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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
CPB icon
1126
CALL
Campbell Soup
CPB
$6.85B
$250K 0.01%
+5,200
New +$247K
DJP icon
1127
iPath Bloomberg Commodity Index Total Return ETN due 12 June 2036
DJP
$801M
$250K 0.01%
10,234
-9,875
-49% -$234K
HQH
1128
abrdn Healthcare Investors
HQH
$1.25B
$250K 0.01%
+11,071
New +$259K
NEE icon
1129
PUT
NextEra Energy
NEE
$185B
$250K 0.01%
+6,400
New +$247K
ARCC icon
1130
Ares Capital
ARCC
$13.4B
$249K 0.01%
+15,821
New +$257K
CWEN icon
1131
Clearway Energy Class C
CWEN
$4.79B
$249K 0.01%
13,175
+1,948
+17% +$37K
GT icon
1132
PUT
Goodyear
GT
$2.09B
$249K 0.01%
+7,700
New +$245K
HDGE icon
1133
AdvisorShares Ranger Equity Bear ETF
HDGE
$58.3M
$249K 0.01%
3,173
+558
+21% +$45.8K
HLT icon
1134
Hilton Worldwide
HLT
$72.4B
$249K 0.01%
3,123
-264
-8% -$19.6K
TBF icon
1135
ProShares Short 20+ Year Treasury ETF
TBF
$87.2M
$249K 0.01%
11,400
+2,354
+26% +$52.2K
HWM icon
1136
PUT
Howmet Aerospace
HWM
$109B
$248K 0.01%
+11,866
New +$231K
NOW icon
1137
CALL
ServiceNow
NOW
$120B
$248K 0.01%
+9,500
New +$236K
TSCO icon
1138
Tractor Supply
TSCO
$16.3B
$248K 0.01%
+16,590
New +$213K
BBWI icon
1139
CALL
Bath & Body Works
BBWI
$3.97B
$247K 0.01%
+5,072
New +$205K
DUST icon
1140
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$72.4M
$247K 0.01%
4
-5
-56% -$328K
HBI
1141
DELISTED
Hanesbrands
HBI
$247K 0.01%
+11,804
New +$252K
URTY icon
1142
ProShares UltraPro Russell2000
URTY
$314M
$247K 0.01%
+2,997
New +$236K
BBD icon
1143
Banco Bradesco
BBD
$37.4B
$246K 0.01%
+42,217
New +$253K
CGBD icon
1144
Carlyle Secured Lending
CGBD
$708M
$246K 0.01%
+12,275
New +$226K
ESGR
1145
DELISTED
Enstar Group
ESGR
$246K 0.01%
1,226
+186
+18% +$41.5K
NSC icon
1146
CALL
Norfolk Southern
NSC
$75.4B
$246K 0.01%
+1,700
New +$228K
RIO icon
1147
Rio Tinto
RIO
$152B
$246K 0.01%
4,645
-247
-5% -$12.1K
SHW icon
1148
CALL
Sherwin-Williams
SHW
$83.5B
$246K 0.01%
+1,800
New +$237K
JHD
1149
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
$246K 0.01%
+24,543
New +$247K
ITT icon
1150
ITT
ITT
$17.1B
$245K 0.01%
+4,585
New +$230K
44 45
46
47 48

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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.