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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
ACAD icon
1701
Acadia Pharmaceuticals
ACAD
$4.72B
– –
-5,867
Closed -$221K
ACHV icon
1702
Achieve Life Sciences
ACHV
$777M
– –
-72
Closed -$29K
ACN icon
1703
Accenture
ACN
$117B
– –
-3,368
Closed -$488K
ADC icon
1704
Agree Realty
ADC
$8.65B
– –
-5,367
Closed -$263K
ADTN icon
1705
Adtran
ADTN
$587M
– –
-11,356
Closed -$273K
AEE icon
1706
Ameren
AEE
$28.8B
– –
-9,199
Closed -$532K
AEG icon
1707
Aegon
AEG
$13.5B
– –
-127,227
Closed -$599K
AEMD icon
1708
Aethlon Medical
AEMD
$1.06M
– –
0
– -$39K
AEP icon
1709
American Electric Power
AEP
$66.1B
– –
-4,924
Closed -$368K
AGO icon
1710
Assured Guaranty
AGO
$3.16B
– –
-5,390
Closed -$203K
ALDX icon
1711
Aldeyra Therapeutics
ALDX
$83.3M
– –
-50,728
Closed -$365K
ALNY icon
1712
Alnylam Pharmaceuticals
ALNY
$32.1B
– –
-2,039
Closed -$256K
AMX icon
1713
America Movil
AMX
$69.3B
– –
-19,566
Closed -$347K
AOA icon
1714
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.26B
– –
-4,405
Closed -$236K
APD icon
1715
Air Products & Chemicals
APD
$64.4B
– –
-2,766
Closed -$418K
AR icon
1716
Antero Resources
AR
$11.3B
– –
-18,057
Closed -$359K
ARAY icon
1717
Accuray
ARAY
$28M
– –
-15,643
Closed -$63K
ARMP icon
1718
Armata Pharmaceuticals
ARMP
$158M
– –
-1,430
Closed -$18K
ASTC icon
1719
Astrotech Corp
ASTC
$13M
– –
-110
Closed -$16K
ASX icon
1720
ASE Group
ASX
$100B
– –
-58,662
Closed -$363K
ATHM icon
1721
Autohome
ATHM
$2.46B
– –
-5,405
Closed -$325K
ATOS icon
1722
Atossa Therapeutics
ATOS
$24.4M
– –
-279
Closed -$27K
AWI icon
1723
Armstrong World Industries
AWI
$6.76B
– –
-4,196
Closed -$215K
AWP
1724
abrdn Global Premier Properties Fund
AWP
$340M
– –
-8,962
Closed -$178K
BANC icon
1725
Banc of California
BANC
$2.93B
– –
-21,046
Closed -$437K
67 68
69
70 71

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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.