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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
MDY icon
26
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$16.9M 0.45%
+48,800
New +$16.4M
XHB icon
27
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
$16.8M 0.45%
379,947
+283,738
+295% +$11.9M
IWF icon
28
iShares Russell 1000 Growth ETF
IWF
$119B
$16.2M 0.43%
481,892
+323,544
+204% +$10.6M
MSFT icon
29
CALL
Microsoft
MSFT
$2.92T
$15.6M 0.42%
+181,800
New +$14.9M
SPLV icon
30
Invesco S&P 500 Low Volatility ETF
SPLV
$7.28B
$15.5M 0.42%
324,394
+314,695
+3,245% +$14.8M
XLU icon
31
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$15.4M 0.41%
584,472
+520,184
+809% +$14.3M
JPM icon
32
PUT
JPMorgan Chase
JPM
$950B
$15.3M 0.41%
+143,400
New +$14.5M
BKNG icon
33
PUT
Booking.com
BKNG
$154B
$14.9M 0.4%
+215,000
New +$15.6M
C icon
34
PUT
Citigroup
C
$222B
$14.8M 0.4%
+198,600
New +$14.7M
VO icon
35
Vanguard Mid-Cap ETF
VO
$107B
$14.7M 0.39%
379,100
+360,948
+1,988% +$13.6M
XLF icon
36
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$14.6M 0.39%
521,992
-142,694
-21% -$3.84M
IUSG icon
37
iShares Core S&P US Growth ETF
IUSG
$31B
$14M 0.37%
259,951
+136,561
+111% +$7.18M
IYR icon
38
PUT
iShares US Real Estate ETF
IYR
$4.76B
$13.9M 0.37%
+171,300
New +$13.9M
VGT icon
39
Vanguard Information Technology ETF
VGT
$136B
$13.8M 0.37%
672,640
+656,784
+4,142% +$13.3M
GS icon
40
CALL
Goldman Sachs
GS
$305B
$13M 0.35%
+51,000
New +$12.5M
XLB icon
41
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$12.9M 0.35%
427,078
+233,324
+120% +$6.87M
XLY icon
42
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$12.7M 0.34%
+256,400
New +$12.1M
SOXX icon
43
iShares Semiconductor ETF
SOXX
$40.6B
$12.5M 0.34%
221,064
-74,601
-25% -$4.24M
SDY icon
44
State Street SPDR S&P Dividend ETF
SDY
$22.3B
$12.5M 0.33%
132,237
+108,345
+453% +$10.2M
XOP icon
45
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$12.3M 0.33%
82,992
+49,842
+150% +$6.94M
SCHB icon
46
Schwab US Broad Market ETF
SCHB
$42.9B
$11.9M 0.32%
1,107,576
+440,748
+66% +$4.62M
PG icon
47
CALL
Procter & Gamble
PG
$347B
$11.8M 0.32%
+128,200
New +$11.5M
IYT icon
48
iShares US Transportation ETF
IYT
$2.31B
$11.8M 0.32%
245,752
+154,452
+169% +$6.96M
IWP icon
49
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
$11.3M 0.3%
186,860
-45,420
-20% -$2.67M
DVY icon
50
iShares Select Dividend ETF
DVY
$24.1B
$11M 0.29%
111,649
-30,184
-21% -$2.9M
1
2
3 4 5

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OAM
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NOCM
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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.