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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
NEA icon
1051
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.21B
$278K 0.01%
20,209
+3,230
+19% +$44.3K
CWI icon
1052
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.86B
$277K 0.01%
+10,653
New +$274K
TTD icon
1053
Trade Desk
TTD
$6.7B
$277K 0.01%
+60,650
New +$335K
DGX icon
1054
CALL
Quest Diagnostics
DGX
$27.3B
$276K 0.01%
+2,800
New +$265K
VMW
1055
CALL
DELISTED
VMware, Inc
VMW
$276K 0.01%
+2,200
New +$264K
TGP
1056
DELISTED
Teekay LNG Partners L.P.
TGP
$276K 0.01%
+13,688
New +$249K
ITM icon
1057
VanEck Intermediate Muni ETF
ITM
$2.03B
$275K 0.01%
+5,714
New +$275K
PTH icon
1058
Invesco Dorsey Wright Healthcare Momentum ETF
PTH
$290M
$275K 0.01%
+11,463
New +$264K
FNSR
1059
CALL
DELISTED
Finisar Corp
FNSR
$275K 0.01%
+13,500
New +$281K
ITB icon
1060
iShares US Home Construction ETF
ITB
$2.13B
$274K 0.01%
6,273
-15,053
-71% -$610K
RTH icon
1061
VanEck Retail ETF
RTH
$239M
$274K 0.01%
+3,000
New +$256K
DLR icon
1062
Digital Realty Trust
DLR
$68.4B
$273K 0.01%
+2,395
New +$282K
DXJ icon
1063
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.16B
$273K 0.01%
+4,600
New +$265K
HYLS icon
1064
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.62B
$273K 0.01%
+5,616
New +$274K
PPC icon
1065
CALL
Pilgrim's Pride
PPC
$7.04B
$273K 0.01%
+8,800
New +$287K
AEM icon
1066
CALL
Agnico Eagle Mines
AEM
$102B
$272K 0.01%
+5,900
New +$263K
BB icon
1067
BlackBerry
BB
$4.65B
$272K 0.01%
+24,370
New +$266K
FEX icon
1068
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.56B
$272K 0.01%
+4,642
New +$264K
FNV icon
1069
PUT
Franco-Nevada
FNV
$51.4B
$272K 0.01%
+3,400
New +$273K
NWG icon
1070
NatWest
NWG
$75.2B
$272K 0.01%
33,027
-6,379
-16% -$51K
SU icon
1071
CALL
Suncor Energy
SU
$81.3B
$272K 0.01%
+7,400
New +$257K
GAP
1072
CALL
The Gap Inc
GAP
$7.33B
$272K 0.01%
+8,000
New +$238K
GOVT icon
1073
iShares US Treasury Bond ETF
GOVT
$41.5B
$271K 0.01%
+10,809
New +$272K
RIG icon
1074
PUT
Transocean
RIG
$6.32B
$271K 0.01%
+25,400
New +$264K
RRC icon
1075
PUT
Range Resources
RRC
$9.14B
$271K 0.01%
+15,900
New +$286K
41 42
43
44 45

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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.