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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
IJS icon
926
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.01B
$338K 0.01%
+4,400
New +$331K
EMB icon
927
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.3B
$337K 0.01%
2,900
+385
+15% +$44.5K
CNQ icon
928
PUT
Canadian Natural Resources
CNQ
$104B
$336K 0.01%
+19,195
New +$322K
EXPE icon
929
Expedia Group
EXPE
$34B
$336K 0.01%
2,804
+1,363
+95% +$177K
KMI icon
930
PUT
Kinder Morgan
KMI
$69.6B
$336K 0.01%
+18,600
New +$334K
WRK
931
CALL
DELISTED
WestRock Company
WRK
$335K 0.01%
5,300
+1,300
+33% +$78.9K
FCX icon
932
Freeport-McMoran
FCX
$102B
$334K 0.01%
17,640
-6,328
-26% -$95.5K
XLNX
933
DELISTED
Xilinx Inc
XLNX
$334K 0.01%
+4,959
New +$352K
GWW icon
934
W.W. Grainger
GWW
$59.2B
$332K 0.01%
+1,405
New +$291K
HYD icon
935
VanEck High Yield Muni ETF
HYD
$4.09B
$332K 0.01%
+5,327
New +$333K
MET icon
936
MetLife
MET
$62B
$332K 0.01%
+6,570
New +$346K
HPE icon
937
Hewlett Packard
HPE
$81.4B
$331K 0.01%
23,062
-323
-1% -$4.59K
MHK icon
938
PUT
Mohawk Industries
MHK
$8.67B
$331K 0.01%
+1,200
New +$322K
SCHH icon
939
Schwab US REIT ETF
SCHH
$11B
$331K 0.01%
+15,908
New +$331K
IJR icon
940
CALL
iShares Core S&P Small-Cap ETF
IJR
$106B
$330K 0.01%
+4,300
New +$324K
ROM icon
941
ProShares Ultra Technology
ROM
$1.28B
$330K 0.01%
+30,040
New +$321K
AGN
942
DELISTED
Allergan plc
AGN
$329K 0.01%
2,014
-2,086
-51% -$374K
AGN.PRA
943
DELISTED
Allergan plc
AGN.PRA
$329K 0.01%
+562
New +$363K
APA icon
944
APA Corp
APA
$15.8B
$328K 0.01%
+7,768
New +$327K
FFIV icon
945
PUT
F5
FFIV
$24.6B
$328K 0.01%
+2,500
New +$311K
RY icon
946
CALL
Royal Bank of Canada
RY
$282B
$327K 0.01%
+4,000
New +$317K
NUE icon
947
Nucor
NUE
$60.5B
$326K 0.01%
+5,129
New +$300K
TDY icon
948
Teledyne Technologies
TDY
$27.9B
$326K 0.01%
+1,801
New +$316K
CTXS
949
CALL
DELISTED
Citrix Systems Inc
CTXS
$326K 0.01%
+3,700
New +$313K
AXP icon
950
American Express
AXP
$212B
$325K 0.01%
3,270
-555
-15% -$52.9K
36 37
38
39 40

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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.