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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
AEM icon
1101
PUT
Agnico Eagle Mines
AEM
$72.2B
$259K 0.01%
+5,600
New +$250K
CINF icon
1102
Cincinnati Financial
CINF
$27.8B
$259K 0.01%
3,455
-2,132
-38% -$159K
SYF icon
1103
CALL
Synchrony
SYF
$24.4B
$259K 0.01%
+6,700
New +$229K
NUAN
1104
DELISTED
Nuance Communications, Inc.
NUAN
$259K 0.01%
+18,319
New +$246K
CMD
1105
DELISTED
Cantel Medical Corporation
CMD
$259K 0.01%
+2,516
New +$251K
FL
1106
CALL
DELISTED
Foot Locker
FL
$258K 0.01%
+5,500
New +$205K
TRIP icon
1107
PUT
TripAdvisor
TRIP
$1.7B
$258K 0.01%
+7,500
New +$271K
TRP icon
1108
CALL
TC Energy
TRP
$70.1B
$258K 0.01%
+5,300
New +$259K
NUGT icon
1109
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$840M
$257K 0.01%
+1,619
New +$244K
W icon
1110
CALL
Wayfair
W
$11.8B
$257K 0.01%
+3,200
New +$225K
W icon
1111
PUT
Wayfair
W
$11.8B
$257K 0.01%
+3,200
New +$225K
TFCFA
1112
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$257K 0.01%
+7,457
New +$223K
EWG icon
1113
iShares MSCI Germany ETF
EWG
$1.56B
$256K 0.01%
7,743
-55,626
-88% -$1.83M
APU
1114
DELISTED
AmeriGas Partners, L.P.
APU
$256K 0.01%
+5,527
New +$249K
MT icon
1115
CALL
ArcelorMittal
MT
$49.5B
$255K 0.01%
+7,900
New +$234K
TNL icon
1116
PUT
Travel + Leisure Co
TNL
$4.76B
$255K 0.01%
+4,873
New +$242K
TSRO
1117
DELISTED
TESARO, Inc.
TSRO
$255K 0.01%
+3,074
New +$301K
IONS icon
1118
Ionis Pharmaceuticals
IONS
$8.93B
$254K 0.01%
+5,045
New +$277K
SCIU
1119
DELISTED
Global X Scientific Beta US ETF
SCIU
$254K 0.01%
+8,227
New +$251K
CF icon
1120
CF Industries
CF
$19.6B
$253K 0.01%
+5,947
New +$224K
GDXJ icon
1121
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$253K 0.01%
+7,419
New +$242K
JBHT icon
1122
CALL
JB Hunt Transport Services
JBHT
$25.9B
$253K 0.01%
2,200
+200
+10% +$21.5K
MORN icon
1123
Morningstar
MORN
$7.55B
$253K 0.01%
+2,611
New +$235K
GRPN icon
1124
Groupon
GRPN
$1.03B
$252K 0.01%
+2,472
New +$260K
KKR icon
1125
KKR & Co
KKR
$89.1B
$251K 0.01%
+11,905
New +$239K
43 44
45
46 47

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AWP
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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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.