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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
BF.B icon
951
Brown-Forman Class B
BF.B
$12B
$325K 0.01%
+7,392
New +$282K
CBRE icon
952
PUT
CBRE Group
CBRE
$40.5B
$325K 0.01%
+7,500
New +$311K
UAL icon
953
United Airlines
UAL
$35.1B
$325K 0.01%
+4,818
New +$300K
EXC icon
954
Exelon
EXC
$43.8B
$324K 0.01%
11,513
+179
+2% +$5.14K
SFM icon
955
Sprouts Farmers Market
SFM
$6.63B
$324K 0.01%
+13,324
New +$282K
BMY icon
956
Bristol-Myers Squibb
BMY
$129B
$323K 0.01%
5,263
-1,026
-16% -$64.2K
DOC icon
957
Healthpeak Properties
DOC
$14.3B
$323K 0.01%
+12,368
New +$328K
SIG icon
958
CALL
Signet Jewelers
SIG
$3.88B
$322K 0.01%
+5,700
New +$348K
ABMD
959
DELISTED
Abiomed Inc
ABMD
$322K 0.01%
+1,720
New +$321K
EMR icon
960
PUT
Emerson Electric
EMR
$82.2B
$321K 0.01%
+4,600
New +$298K
OKE icon
961
PUT
Oneok
OKE
$58.8B
$321K 0.01%
+6,000
New +$320K
EL icon
962
Estee Lauder
EL
$34B
$319K 0.01%
2,509
-869
-26% -$104K
ALLY icon
963
CALL
Ally Financial
ALLY
$12.4B
$318K 0.01%
+10,900
New +$289K
EBAY icon
964
eBay
EBAY
$49.8B
$318K 0.01%
+8,414
New +$312K
SNAP icon
965
PUT
Snap
SNAP
$9.86B
$318K 0.01%
+21,800
New +$318K
ALL icon
966
Allstate
ALL
$63.9B
$317K 0.01%
3,025
-263
-8% -$25.9K
GBX icon
967
The Greenbrier Companies
GBX
$1.33B
$317K 0.01%
+5,945
New +$298K
AKS
968
DELISTED
AK Steel Holding Corp
AKS
$317K 0.01%
55,996
+32,567
+139% +$170K
CAR icon
969
PUT
Avis
CAR
$4.03B
$316K 0.01%
+7,200
New +$286K
DVY icon
970
CALL
iShares Select Dividend ETF
DVY
$23.2B
$315K 0.01%
+3,200
New +$308K
DXJ icon
971
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.16B
$314K 0.01%
+5,300
New +$306K
FTSL icon
972
First Trust Senior Loan Fund ETF
FTSL
$2.44B
$313K 0.01%
+6,508
New +$314K
BWX icon
973
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$312K 0.01%
+10,975
New +$309K
VMRK
974
CALL
Vivmark Residential
VMRK
$49.2B
$312K 0.01%
+4,900
New +$327K
ORCL icon
975
PUT
Oracle
ORCL
$453B
$312K 0.01%
+6,600
New +$324K
37 38
39
40 41

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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.