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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
KLAC icon
826
KLA
KLAC
$219B
$400K 0.01%
+38,060
New +$401K
CLF icon
827
CALL
Cleveland-Cliffs
CLF
$6.93B
$399K 0.01%
+55,400
New +$368K
CRUS icon
828
CALL
Cirrus Logic
CRUS
$5.91B
$399K 0.01%
+7,700
New +$416K
MDLZ icon
829
Mondelez International
MDLZ
$79.6B
$399K 0.01%
9,316
-7,522
-45% -$316K
TWM icon
830
ProShares UltraShort Russell2000
TWM
$52.4M
$399K 0.01%
1,144
+316
+38% +$115K
VFC icon
831
VF Corp
VFC
$5B
$399K 0.01%
+5,729
New +$378K
XYZ
832
PUT
Block Inc
XYZ
$46B
$399K 0.01%
+11,500
New +$421K
BAP icon
833
Credicorp
BAP
$30.3B
$396K 0.01%
+1,907
New +$395K
BLK icon
834
Blackrock
BLK
$161B
$396K 0.01%
+771
New +$375K
ULTA icon
835
Ulta Beauty
ULTA
$22.7B
$396K 0.01%
1,771
+474
+37% +$100K
TDTT icon
836
Northern Trust iBoxx 3-Year Target Duration TIPS ETF
TDTT
$2.51B
$395K 0.01%
+16,235
New +$398K
URI icon
837
CALL
United Rentals
URI
$62.6B
$395K 0.01%
+2,300
New +$350K
CME icon
838
PUT
CME Group
CME
$98B
$394K 0.01%
+2,700
New +$385K
PSQ icon
839
ProShares Short QQQ
PSQ
$777M
$394K 0.01%
2,215
+583
+36% +$106K
ROST icon
840
PUT
Ross Stores
ROST
$71.8B
$393K 0.01%
+4,900
New +$343K
WSM icon
841
PUT
Williams-Sonoma
WSM
$25.7B
$393K 0.01%
+15,200
New +$387K
XLB icon
842
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.33B
$393K 0.01%
+13,000
New +$383K
MHK icon
843
Mohawk Industries
MHK
$8.65B
$392K 0.01%
+1,420
New +$381K
NVO
844
CALL
Novo Nordisk
NVO
$184B
$392K 0.01%
+14,600
New +$371K
VXX
845
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$391K 0.01%
+13,998
New +$462K
AFL icon
846
Aflac
AFL
$58.6B
$390K 0.01%
+8,882
New +$379K
VMW
847
DELISTED
VMware, Inc
VMW
$390K 0.01%
3,113
-5,358
-63% -$643K
FTV icon
848
Fortive
FTV
$16.7B
$387K 0.01%
+8,476
New +$388K
HPQ icon
849
PUT
HP
HPQ
$29.5B
$387K 0.01%
+18,400
New +$391K
IGSB icon
850
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
$387K 0.01%
7,402
+2,098
+40% +$110K
32 33
34
35 36

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CIA
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OWA
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FFS
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MFA
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PGCM
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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.