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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
QRVO icon
1001
CALL
Qorvo
QRVO
$10.4B
$300K 0.01%
+4,500
New +$328K
ZBH icon
1002
Zimmer Biomet
ZBH
$18.1B
$300K 0.01%
+2,564
New +$290K
EVV
1003
Eaton Vance Limited Duration Income Fund
EVV
$1.01B
$299K 0.01%
+21,909
New +$301K
FICO icon
1004
Fair Isaac
FICO
$20.9B
$299K 0.01%
+1,951
New +$295K
NGL icon
1005
NGL Energy Partners
NGL
$2.09B
$298K 0.01%
+21,243
New +$263K
APTV icon
1006
PUT
Aptiv
APTV
$9.14B
$297K 0.01%
+3,500
New +$333K
IWB icon
1007
CALL
iShares Russell 1000 ETF
IWB
$48.7B
$297K 0.01%
+2,000
New +$290K
NWL icon
1008
CALL
Newell Brands
NWL
$2.41B
$297K 0.01%
+9,600
New +$331K
CWB icon
1009
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.56B
$296K 0.01%
+5,852
New +$301K
IAG icon
1010
IAMGOLD
IAG
$11.5B
$296K 0.01%
50,760
+14,895
+42% +$85K
IVV icon
1011
iShares Core S&P 500 ETF
IVV
$842B
$296K 0.01%
1,101
-12,448
-92% -$3.26M
OIL
1012
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$296K 0.01%
45,187
+10,899
+32% +$64K
GPC icon
1013
CALL
Genuine Parts
GPC
$18.1B
$295K 0.01%
+3,100
New +$283K
ALK icon
1014
CALL
Alaska Air
ALK
$4.49B
$294K 0.01%
+4,000
New +$284K
FRI icon
1015
First Trust S&P REIT Index Fund
FRI
$193M
$294K 0.01%
+12,631
New +$296K
BSJI
1016
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$294K 0.01%
+11,719
New +$295K
PANW icon
1017
Palo Alto Networks
PANW
$307B
$293K 0.01%
12,138
-42,234
-78% -$1.03M
NEWR
1018
DELISTED
New Relic, Inc.
NEWR
$293K 0.01%
+5,077
New +$276K
RSPT icon
1019
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.9B
$292K 0.01%
+20,430
New +$290K
WGL
1020
DELISTED
Wgl Holdings
WGL
$292K 0.01%
+3,405
New +$291K
URBN icon
1021
CALL
Urban Outfitters
URBN
$6.56B
$291K 0.01%
+8,300
New +$233K
HCA icon
1022
PUT
HCA Healthcare
HCA
$93.6B
$290K 0.01%
+3,300
New +$265K
MAN icon
1023
PUT
ManpowerGroup
MAN
$2.67B
$290K 0.01%
+2,300
New +$287K
ADM icon
1024
Archer Daniels Midland
ADM
$42.3B
$289K 0.01%
+7,209
New +$297K
BMRN icon
1025
BioMarin Pharmaceuticals
BMRN
$12.7B
$289K 0.01%
+3,244
New +$282K
39 40
41
42 43

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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.