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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
MDYG icon
1901
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.83B
– –
-93,846
Closed -$4.61M
MDYV icon
1902
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.79B
– –
-77,436
Closed -$3.83M
MFM
1903
Aberdeen Municipal Income Fund
MFM
$221M
– –
-14,887
Closed -$107K
MINT icon
1904
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-12,532
Closed -$1.28M
MKC icon
1905
McCormick & Company Non-Voting
MKC
$13.9B
– –
-4,570
Closed -$235K
MO icon
1906
Altria Group
MO
$125B
– –
-3,953
Closed -$265K
MRIN
1907
DELISTED
Marin Software
MRIN
– –
-762
Closed -$56K
MRK icon
1908
Merck
MRK
$326B
– –
-11,344
Closed -$629K
MSGS icon
1909
Madison Square Garden
MSGS
$9.58B
– –
-1,580
Closed -$241K
MTD icon
1910
Mettler-Toledo International
MTD
$28.1B
– –
-327
Closed -$205K
MTB icon
1911
M&T Bank
MTB
$36.6B
– –
-2,339
Closed -$388K
MTN icon
1912
Vail Resorts
MTN
$5.6B
– –
-942
Closed -$215K
MTUM icon
1913
iShares MSCI USA Momentum Factor ETF
MTUM
$24.4B
– –
-65,601
Closed -$6.28M
MU icon
1914
Micron Technology
MU
$927B
– –
-31,645
Closed -$1.36M
BINI
1915
DELISTED
Bollinger Innovations
BINI
– –
0
– -$45K
NAC icon
1916
Nuveen California Quality Municipal Income Fund
NAC
$1.85B
– –
-12,731
Closed -$190K
NFBK
1917
DELISTED
Northfield Bancorp
NFBK
– –
-10,439
Closed -$181K
NFJ
1918
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-16,656
Closed -$223K
NFLT icon
1919
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$447M
– –
-8,537
Closed -$220K
NMZ icon
1920
Nuveen Municipal High Income Opportunity Fund
NMZ
$2.2B
– –
-16,143
Closed -$220K
NTNX icon
1921
Nutanix
NTNX
$16B
– –
-9,936
Closed -$222K
NUWE icon
1922
Nuwellis
NUWE
$178K
– –
0
– -$17K
NWE icon
1923
NorthWestern Energy
NWE
$4.45B
– –
-5,508
Closed -$314K
NWN icon
1924
Northwest Natural Holdings
NWN
$2.18B
– –
-5,672
Closed -$365K
NWS icon
1925
News Corp Class B
NWS
$17.2B
– –
-11,574
Closed -$158K
75 76
77
78 79

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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.