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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
ETFC
901
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$352K 0.01%
+7,100
New +$326K
CLF icon
902
PUT
Cleveland-Cliffs
CLF
$7.33B
$350K 0.01%
+48,600
New +$323K
IRBT
903
DELISTED
iRobot
IRBT
$350K 0.01%
+4,564
New +$329K
MLPI
904
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$350K 0.01%
+14,463
New +$344K
TRV icon
905
Travelers Companies
TRV
$78.6B
$349K 0.01%
2,576
-3,592
-58% -$474K
CVY icon
906
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$348K 0.01%
15,507
-12,669
-45% -$277K
STRP
907
DELISTED
Straight Path Communications Inc.
STRP
$348K 0.01%
+1,913
New +$347K
EPP icon
908
iShares MSCI Pacific ex Japan ETF
EPP
$2.26B
$346K 0.01%
+7,241
New +$342K
ALB icon
909
CALL
Albemarle
ALB
$13.4B
$345K 0.01%
+2,700
New +$366K
ING icon
910
ING
ING
$105B
$345K 0.01%
+18,697
New +$343K
R icon
911
PUT
Ryder
R
$9.18B
$345K 0.01%
+4,100
New +$335K
TNA icon
912
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.17B
$345K 0.01%
4,911
-3,023
-38% -$203K
VOD icon
913
PUT
Vodafone
VOD
$40.5B
$345K 0.01%
+10,800
New +$324K
DVN icon
914
Devon Energy
DVN
$53.1B
$344K 0.01%
8,315
-17,191
-67% -$651K
KEY icon
915
KeyCorp
KEY
$22.2B
$344K 0.01%
+17,042
New +$321K
SPXS icon
916
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$369M
$343K 0.01%
114
+10
+10% +$32.8K
ESPR
917
DELISTED
Esperion Therapeutics
ESPR
$342K 0.01%
+5,191
New +$279K
FEZ icon
918
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.37B
$342K 0.01%
+8,400
New +$346K
KBH icon
919
CALL
KB Home
KBH
$3B
$342K 0.01%
+10,700
New +$307K
MFIC icon
920
MidCap Financial Investment
MFIC
$761M
$342K 0.01%
20,144
+9,047
+82% +$162K
TMO icon
921
PUT
Thermo Fisher Scientific
TMO
$242B
$342K 0.01%
+1,800
New +$345K
WLK icon
922
CALL
Westlake Corp
WLK
$9.02B
$341K 0.01%
+3,200
New +$296K
REGN icon
923
Regeneron Pharmaceuticals
REGN
$80.4B
$340K 0.01%
905
-134
-13% -$54.3K
ALK icon
924
Alaska Air
ALK
$4.49B
$339K 0.01%
+4,608
New +$328K
XLV icon
925
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$43.7B
$339K 0.01%
+4,100
New +$338K
35 36
37
38 39

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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.