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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$2.53B
Cap. Flow %
67.74%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
481

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 Financials 1.16%
2 Communication Services 0.88%
3 Consumer Discretionary 0.79%
4 Technology 0.74%
5 Energy 0.66%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLY icon
76
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$7.95M 0.21%
+161,000
New +$7.58M
IWS icon
77
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$7.85M 0.21%
88,104
-51,241
-37% -$4.45M
PFE icon
78
CALL
Pfizer
PFE
$144B
$7.48M 0.2%
+217,756
New +$7.43M
CME icon
79
CME Group
CME
$93.5B
$7.33M 0.2%
50,157
+4,677
+10% +$666K
VNQ icon
80
Vanguard Real Estate ETF
VNQ
$40B
$7.3M 0.2%
+88,027
New +$7.38M
KRE icon
81
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
$7.17M 0.19%
121,775
+86,901
+249% +$4.99M
NFLX icon
82
CALL
Netflix
NFLX
$301B
$7.16M 0.19%
+373,000
New +$7.18M
DIA icon
83
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$7.15M 0.19%
+28,900
New +$6.85M
PG icon
84
PUT
Procter & Gamble
PG
$347B
$7.08M 0.19%
+77,100
New +$6.93M
PEP icon
85
CALL
PepsiCo
PEP
$195B
$7.08M 0.19%
+59,000
New +$6.74M
T icon
86
CALL
AT&T
T
$169B
$7.04M 0.19%
+239,644
New +$6.54M
IVW icon
87
iShares S&P 500 Growth ETF
IVW
$71.9B
$6.95M 0.19%
+181,956
New +$6.8M
KBE icon
88
State Street SPDR S&P Bank ETF
KBE
$1.66B
$6.88M 0.18%
+145,403
New +$6.69M
IYG icon
89
iShares US Financial Services ETF
IYG
$2.18B
$6.86M 0.18%
157,683
+101,619
+181% +$4.24M
APC
90
PUT
DELISTED
Anadarko Petroleum
APC
$6.76M 0.18%
+126,000
New +$6.2M
MCD icon
91
PUT
McDonald's
MCD
$194B
$6.73M 0.18%
+39,100
New +$6.57M
IYR icon
92
iShares US Real Estate ETF
IYR
$4.76B
$6.71M 0.18%
82,861
-81,939
-50% -$6.65M
IJH icon
93
CALL
iShares Core S&P Mid-Cap ETF
IJH
$123B
$6.62M 0.18%
174,500
+139,500
+399% +$5.16M
MDY icon
94
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$6.53M 0.17%
18,900
+18,000
+2,000% +$6.07M
IJT icon
95
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
$6.51M 0.17%
76,502
-15,134
-17% -$1.27M
AMZN icon
96
Amazon
AMZN
$2.48T
$6.3M 0.17%
107,680
+99,580
+1,229% +$5.48M
XLV icon
97
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$6.17M 0.17%
+74,600
New +$6.15M
JNJ icon
98
PUT
Johnson & Johnson
JNJ
$643B
$6.01M 0.16%
+43,000
New +$5.99M
INTC icon
99
CALL
Intel
INTC
$435B
$5.93M 0.16%
+128,500
New +$5.61M
BA icon
100
CALL
Boeing
BA
$175B
$5.9M 0.16%
20,000
+15,900
+388% +$4.3M
2 3
4
5 6

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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 deployed $2.53B of net new capital in Q4 2017, opening 1,292 new positions and adding to 220 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M.

By sector, the portfolio is most concentrated in Financials at 1.2% of assets, down from 2.3% a quarter earlier, followed by Communication Services and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M trimmed.

  • 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 481 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.