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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
(+241%)
Cap. Flow
+$2.53B
Cap. Flow
% of AUM
67.74%
Top 10 Holdings %
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
481
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares Russell 2000 ETF
IWM
|
+$73.3M |
| 2 |
iShares Russell 1000 ETF
IWB
|
+$59.2M |
| 3 |
iShares Russell 2000 Growth ETF
IWO
|
+$35.6M |
| 4 |
iShares Russell 2000 Value ETF
IWN
|
+$35.5M |
| 5 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$16.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$77.5M |
| 2 |
Vanguard Consumer Discretionary ETF
VCR
|
+$22.2M |
| 3 |
iShares MSCI USA Min Vol Factor ETF
USMV
|
+$17.5M |
| 4 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$15.9M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
PUT
Walmart Inc
WMT
$900B
| $5.89M | 0.16% |
+179,100
| New | +$5.48M |
|
102
PUT
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $5.85M | 0.16% |
+68,900
| New | +$5.77M |
|
103
CALL
Amazon
AMZN
$2.48T
| $5.85M | 0.16% |
+100,000
| New | +$5.5M |
|
104
CALL
EOG Resources
EOG
$74.4B
| $5.83M | 0.16% |
+54,000
| New | +$5.44M |
|
105
CALL
Caterpillar
CAT
$387B
| $5.78M | 0.16% |
+36,700
| New | +$5.09M |
|
106
Vanguard High Dividend Yield ETF
VYM
$81.9B
| $5.75M | 0.15% |
+67,205
| New | +$5.62M |
|
|
CXO
107
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
| $5.74M | 0.15% |
+38,200
| New | +$5.31M |
|
108
CALL
Alibaba
BABA
$276B
| $5.62M | 0.15% |
+32,600
| New | +$5.84M |
|
109
PUT
Bank of America
BAC
$439B
| $5.62M | 0.15% |
+190,200
| New | +$5.24M |
|
|
110
CALL
State Street SPDR S&P Biotech ETF
XBI
$10.1B
| $5.52M | 0.15% |
+65,000
| New | +$5.45M |
|
111
PUT
Halliburton
HAL
$26.1B
| $5.47M | 0.15% |
+111,900
| New | +$4.93M |
|
112
PUT
Broadcom
AVGO
$1.81T
| $5.45M | 0.15% |
+212,000
| New | +$5.51M |
|
113
PUT
Gilead Sciences
GILD
$167B
| $5.42M | 0.15% |
+75,700
| New | +$5.75M |
|
|
ANDV
114
CALL
DELISTED
Andeavor
ANDV
| $5.36M | 0.14% |
46,900
+43,900
| +1,463% | +$4.72M |
|
115
CALL
US Bancorp
USB
$100B
| $5.28M | 0.14% |
+98,600
| New | +$5.31M |
|
116
PUT
SLB Ltd
SLB
$74.2B
| $5.25M | 0.14% |
+77,900
| New | +$5.05M |
|
117
PUT
JD.com
JD
$42.9B
| $5.08M | 0.14% |
+122,600
| New | +$4.82M |
|
118
iShares S&P 500 Value ETF
IVE
$49.6B
| $5.04M | 0.14% |
+44,155
| New | +$4.89M |
|
119
PUT
PepsiCo
PEP
$195B
| $5.03M | 0.13% |
+41,900
| New | +$4.78M |
|
120
CALL
Cisco
CSCO
$456B
| $4.97M | 0.13% |
+129,900
| New | +$4.64M |
|
121
Invesco KBW Bank ETF
KBWB
$6.9B
| $4.93M | 0.13% |
89,522
+5,868
| +7% | +$310K |
|
122
Vanguard Energy ETF
VDE
$9.72B
| $4.91M | 0.13% |
49,620
+40,996
| +475% | +$3.85M |
|
123
PUT
Salesforce
CRM
$149B
| $4.9M | 0.13% |
+47,900
| New | +$4.88M |
|
|
APC
124
CALL
DELISTED
Anadarko Petroleum
APC
| $4.9M | 0.13% |
+91,300
| New | +$4.49M |
|
125
CALL
Wells Fargo
WFC
$263B
| $4.8M | 0.13% |
+79,100
| New | +$4.47M |
|
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TIM
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SLT
RB
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.