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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
TOK icon
2001
iShares MSCI Kokusai Fund
TOK
$247M
– –
-4,832
Closed -$301K
TOPS icon
2002
TOP Ships
TOPS
$4.11M
– –
0
– -$3K
TOWN icon
2003
Towne Bank
TOWN
$3.53B
– –
-7,302
Closed -$245K
TQQQ icon
2004
ProShares UltraPro QQQ
TQQQ
$30.5B
– –
-148,224
Closed -$706K
TSN icon
2005
Tyson Foods
TSN
$21.5B
– –
-17,138
Closed -$1.31M
TTGT icon
2006
TechTarget
TTGT
$323M
– –
-11,371
Closed -$136K
UAVS icon
2007
AgEagle Aerial Systems
UAVS
$41M
– –
-2
Closed -$12K
UDOW icon
2008
ProShares UltraPro Dow 30
UDOW
$856M
– –
-29,612
Closed -$517K
UL icon
2009
Unilever
UL
$144B
– –
-4,734
Closed -$309K
UPRO icon
2010
ProShares UltraPro S&P 500
UPRO
$5.12B
– –
-39,294
Closed -$763K
UPRO icon
2011
PUT
ProShares UltraPro S&P 500
UPRO
$5.12B
– –
-24,000
Closed -$466K
URI icon
2012
United Rentals
URI
$67.9B
– –
-2,608
Closed -$397K
USMV icon
2013
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
– –
-346,798
Closed -$17.5M
USO icon
2014
United States Oil Fund
USO
$2B
– –
-23,402
Closed -$1.95M
UVXY icon
2015
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$237M
– –
-1
Closed -$271K
VANI icon
2016
Vivani Medical
VANI
$113M
– –
-1,070
Closed -$31K
VAW icon
2017
Vanguard Materials ETF
VAW
$3.05B
– –
-5,467
Closed -$703K
VBK icon
2018
Vanguard Small-Cap Growth ETF
VBK
$23.2B
– –
-23,738
Closed -$3.62M
VCIT icon
2019
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.4B
– –
-12,392
Closed -$1.09M
VCR icon
2020
Vanguard Consumer Discretionary ETF
VCR
$6.01B
– –
-154,706
Closed -$22.2M
VDC icon
2021
Vanguard Consumer Staples ETF
VDC
$8.14B
– –
-13,402
Closed -$1.86M
VERI icon
2022
Veritone
VERI
$96.7M
– –
-7,442
Closed -$338K
VGI
2023
Virtus Global Multi-Sector Income Fund
VGI
$81.8M
– –
-13,123
Closed -$238K
VGLT icon
2024
Vanguard Long-Term Treasury ETF
VGLT
$10.2B
– –
-2,676
Closed -$206K
VGM icon
2025
Invesco Trust Investment Grade Municipals
VGM
$552M
– –
-13,376
Closed -$179K
79 80
81
82 83

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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.