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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$3.52M
Cap. Flow %
0.09%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
480

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 Miscellaneous 93.35%
2 Financials 1.2%
3 Communication Services 0.89%
4 Consumer Discretionary 0.83%
5 Technology 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CMG icon
276
CALL
Chipotle Mexican Grill
CMG
$44.1B
$1.91M 0.05%
+330,000
New +$1.97M
OXY icon
277
CALL
Occidental Petroleum
OXY
$63.5B
$1.9M 0.05%
+25,800
New +$1.75M
AXP icon
278
CALL
American Express
AXP
$219B
$1.9M 0.05%
+19,100
New +$1.82M
ADBE icon
279
PUT
Adobe
ADBE
$102B
$1.89M 0.05%
+10,800
New +$1.86M
XLU icon
280
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$21.5B
$1.89M 0.05%
+71,800
New +$1.97M
PCY icon
281
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.28B
$1.89M 0.05%
+63,951
New +$1.89M
SPG icon
282
PUT
Simon Property Group
SPG
$66B
$1.87M 0.05%
+10,900
New +$1.77M
NTAP icon
283
CALL
NetApp
NTAP
$37.3B
$1.87M 0.05%
+33,800
New +$1.7M
VLO icon
284
PUT
Valero Energy
VLO
$114B
$1.86M 0.05%
+20,200
New +$1.67M
BA icon
285
Boeing
BA
$166B
$1.85M 0.05%
6,269
+2,627
+72% +$711K
JNK icon
286
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.78B
$1.84M 0.05%
16,703
-83,135
-83% -$9.21M
PRU icon
287
CALL
Prudential Financial
PRU
$41.2B
$1.84M 0.05%
+16,000
New +$1.8M
UNP icon
288
Union Pacific
UNP
$169B
$1.83M 0.05%
13,648
+7,350
+117% +$886K
STZ icon
289
PUT
Constellation Brands
STZ
$21.1B
$1.83M 0.05%
+8,000
New +$1.73M
EA
290
PUT
DELISTED
Electronic Arts
EA
$1.83M 0.05%
+17,400
New +$1.93M
NFLX icon
291
Netflix
NFLX
$324B
$1.82M 0.05%
94,910
+42,550
+81% +$819K
LVS icon
292
CALL
Las Vegas Sands
LVS
$26.7B
$1.82M 0.05%
+26,200
New +$1.75M
BUD icon
293
CALL
AB InBev
BUD
$156B
$1.82M 0.05%
+16,300
New +$1.92M
COR icon
294
CALL
Cencora
COR
$61.7B
$1.81M 0.05%
+19,700
New +$1.63M
DD icon
295
CALL
DuPont de Nemours
DD
$17.3B
$1.81M 0.05%
+10,030
New +$1.81M
PM icon
296
CALL
Philip Morris
PM
$303B
$1.76M 0.05%
+16,700
New +$1.78M
NEM icon
297
CALL
Newmont
NEM
$131B
$1.74M 0.05%
+46,400
New +$1.71M
BIDU icon
298
Baidu
BIDU
$30.9B
$1.74M 0.05%
7,430
+5,669
+322% +$1.39M
RTN
299
CALL
DELISTED
Raytheon Company
RTN
$1.73M 0.05%
+9,200
New +$1.72M
EZU icon
300
iShare MSCI Eurozone ETF
EZU
$9.61B
$1.72M 0.05%
+39,708
New +$1.73M
10 11
12
13 14

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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's Q4 2017 filing shows 1,292 new, 220 increased, 173 reduced and 480 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 86% a quarter earlier, followed by Financials and Communication Services.

  • 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 480 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.