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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
BTT icon
1251
BlackRock Municipal 2030 Target Term Trust
BTT
$1.44B
$215K 0.01%
+9,637
New +$217K
CB icon
1252
Chubb
CB
$140B
$215K 0.01%
+1,469
New +$219K
LNT icon
1253
Alliant Energy
LNT
$18.6B
$215K 0.01%
+5,057
New +$220K
SNAP icon
1254
Snap
SNAP
$7.96B
$215K 0.01%
+14,706
New +$214K
NMY
1255
DELISTED
Nuveen Maryland Quality Municipal Income Fund
NMY
$215K 0.01%
+17,082
New +$217K
HOG icon
1256
CALL
Harley-Davidson
HOG
$2.61B
$214K 0.01%
+4,200
New +$204K
NEM icon
1257
Newmont
NEM
$96.2B
$214K 0.01%
+5,700
New +$210K
PBP icon
1258
Invesco S&P 500 BuyWrite ETF
PBP
$349M
$214K 0.01%
+9,959
New +$224K
ET icon
1259
Energy Transfer Partners
ET
$69.5B
$213K 0.01%
+12,325
New +$210K
EVR icon
1260
Evercore
EVR
$11.8B
$213K 0.01%
+2,372
New +$198K
MOMO
1261
Hello Group
MOMO
$867M
$213K 0.01%
8,699
-10,145
-54% -$292K
MOS icon
1262
PUT
The Mosaic Company
MOS
$7.19B
$213K 0.01%
+8,300
New +$191K
AGN
1263
PUT
DELISTED
Allergan plc
AGN
$213K 0.01%
+1,300
New +$233K
AMAT icon
1264
Applied Materials
AMAT
$347B
$212K 0.01%
4,142
-7,164
-63% -$388K
ANAB icon
1265
AnaptysBio
ANAB
$1.54B
$212K 0.01%
+2,101
New +$155K
PEY icon
1266
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.16B
$212K 0.01%
11,930
-448,026
-97% -$7.83M
SEIC icon
1267
SEI Investments
SEIC
$12.3B
$212K 0.01%
+2,949
New +$197K
UN
1268
DELISTED
Unilever NV New York Registry Shares
UN
$212K 0.01%
+3,763
New +$217K
ALGN icon
1269
Align Technology
ALGN
$12.9B
$211K 0.01%
+949
New +$216K
PBI icon
1270
Pitney Bowes
PBI
$2.39B
$211K 0.01%
+18,868
New +$222K
DBD
1271
DELISTED
Diebold Nixdorf Incorporated
DBD
$211K 0.01%
+12,897
New +$249K
CVA
1272
DELISTED
Covanta Holding Corporation
CVA
$211K 0.01%
12,489
+748
+6% +$11.5K
JNPR
1273
DELISTED
Juniper Networks
JNPR
$210K 0.01%
+7,369
New +$199K
NMFC icon
1274
New Mountain Finance
NMFC
$654M
$210K 0.01%
+15,471
New +$218K
SYF icon
1275
Synchrony
SYF
$24.4B
$210K 0.01%
+5,429
New +$186K
49 50
51
52 53

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AWP
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BCM
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OAM
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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.