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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
BA icon
126
PUT
Boeing
BA
$175B
$4.78M 0.13%
+16,200
New +$4.39M
DIS icon
127
PUT
Walt Disney
DIS
$172B
$4.72M 0.13%
+43,900
New +$4.52M
TSLA icon
128
CALL
Tesla
TSLA
$1.21T
$4.7M 0.13%
+226,500
New +$4.93M
XRT icon
129
State Street SPDR S&P Retail ETF
XRT
$458M
$4.63M 0.12%
102,387
+31,402
+44% +$1.32M
MCD icon
130
CALL
McDonald's
MCD
$194B
$4.61M 0.12%
+26,800
New +$4.5M
NTES icon
131
CALL
NetEase
NTES
$81.5B
$4.59M 0.12%
66,500
+46,500
+233% +$2.9M
T icon
132
PUT
AT&T
T
$169B
$4.58M 0.12%
+155,967
New +$4.26M
IYM icon
133
iShares US Basic Materials ETF
IYM
$1.14B
$4.53M 0.12%
44,332
+8,232
+23% +$817K
PXD
134
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$4.51M 0.12%
+26,100
New +$4.02M
MMM icon
135
CALL
3M
MMM
$94.1B
$4.45M 0.12%
+22,604
New +$4.35M
INTC icon
136
PUT
Intel
INTC
$435B
$4.38M 0.12%
+95,000
New +$4.15M
KO icon
137
CALL
Coca-Cola
KO
$380B
$4.36M 0.12%
+95,100
New +$4.37M
HES
138
PUT
DELISTED
Hess
HES
$4.26M 0.11%
+89,800
New +$4.05M
GOOGL icon
139
Alphabet (Google) Class A
GOOGL
$4.08T
$4.22M 0.11%
80,200
+51,040
+175% +$2.63M
AMGN icon
140
CALL
Amgen
AMGN
$212B
$4.19M 0.11%
+24,100
New +$4.27M
PYPL icon
141
PUT
PayPal
PYPL
$51.4B
$4.17M 0.11%
+56,600
New +$4.09M
ANDV
142
PUT
DELISTED
Andeavor
ANDV
$4.13M 0.11%
+36,100
New +$3.88M
BAC icon
143
CALL
Bank of America
BAC
$439B
$4.12M 0.11%
+139,700
New +$3.85M
RCL icon
144
CALL
Royal Caribbean
RCL
$86.5B
$4.12M 0.11%
34,500
+31,500
+1,050% +$3.9M
HD icon
145
CALL
Home Depot
HD
$343B
$4.11M 0.11%
+21,700
New +$3.75M
IGV icon
146
iShares Expanded Tech-Software Sector ETF
IGV
$12.3B
$4.08M 0.11%
132,015
-95,615
-42% -$2.95M
CMI icon
147
CALL
Cummins
CMI
$88.5B
$4.06M 0.11%
23,000
+19,000
+475% +$3.25M
WFC icon
148
Wells Fargo
WFC
$263B
$4.04M 0.11%
+66,651
New +$3.76M
WMT icon
149
CALL
Walmart Inc
WMT
$900B
$4.01M 0.11%
+121,800
New +$3.73M
MS icon
150
CALL
Morgan Stanley
MS
$333B
$3.94M 0.11%
+75,100
New +$3.8M
4 5
6
7 8

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
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QIM
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SLT
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RB
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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.