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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
DATA
851
DELISTED
Tableau Software, Inc.
DATA
$387K 0.01%
+5,588
New +$411K
VNO icon
852
CALL
Vornado Realty Trust
VNO
$6.53B
$383K 0.01%
+4,900
New +$375K
FTA icon
853
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.39B
$381K 0.01%
+6,973
New +$367K
GSK icon
854
GSK
GSK
$102B
$380K 0.01%
+8,566
New +$396K
IAU icon
855
iShares Gold Trust
IAU
$64.7B
$379K 0.01%
15,139
-58,452
-79% -$1.43M
UGAZ
856
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
$379K 0.01%
521
+176
+51% +$155K
GRA
857
PUT
DELISTED
W.R. Grace & Co.
GRA
$379K 0.01%
+5,400
New +$391K
FV icon
858
First Trust Dorsey Wright Focus 5 ETF
FV
$3.78B
$378K 0.01%
+13,697
New +$371K
FXF icon
859
PUT
Invesco CurrencyShares Swiss Franc Trust
FXF
$385M
$378K 0.01%
+3,900
New +$373K
SAP icon
860
SAP
SAP
$248B
$378K 0.01%
+3,365
New +$381K
URI icon
861
PUT
United Rentals
URI
$63.6B
$378K 0.01%
+2,200
New +$335K
BNY
862
PUT
Bank of New York Mellon
BNY
$104B
$377K 0.01%
+7,000
New +$373K
SBAC icon
863
CALL
SBA Communications
SBAC
$19.2B
$376K 0.01%
2,300
-700
-23% -$111K
RTN
864
PUT
DELISTED
Raytheon Company
RTN
$376K 0.01%
+2,000
New +$373K
B
865
Barrick Mining
B
$71.9B
$374K 0.01%
+25,845
New +$381K
PPH icon
866
VanEck Pharmaceutical ETF
PPH
$1.02B
$374K 0.01%
+6,294
New +$361K
OSK icon
867
CALL
Oshkosh
OSK
$9.04B
$373K 0.01%
4,100
– –
TTWO icon
868
PUT
Take-Two Interactive
TTWO
$39.2B
$373K 0.01%
+3,400
New +$371K
NS
869
DELISTED
NuStar Energy L.P.
NS
$373K 0.01%
+12,467
New +$404K
AVY icon
870
Avery Dennison
AVY
$13.1B
$372K 0.01%
+3,242
New +$350K
BYD icon
871
PUT
Boyd Gaming
BYD
$5.49B
$372K 0.01%
+10,600
New +$321K
SMH icon
872
PUT
VanEck Semiconductor ETF
SMH
$69.4B
$372K 0.01%
+7,600
New +$379K
LMBS icon
873
First Trust Exchange-Traded Fund IV First Trust Low Duration Opportunities ETF
LMBS
$6.44B
$371K 0.01%
+7,184
New +$373K
SDIV icon
874
Global X SuperDividend ETF
SDIV
$1.2B
$371K 0.01%
5,677
+2,002
+54% +$130K
SDOW icon
875
ProShares UltraPro Short Dow 30
SDOW
$177M
$371K 0.01%
297
+176
+145% +$254K
33 34
35
36 37

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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.