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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
AOD
1226
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$224K 0.01%
23,656
-2,325
-9% -$21.2K
GHY
1227
PGIM Global High Yield Fund
GHY
$476M
$224K 0.01%
+15,516
New +$227K
HYT icon
1228
BlackRock Corporate High Yield Fund
HYT
$1.35B
$224K 0.01%
+20,442
New +$227K
VNQ icon
1229
PUT
Vanguard Real Estate ETF
VNQ
$39.9B
$224K 0.01%
+2,700
New +$226K
FCNCA icon
1230
First Citizens BancShares
FCNCA
$24.7B
$223K 0.01%
+554
New +$222K
NOV icon
1231
CALL
NOV
NOV
$6.84B
$223K 0.01%
+6,200
New +$210K
APO icon
1232
Apollo Global Management
APO
$69B
$222K 0.01%
+6,633
New +$208K
A icon
1233
CALL
Agilent Technologies
A
$39.6B
$221K 0.01%
+3,300
New +$223K
LNG icon
1234
PUT
Cheniere Energy
LNG
$54.2B
$221K 0.01%
+4,100
New +$198K
MOS icon
1235
The Mosaic Company
MOS
$7.19B
$221K 0.01%
+8,615
New +$198K
CTRA
1236
CALL
DELISTED
Coterra Energy
CTRA
$220K 0.01%
+7,700
New +$211K
GHC icon
1237
Graham Holdings Company
GHC
$5.31B
$220K 0.01%
394
-69
-15% -$39.1K
LULU icon
1238
PUT
lululemon athletica
LULU
$13.5B
$220K 0.01%
+2,800
New +$187K
WSM icon
1239
Williams-Sonoma
WSM
$27.5B
$220K 0.01%
8,516
-6,766
-44% -$172K
TLP
1240
DELISTED
Transmontaigne
TLP
$220K 0.01%
+5,571
New +$228K
ISD
1241
PGIM High Yield Bond Fund
ISD
$414M
$219K 0.01%
+14,794
New +$221K
TRMB icon
1242
Trimble
TRMB
$13.6B
$219K 0.01%
+5,382
New +$221K
TSN icon
1243
PUT
Tyson Foods
TSN
$21.5B
$219K 0.01%
+2,700
New +$207K
TWO
1244
Two Harbors Investment
TWO
$1.27B
$219K 0.01%
+3,367
New +$236K
FEZ icon
1245
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.29B
$218K 0.01%
5,362
-12,200
-69% -$502K
GL icon
1246
Globe Life
GL
$14B
$218K 0.01%
2,405
-391
-14% -$33.6K
TSLA icon
1247
Tesla
TSLA
$1.18T
$218K 0.01%
+10,485
New +$228K
AMT icon
1248
American Tower
AMT
$83.5B
$216K 0.01%
+1,511
New +$216K
GIB icon
1249
CGI
GIB
$15.6B
$216K 0.01%
+3,976
New +$212K
AG icon
1250
First Majestic Silver
AG
$7.52B
$215K 0.01%
+31,864
New +$220K
48 49
50
51 52

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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.