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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
LUV icon
1026
Southwest Airlines
LUV
$19.7B
$289K 0.01%
+4,409
New +$259K
X
1027
PUT
DELISTED
US Steel
X
$289K 0.01%
+8,200
New +$238K
DRI icon
1028
PUT
Darden Restaurants
DRI
$23.5B
$288K 0.01%
+3,000
New +$253K
KHC icon
1029
CALL
The Kraft Heinz Company
KHC
$29.3B
$288K 0.01%
+3,700
New +$291K
NOC icon
1030
Northrop Grumman
NOC
$74.4B
$288K 0.01%
+940
New +$282K
DTE icon
1031
DTE Energy
DTE
$27.1B
$287K 0.01%
+3,077
New +$292K
AGNC icon
1032
AGNC Investment
AGNC
$11.7B
$286K 0.01%
+14,174
New +$291K
AMD icon
1033
Advanced Micro Devices
AMD
$890B
$285K 0.01%
+27,708
New +$324K
AMT icon
1034
CALL
American Tower
AMT
$81.8B
$285K 0.01%
+2,000
New +$286K
DLTR icon
1035
Dollar Tree
DLTR
$21.5B
$285K 0.01%
+2,660
New +$260K
NOV icon
1036
PUT
NOV
NOV
$7.32B
$285K 0.01%
+7,900
New +$267K
DDS icon
1037
Dillards
DDS
$9.91B
$284K 0.01%
+4,733
New +$262K
EPD icon
1038
Enterprise Products Partners
EPD
$83B
$284K 0.01%
+10,710
New +$271K
HLF icon
1039
CALL
Herbalife
HLF
$1.23B
$284K 0.01%
+8,400
New +$294K
FIW icon
1040
PUT
First Trust Water ETF
FIW
$1.75B
$282K 0.01%
+5,800
New +$274K
FXI icon
1041
PUT
iShares China Large-Cap ETF
FXI
$4.08B
$282K 0.01%
+6,100
New +$282K
A icon
1042
PUT
Agilent Technologies
A
$44.1B
$281K 0.01%
+4,200
New +$283K
CMG icon
1043
Chipotle Mexican Grill
CMG
$42.4B
$281K 0.01%
+48,600
New +$290K
COLM icon
1044
Columbia Sportswear
COLM
$2.92B
$281K 0.01%
+3,906
New +$256K
TD icon
1045
Toronto Dominion Bank
TD
$200B
$281K 0.01%
+4,801
New +$274K
CPAY icon
1046
Corpay
CPAY
$26.5B
$281K 0.01%
+1,459
New +$257K
COF icon
1047
CALL
Capital One
COF
$124B
$279K 0.01%
+2,800
New +$256K
SID icon
1048
Companhia Siderúrgica Nacional
SID
$1.56B
$279K 0.01%
113,904
+96,245
+545% +$248K
SYK icon
1049
CALL
Stryker
SYK
$107B
$279K 0.01%
+1,800
New +$275K
ADP icon
1050
Automatic Data Processing
ADP
$108B
$278K 0.01%
+2,371
New +$271K
40 41
42
43 44

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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.