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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
SLYV icon
1976
State Street SPDR S&P 600 Small Cap Value ETF
SLYV
$4.94B
– –
-79,246
Closed -$5.01M
SNA icon
1977
Snap-on
SNA
$21.7B
– –
-2,144
Closed -$319K
SNCR
1978
DELISTED
Synchronoss Technologies
SNCR
– –
-2,116
Closed -$178K
SNPS icon
1979
Synopsys
SNPS
$73.5B
– –
-3,262
Closed -$263K
SPAB icon
1980
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
– –
-7,414
Closed -$214K
SPHB icon
1981
Invesco S&P 500 High Beta ETF
SPHB
$965M
– –
-68,671
Closed -$2.71M
SPHD icon
1982
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.42B
– –
-54,868
Closed -$2.25M
SPNT icon
1983
SiriusPoint
SPNT
$3.09B
– –
-12,121
Closed -$189K
SPTM icon
1984
State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF
SPTM
$13.5B
– –
-32,424
Closed -$1.01M
SPXL icon
1985
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
– –
-14,065
Closed -$538K
SPYG icon
1986
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$50.4B
– –
-94,596
Closed -$2.93M
SQNS
1987
Sequans Communications SA
SQNS
$39.5M
– –
-122
Closed -$38K
SRLN icon
1988
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
– –
-6,684
Closed -$317K
SSO icon
1989
ProShares Ultra S&P500
SSO
$7.75B
– –
-19,056
Closed -$230K
STEW
1990
SRH Total Return Fund
STEW
$1.79B
– –
-17,173
Closed -$175K
STLD icon
1991
Steel Dynamics
STLD
$37.5B
– –
-6,246
Closed -$240K
STNG icon
1992
Scorpio Tankers
STNG
$3.94B
– –
-7,069
Closed -$242K
SUSA icon
1993
iShares ESG Optimized MSCI USA ETF
SUSA
$4B
– –
-49,706
Closed -$2.6M
SWKS icon
1994
Skyworks Solutions
SWKS
$9.73B
– –
-3,330
Closed -$347K
TAOP icon
1995
Taoping
TAOP
$7.01M
– –
-11
Closed -$23K
TGB
1996
Trekor Metals
TGB
$2.52B
– –
-16,064
Closed -$30K
THQ
1997
abrdn Healthcare Opportunities Fund
THQ
$787M
– –
-13,156
Closed -$244K
TMO icon
1998
Thermo Fisher Scientific
TMO
$214B
– –
-1,672
Closed -$320K
TNDM icon
1999
Tandem Diabetes Care
TNDM
$1.22B
– –
-3,754
Closed -$27K
TNL icon
2000
Travel + Leisure Co
TNL
$4.81B
– –
-5,041
Closed -$250K
78 79
80
81 82

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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.