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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
DBC icon
651
Invesco DB Commodity Index Tracking Fund
DBC
$1.96B
$550K 0.01%
+33,110
New +$529K
NFX
652
CALL
DELISTED
Newfield Exploration
NFX
$549K 0.01%
+17,400
New +$528K
ALLY icon
653
PUT
Ally Financial
ALLY
$12.3B
$545K 0.01%
+18,700
New +$496K
FCN icon
654
FTI Consulting
FCN
$4.01B
$545K 0.01%
+12,695
New +$518K
PBR icon
655
Petrobras
PBR
$135B
$545K 0.01%
53,004
+15,975
+43% +$163K
WBA
656
PUT
DELISTED
Walgreens Boots Alliance
WBA
$545K 0.01%
+7,500
New +$528K
RGA icon
657
Reinsurance Group of America
RGA
$16.2B
$542K 0.01%
+3,474
New +$526K
MMM icon
658
3M
MMM
$83.9B
$538K 0.01%
2,733
+414
+18% +$79.7K
SMH icon
659
CALL
VanEck Semiconductor ETF
SMH
$67.5B
$538K 0.01%
+11,000
New +$548K
WDAY icon
660
Workday
WDAY
$45.3B
$538K 0.01%
+5,288
New +$565K
CSCO icon
661
Cisco
CSCO
$425B
$537K 0.01%
14,019
-21,151
-60% -$756K
XEC
662
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$537K 0.01%
+4,400
New +$513K
APC
663
DELISTED
Anadarko Petroleum
APC
$537K 0.01%
+10,016
New +$492K
CABO icon
664
Cable One
CABO
$107M
$536K 0.01%
+762
New +$536K
NAV
665
CALL
DELISTED
Navistar International
NAV
$536K 0.01%
+12,500
New +$520K
BV
666
DELISTED
Bazaarvoice, Inc.
BV
$536K 0.01%
98,339
+72,019
+274% +$363K
HWM icon
667
CALL
Howmet Aerospace
HWM
$90.8B
$534K 0.01%
+25,558
New +$497K
MMP
668
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$532K 0.01%
+7,500
New +$511K
XRT icon
669
CALL
State Street SPDR S&P Retail ETF
XRT
$393M
$529K 0.01%
+11,700
New +$492K
REGN icon
670
CALL
Regeneron Pharmaceuticals
REGN
$79.7B
$526K 0.01%
+1,400
New +$567K
RGLD icon
671
CALL
Royal Gold
RGLD
$20.8B
$526K 0.01%
+6,400
New +$548K
VTIP icon
672
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$20.4B
$526K 0.01%
+10,782
New +$533K
NKE icon
673
PUT
Nike
NKE
$53.1B
$525K 0.01%
+8,400
New +$483K
STI
674
CALL
DELISTED
SunTrust Banks, Inc.
STI
$523K 0.01%
+8,100
New +$495K
GDXJ icon
675
CALL
VanEck Junior Gold Miners ETF
GDXJ
$8.75B
$522K 0.01%
+15,300
New +$499K
25 26
27
28 29

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MFA
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PGCM
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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.