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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
SNY icon
976
Sanofi
SNY
$103B
$312K 0.01%
+7,265
New +$335K
TT icon
977
CALL
Trane Technologies
TT
$92.6B
$312K 0.01%
+3,500
New +$308K
WM icon
978
CALL
Waste Management
WM
$84.9B
$311K 0.01%
+3,600
New +$293K
WB icon
979
PUT
Weibo
WB
$1.61B
$310K 0.01%
+3,000
New +$310K
ZION icon
980
PUT
Zions Bancorporation
ZION
$9.66B
$310K 0.01%
+6,100
New +$292K
DPZ icon
981
Domino's
DPZ
$9.95B
$309K 0.01%
+1,633
New +$303K
XPH icon
982
State Street SPDR S&P Pharmaceuticals ETF
XPH
$589M
$309K 0.01%
7,096
-124,624
-95% -$5.3M
EPD icon
983
CALL
Enterprise Products Partners
EPD
$83.1B
$308K 0.01%
+11,600
New +$294K
LNG icon
984
Cheniere Energy
LNG
$55.7B
$308K 0.01%
+5,721
New +$276K
RWO icon
985
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.22B
$308K 0.01%
+6,293
New +$304K
AGCO icon
986
CALL
AGCO
AGCO
$8.56B
$307K 0.01%
+4,300
New +$307K
FFIV icon
987
F5
FFIV
$24.7B
$307K 0.01%
+2,341
New +$291K
IJS icon
988
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$8.01B
$307K 0.01%
+4,000
New +$301K
RIO icon
989
PUT
Rio Tinto
RIO
$160B
$307K 0.01%
+5,800
New +$283K
XYZ
990
Block Inc
XYZ
$46.2B
$307K 0.01%
+8,859
New +$324K
AMBA icon
991
CALL
Ambarella
AMBA
$3.02B
$306K 0.01%
+5,200
New +$289K
BYD icon
992
CALL
Boyd Gaming
BYD
$5.48B
$305K 0.01%
+8,700
New +$263K
HIW icon
993
CALL
Highwoods Properties
HIW
$3.41B
$305K 0.01%
+6,000
New +$309K
CMCSA icon
994
CALL
Comcast
CMCSA
$82.3B
$304K 0.01%
+7,600
New +$286K
FLO icon
995
Flowers Foods
FLO
$1.31B
$304K 0.01%
+15,763
New +$303K
OZK icon
996
Bank OZK
OZK
$5.27B
$303K 0.01%
+6,248
New +$290K
AA icon
997
PUT
Alcoa
AA
$12.4B
$302K 0.01%
+5,600
New +$256K
CIEN icon
998
PUT
Ciena
CIEN
$50B
$301K 0.01%
+14,400
New +$305K
DOG
999
ProShares Short Dow30
DOG
$122M
$301K 0.01%
5,030
+286
+6% +$17.9K
PKG icon
1000
CALL
Packaging Corp of America
PKG
$21B
$301K 0.01%
+2,500
New +$290K
38 39
40
41 42

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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.