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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
XLF icon
201
PUT
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$2.76M 0.07%
+98,900
New +$2.66M
AVGO icon
202
CALL
Broadcom
AVGO
$1.81T
$2.75M 0.07%
+107,000
New +$2.78M
STX icon
203
PUT
Seagate
STX
$169B
$2.75M 0.07%
+65,600
New +$2.51M
CELG
204
PUT
DELISTED
Celgene Corp
CELG
$2.75M 0.07%
+26,300
New +$2.97M
COST icon
205
PUT
Costco
COST
$429B
$2.74M 0.07%
+14,700
New +$2.54M
TMO icon
206
CALL
Thermo Fisher Scientific
TMO
$214B
$2.71M 0.07%
+14,300
New +$2.74M
VNQ icon
207
CALL
Vanguard Real Estate ETF
VNQ
$40B
$2.7M 0.07%
+32,500
New +$2.72M
IHE icon
208
iShares US Pharmaceuticals ETF
IHE
$1.5B
$2.69M 0.07%
52,323
-146,523
-74% -$7.53M
SLB icon
209
CALL
SLB Ltd
SLB
$74.2B
$2.69M 0.07%
+39,900
New +$2.59M
T icon
210
AT&T
T
$169B
$2.69M 0.07%
+91,540
New +$2.5M
XLU icon
211
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$2.65M 0.07%
+100,600
New +$2.76M
MA icon
212
PUT
Mastercard
MA
$497B
$2.65M 0.07%
+17,500
New +$2.6M
WDC icon
213
PUT
Western Digital
WDC
$160B
$2.65M 0.07%
+44,056
New +$2.84M
XLF icon
214
CALL
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$2.63M 0.07%
+94,400
New +$2.54M
SIZE icon
215
iShares MSCI USA Size Factor ETF
SIZE
$435M
$2.63M 0.07%
31,339
-14,338
-31% -$1.17M
TXN icon
216
CALL
Texas Instruments
TXN
$253B
$2.59M 0.07%
+24,800
New +$2.41M
WMT icon
217
Walmart Inc
WMT
$900B
$2.54M 0.07%
77,163
+65,802
+579% +$2.01M
KO icon
218
PUT
Coca-Cola
KO
$380B
$2.54M 0.07%
+55,300
New +$2.54M
VZ icon
219
PUT
Verizon
VZ
$201B
$2.52M 0.07%
+47,700
New +$2.35M
FDX icon
220
CALL
FedEx
FDX
$74B
$2.52M 0.07%
10,100
+6,900
+216% +$1.58M
SWKS icon
221
PUT
Skyworks Solutions
SWKS
$9.73B
$2.52M 0.07%
+26,500
New +$2.76M
DD icon
222
PUT
DuPont de Nemours
DD
$19B
$2.51M 0.07%
+13,939
New +$2.51M
MS icon
223
PUT
Morgan Stanley
MS
$333B
$2.51M 0.07%
+47,900
New +$2.42M
BIDU icon
224
CALL
Baidu
BIDU
$35.7B
$2.51M 0.07%
+10,700
New +$2.62M
RTX icon
225
CALL
RTX Corp
RTX
$295B
$2.49M 0.07%
+30,986
New +$2.35M
7 8
9
10 11

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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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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.