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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
IDXX icon
1851
Idexx Laboratories
IDXX
$44.8B
– –
-10,774
Closed -$1.68M
IEFA icon
1852
iShares Core MSCI EAFE ETF
IEFA
$187B
– –
-7,121
Closed -$457K
IGE icon
1853
iShares North American Natural Resources ETF
IGE
$732M
– –
-316,272
Closed -$10.6M
IGM icon
1854
iShares Expanded Tech Sector ETF
IGM
$9.69B
– –
-238,758
Closed -$6.18M
IHI icon
1855
iShares US Medical Devices ETF
IHI
$3.18B
– –
-144,222
Closed -$4.01M
IJJ icon
1856
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.86B
– –
-145,572
Closed -$11.1M
ILCB icon
1857
iShares Morningstar US Equity ETF
ILCB
$1.25B
– –
-77,756
Closed -$2.93M
ILTB icon
1858
iShares Core 10+ Year USD Bond ETF
ILTB
$600M
– –
-3,669
Closed -$234K
INCY icon
1859
Incyte
INCY
$25.3B
– –
-2,559
Closed -$299K
INFY icon
1860
Infosys
INFY
$50.7B
– –
-26,788
Closed -$195K
INGN icon
1861
Inogen
INGN
$174M
– –
-3,250
Closed -$309K
INSM icon
1862
Insmed
INSM
$22.8B
– –
-16,412
Closed -$512K
ITA icon
1863
iShares US Aerospace & Defense ETF
ITA
$14.1B
– –
-41,464
Closed -$3.69M
IUSV icon
1864
iShares Core S&P US Value ETF
IUSV
$27.4B
– –
-61,105
Closed -$3.2M
IVOO icon
1865
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.7B
– –
-34,218
Closed -$2.07M
IVR icon
1866
Invesco Mortgage Capital
IVR
$764M
– –
-1,780
Closed -$305K
IWC icon
1867
iShares Micro-Cap ETF
IWC
$1.43B
– –
-5,877
Closed -$555K
IXC icon
1868
iShares Global Energy ETF
IXC
$2.75B
– –
-8,946
Closed -$304K
IYC icon
1869
iShares US Consumer Discretionary ETF
IYC
$1.16B
– –
-66,824
Closed -$2.74M
IYE icon
1870
iShares US Energy ETF
IYE
$1.72B
– –
-152,914
Closed -$5.72M
IYJ icon
1871
iShares US Industrials ETF
IYJ
$1.96B
– –
-41,054
Closed -$2.84M
IYK icon
1872
iShares US Consumer Staples ETF
IYK
$1.44B
– –
-239,745
Closed -$9.64M
IYT icon
1873
PUT
iShares US Transportation ETF
IYT
$2.27B
– –
-8,000
Closed -$357K
IYZ icon
1874
iShares US Telecommunications ETF
IYZ
$1.18B
– –
-181,502
Closed -$5.52M
JAGX icon
1875
Jaguar Health
JAGX
$4.6M
– –
0
– -$4K
73 74
75
76 77

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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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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.