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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
EFA icon
1776
iShares MSCI EAFE ETF
EFA
$76.2B
– –
-10,420
Closed -$725K
EFG icon
1777
iShares MSCI EAFE Growth ETF
EFG
$16.2B
– –
-4,649
Closed -$360K
EIM
1778
Eaton Vance Municipal Bond Fund
EIM
$494M
– –
-18,720
Closed -$237K
EMR icon
1779
Emerson Electric
EMR
$81.4B
– –
-3,816
Closed -$247K
EOS
1780
Eaton Vance Enhance Equity Income Fund II
EOS
$1.11B
– –
-10,263
Closed -$154K
EPI icon
1781
WisdomTree India Earnings Fund ETF
EPI
$2.04B
– –
-24,462
Closed -$616K
EPR icon
1782
EPR Properties
EPR
$4.91B
– –
-6,307
Closed -$440K
EQNR icon
1783
Equinor
EQNR
$97.4B
– –
-13,725
Closed -$276K
EQT icon
1784
EQT Corp
EQT
$33.2B
– –
-8,693
Closed -$309K
ERIC icon
1785
Ericsson
ERIC
$32.4B
– –
-12,943
Closed -$74K
ES icon
1786
Eversource Energy
ES
$28.3B
– –
-16,180
Closed -$978K
ERY icon
1787
Direxion Daily Energy Bear 2X ETF
ERY
$39.8M
– –
-345
Closed -$188K
ESEA icon
1788
Euroseas
ESEA
$535M
– –
-2,544
Closed -$28K
ESI icon
1789
Element Solutions
ESI
$8.37B
– –
-11,819
Closed -$132K
EUM icon
1790
ProShares Trust Short MSCI Emerging Markets
EUM
$10.1M
– –
-6,682
Closed -$257K
EUSA icon
1791
iShares MSCI USA Equal Weighted ETF
EUSA
$1.82B
– –
-7,519
Closed -$395K
EVC icon
1792
Entravision Communication
EVC
$1.01B
– –
-18,930
Closed -$108K
EVOK
1793
DELISTED
Evoke Pharma
EVOK
– –
-77
Closed -$37K
EW icon
1794
Edwards Lifesciences
EW
$49.3B
– –
-16,287
Closed -$593K
EWA icon
1795
iShares MSCI Australia ETF
EWA
$1.38B
– –
-14,535
Closed -$326K
EWC icon
1796
iShares MSCI Canada ETF
EWC
$6.11B
– –
-14,574
Closed -$422K
EWL icon
1797
iShares MSCI Switzerland ETF
EWL
$2.17B
– –
-12,520
Closed -$439K
EXG icon
1798
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.91B
– –
-11,739
Closed -$110K
EXTR icon
1799
Extreme Networks
EXTR
$3.8B
– –
-16,087
Closed -$191K
EZPW icon
1800
Ezcorp Inc
EZPW
$1.79B
– –
-15,735
Closed -$149K
70 71
72
73 74

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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.