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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
ABEV icon
876
Ambev
ABEV
$46.2B
$370K 0.01%
57,258
-411,313
-88% -$2.63M
NVS icon
877
PUT
Novartis
NVS
$268B
$369K 0.01%
+4,910
New +$370K
ROST icon
878
CALL
Ross Stores
ROST
$72.8B
$369K 0.01%
+4,600
New +$322K
UPS icon
879
PUT
United Parcel Service
UPS
$85.2B
$369K 0.01%
+3,100
New +$364K
AGG icon
880
iShares Core US Aggregate Bond ETF
AGG
$137B
$368K 0.01%
3,370
-22,458
-87% -$2.46M
HP icon
881
CALL
Helmerich & Payne
HP
$4.18B
$368K 0.01%
+5,700
New +$320K
THO icon
882
Thor Industries
THO
$3.62B
$367K 0.01%
+2,435
New +$339K
HIG icon
883
PUT
Hartford Financial Services
HIG
$36.1B
$366K 0.01%
+6,500
New +$363K
HMY icon
884
Harmony Gold Mining
HMY
$12.5B
$365K 0.01%
194,958
+93,214
+92% +$167K
AAL icon
885
CALL
American Airlines Group
AAL
$8.58B
$364K 0.01%
+7,000
New +$349K
DGAZ
886
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$364K 0.01%
661
+46
+7% +$27K
IWY icon
887
iShares Russell Top 200 Growth ETF
IWY
$15.8B
$363K 0.01%
+4,968
New +$354K
IYY icon
888
iShares Dow Jones US ETF
IYY
$3.01B
$363K 0.01%
+5,432
New +$354K
ORLY icon
889
O'Reilly Automotive
ORLY
$68.7B
$363K 0.01%
+22,665
New +$337K
ETFC
890
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$362K 0.01%
+7,300
New +$335K
OLED icon
891
Universal Display
OLED
$3.52B
$360K 0.01%
+2,087
New +$333K
SBAC icon
892
PUT
SBA Communications
SBAC
$19.2B
$359K 0.01%
+2,200
New +$349K
D icon
893
Dominion Energy
D
$56.2B
$357K 0.01%
+4,404
New +$357K
TD icon
894
CALL
Toronto Dominion Bank
TD
$199B
$357K 0.01%
+6,100
New +$348K
CNI icon
895
CALL
Canadian National Railway
CNI
$71.9B
$355K 0.01%
+4,300
New +$346K
CHK
896
DELISTED
Chesapeake Energy Corporation
CHK
$355K 0.01%
+449
New +$350K
BGC
897
CALL
DELISTED
General Cable Corporation
BGC
$355K 0.01%
+12,000
New +$284K
ALK icon
898
PUT
Alaska Air
ALK
$4.49B
$353K 0.01%
+4,800
New +$341K
TIF
899
PUT
DELISTED
Tiffany & Co.
TIF
$353K 0.01%
+3,400
New +$324K
NEU icon
900
NewMarket
NEU
$8.2B
$352K 0.01%
887
-361
-29% -$146K
34 35
36
37 38

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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.