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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
SRUN
1301
DELISTED
Silver Run Acquisition Corporation II Class A
SRUN
$206K 0.01%
+20,749
New +$207K
IGIB icon
1302
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$205K 0.01%
3,746
-770
-17% -$42.2K
JNJ icon
1303
Johnson & Johnson
JNJ
$640B
$205K 0.01%
+1,469
New +$205K
JRVR icon
1304
James River Group Holdings
JRVR
$219M
$205K 0.01%
+5,112
New +$207K
SHW icon
1305
PUT
Sherwin-Williams
SHW
$84.8B
$205K 0.01%
+1,500
New +$197K
AMD icon
1306
PUT
Advanced Micro Devices
AMD
$700B
$204K 0.01%
+19,800
New +$231K
CTAS icon
1307
Cintas
CTAS
$86.6B
$204K 0.01%
+5,224
New +$199K
EL icon
1308
PUT
Estee Lauder
EL
$30.4B
$204K 0.01%
+1,600
New +$192K
K
1309
PUT
DELISTED
Kellanova
K
$204K 0.01%
+3,195
New +$192K
SKX
1310
PUT
DELISTED
Skechers
SKX
$204K 0.01%
+5,400
New +$175K
VV icon
1311
Vanguard Large-Cap ETF
VV
$51.2B
$204K 0.01%
1,667
-36,683
-96% -$4.38M
WATT icon
1312
Energous
WATT
$71.8M
$204K 0.01%
+18
New +$113K
PCI
1313
DELISTED
PIMCO Dynamic Credit and Mortgage Income Fund
PCI
$204K 0.01%
+9,092
New +$205K
ASC icon
1314
Ardmore Shipping
ASC
$683M
$203K 0.01%
+25,400
New +$212K
CNI icon
1315
Canadian National Railway
CNI
$78.5B
$203K 0.01%
2,464
-2,005
-45% -$161K
FMC icon
1316
FMC
FMC
$1.25B
$203K 0.01%
+2,467
New +$198K
MRSH
1317
CALL
Marsh
MRSH
$94.3B
$203K 0.01%
+2,500
New +$208K
TSS
1318
DELISTED
Total System Services, Inc.
TSS
$203K 0.01%
+2,561
New +$186K
BOE icon
1319
BlackRock Enhanced Global Dividend Trust
BOE
$659M
$202K 0.01%
+16,187
New +$216K
EWZ icon
1320
PUT
iShares MSCI Brazil ETF
EWZ
$8.98B
$202K 0.01%
+5,000
New +$202K
FXL icon
1321
First Trust Technology AlphaDEX Fund
FXL
$2.4B
$202K 0.01%
+3,934
New +$201K
IDA icon
1322
Idacorp
IDA
$8B
$202K 0.01%
+2,213
New +$207K
MDT icon
1323
PUT
Medtronic
MDT
$112B
$202K 0.01%
+2,500
New +$200K
EXC icon
1324
PUT
Exelon
EXC
$48.1B
$201K 0.01%
+7,150
New +$205K
SGI
1325
CALL
Somnigroup International
SGI
$14.4B
$201K 0.01%
+12,800
New +$195K
51 52
53
54 55

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OAM
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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.