%
10,372
+3,754
+57% +$162K
PXD
743
DELISTED
Pioneer Natural Resource Co.
PXD
$469K 0.01%
+2,714
New +$418K
MMP
744
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$468K 0.01%
+6,600
New +$450K
ALGN icon
745
CALL
Align Technology
ALGN
$10.7B
$467K 0.01%
+2,100
New +$477K
EWW icon
746
iShares MSCI Mexico ETF
EWW
$1.68B
$467K 0.01%
9,469
+5,726
+153% +$291K
B
747
CALL
Barrick Mining
B
$70B
$467K 0.01%
+32,300
New +$476K
RDS.A
748
PUT
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$467K 0.01%
+7,000
New +$441K
MLM icon
749
CALL
Martin Marietta Materials
MLM
$35.3B
$464K 0.01%
+2,100
New +$440K
SHAK icon
750
PUT
Shake Shack
SHAK
$2.29B
$462K 0.01%
+10,700
New +$415K
28 29
30
31 32

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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.