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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
VZ icon
151
CALL
Verizon
VZ
$201B
$3.9M 0.1%
+73,600
New +$3.62M
CRM icon
152
CALL
Salesforce
CRM
$149B
$3.88M 0.1%
+38,000
New +$3.87M
MDLZ icon
153
PUT
Mondelez International
MDLZ
$80.2B
$3.88M 0.1%
+90,700
New +$3.81M
NFLX icon
154
PUT
Netflix
NFLX
$301B
$3.88M 0.1%
+202,000
New +$3.89M
IYF icon
155
iShares US Financials ETF
IYF
$4.74B
$3.85M 0.1%
64,432
-140,068
-68% -$8.13M
DAL icon
156
PUT
Delta Air Lines
DAL
$58.8B
$3.78M 0.1%
+67,500
New +$3.53M
MPC icon
157
PUT
Marathon Petroleum
MPC
$89.3B
$3.73M 0.1%
+56,500
New +$3.46M
IBB icon
158
PUT
iShares Biotechnology ETF
IBB
$9.55B
$3.65M 0.1%
34,200
+30,300
+777% +$3.24M
VOE icon
159
Vanguard Mid-Cap Value ETF
VOE
$24.1B
$3.64M 0.1%
32,607
+969
+3% +$105K
CAT icon
160
PUT
Caterpillar
CAT
$387B
$3.61M 0.1%
+22,900
New +$3.18M
COST icon
161
CALL
Costco
COST
$429B
$3.59M 0.1%
+19,300
New +$3.33M
MET icon
162
CALL
MetLife
MET
$62.7B
$3.57M 0.1%
+70,600
New +$3.72M
MPC icon
163
CALL
Marathon Petroleum
MPC
$89.3B
$3.54M 0.09%
+53,600
New +$3.28M
UNH icon
164
CALL
UnitedHealth
UNH
$389B
$3.48M 0.09%
+15,800
New +$3.35M
IJS icon
165
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$3.45M 0.09%
44,906
-37,528
-46% -$2.83M
NTES icon
166
PUT
NetEase
NTES
$81.5B
$3.42M 0.09%
+49,500
New +$3.09M
IBB icon
167
iShares Biotechnology ETF
IBB
$9.55B
$3.38M 0.09%
31,677
+6,834
+28% +$730K
WBA
168
CALL
DELISTED
Walgreens Boots Alliance
WBA
$3.34M 0.09%
46,000
+43,000
+1,433% +$3.03M
MO icon
169
CALL
Altria Group
MO
$125B
$3.33M 0.09%
+46,600
New +$3.12M
META icon
170
Meta Platforms (Facebook)
META
$1.51T
$3.28M 0.09%
18,609
+16,671
+860% +$2.95M
NVDA icon
171
NVIDIA
NVDA
$4.77T
$3.28M 0.09%
678,680
+609,880
+886% +$3.03M
BAC icon
172
Bank of America
BAC
$439B
$3.28M 0.09%
111,038
+56,894
+105% +$1.57M
GILD icon
173
Gilead Sciences
GILD
$167B
$3.27M 0.09%
+45,643
New +$3.47M
HES
174
CALL
DELISTED
Hess
HES
$3.26M 0.09%
+68,700
New +$3.1M
XLI icon
175
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$3.21M 0.09%
+42,351
New +$3.08M
5 6
7
8 9

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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.