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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
TCOM icon
751
Trip.com Group
TCOM
$25.5B
$461K 0.01%
+10,464
New +$500K
HBAN icon
752
PUT
Huntington Bancshares
HBAN
$32B
$460K 0.01%
+31,600
New +$444K
COR icon
753
PUT
Cencora
COR
$60.8B
$459K 0.01%
+5,000
New +$414K
FLR icon
754
Fluor
FLR
$7.09B
$457K 0.01%
+8,851
New +$412K
KEY icon
755
CALL
KeyCorp
KEY
$22.1B
$456K 0.01%
+22,600
New +$426K
SBUX icon
756
Starbucks
SBUX
$111B
$455K 0.01%
+7,926
New +$449K
SQQQ icon
757
ProShares UltraPro Short QQQ
SQQQ
$2.14B
$455K 0.01%
+8
New +$463K
TBT icon
758
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
$454K 0.01%
+13,434
New +$468K
CIEN icon
759
CALL
Ciena
CIEN
$48.3B
$452K 0.01%
+21,600
New +$458K
ZTS icon
760
Zoetis
ZTS
$30.2B
$451K 0.01%
+6,261
New +$430K
MMP
761
DELISTED
Magellan Midstream Partners, L.P.
MMP
$450K 0.01%
6,337
+3,245
+105% +$221K
BG icon
762
PUT
Bunge Global
BG
$22.5B
$449K 0.01%
+6,700
New +$455K
PAYX icon
763
Paychex
PAYX
$41.6B
$448K 0.01%
+6,581
New +$432K
TTE icon
764
PUT
TotalEnergies
TTE
$201B
$448K 0.01%
8,100
+100
+1% +$5.52K
D icon
765
CALL
Dominion Energy
D
$55.9B
$446K 0.01%
+5,500
New +$446K
CERN
766
CALL
DELISTED
Cerner Corp
CERN
$445K 0.01%
+6,600
New +$456K
TWTR
767
PUT
DELISTED
Twitter, Inc.
TWTR
$444K 0.01%
+18,500
New +$380K
NAV
768
PUT
DELISTED
Navistar International
NAV
$442K 0.01%
+10,300
New +$429K
NTAP icon
769
NetApp
NTAP
$37.6B
$439K 0.01%
+7,938
New +$398K
ETN icon
770
Eaton
ETN
$155B
$437K 0.01%
+5,531
New +$430K
BRK.B icon
771
CALL
Berkshire Hathaway Class B
BRK.B
$1.11T
$436K 0.01%
+2,200
New +$418K
COO icon
772
CALL
Cooper Companies
COO
$10.4B
$436K 0.01%
+8,000
New +$468K
PSEC icon
773
Prospect Capital
PSEC
$1.13B
$435K 0.01%
64,517
+38,855
+151% +$253K
AEP icon
774
CALL
American Electric Power
AEP
$65.7B
$434K 0.01%
+5,900
New +$441K
TFI icon
775
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$2.97B
$434K 0.01%
+8,871
New +$434K
29 30
31
32 33

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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.