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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
APA icon
451
PUT
APA Corp
APA
$16.6B
$908K 0.02%
+21,500
New +$905K
MGM icon
452
CALL
MGM Resorts International
MGM
$9.87B
$905K 0.02%
+27,100
New +$873K
CHRW icon
453
CALL
C.H. Robinson
CHRW
$18.4B
$900K 0.02%
+10,100
New +$824K
FCX icon
454
CALL
Freeport-McMoran
FCX
$99.6B
$899K 0.02%
+47,400
New +$715K
ATVI
455
PUT
DELISTED
Activision Blizzard
ATVI
$899K 0.02%
+14,200
New +$898K
DFS
456
CALL
DELISTED
Discover Financial Services
DFS
$892K 0.02%
+11,600
New +$798K
BP icon
457
PUT
BP
BP
$121B
$883K 0.02%
+22,941
New +$831K
AA icon
458
Alcoa
AA
$12.3B
$882K 0.02%
+16,371
New +$749K
CHKP icon
459
PUT
Check Point Software Technologies
CHKP
$14.1B
$881K 0.02%
+8,500
New +$923K
HPQ icon
460
HP
HPQ
$30.5B
$879K 0.02%
41,846
+10,979
+36% +$234K
UUP icon
461
Invesco DB US Dollar Index Bullish Fund
UUP
$322M
$879K 0.02%
36,591
+21,284
+139% +$519K
CVS icon
462
PUT
CVS Health
CVS
$121B
$877K 0.02%
+12,100
New +$880K
HES
463
DELISTED
Hess
HES
$877K 0.02%
+18,469
New +$833K
TMUS icon
464
CALL
T-Mobile US
TMUS
$194B
$876K 0.02%
+13,800
New +$842K
BP icon
465
BP
BP
$121B
$873K 0.02%
22,679
+10,249
+82% +$371K
AMD icon
466
CALL
Advanced Micro Devices
AMD
$823B
$872K 0.02%
+84,800
New +$991K
TEVA icon
467
CALL
Teva Pharmaceutical Industries Limited
TEVA
$45.8B
$870K 0.02%
+45,900
New +$690K
DHI icon
468
CALL
D.R. Horton
DHI
$39.2B
$863K 0.02%
+16,900
New +$787K
DXJ icon
469
WisdomTree Japan Hedged Equity Fund
DXJ
$7.03B
$863K 0.02%
14,545
-11,867
-45% -$685K
CELG
470
DELISTED
Celgene Corp
CELG
$856K 0.02%
8,201
+4,948
+152% +$558K
VRSN icon
471
VeriSign
VRSN
$26.9B
$855K 0.02%
+7,468
New +$834K
ULTA icon
472
PUT
Ulta Beauty
ULTA
$23.3B
$850K 0.02%
+3,800
New +$804K
WBA
473
DELISTED
Walgreens Boots Alliance
WBA
$849K 0.02%
+11,693
New +$824K
ECL icon
474
CALL
Ecolab
ECL
$77B
$845K 0.02%
+6,300
New +$838K
GOOG icon
475
Alphabet (Google) Class C
GOOG
$4.18T
$841K 0.02%
16,080
+2,300
+17% +$117K
17 18
19
20 21

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MFA
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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.