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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
XPO icon
2051
XPO
XPO
$24B
– –
-10,088
Closed -$236K
XSD icon
2052
State Street SPDR S&P Semiconductor ETF
XSD
$2.63B
– –
-14,744
Closed -$967K
XSLV icon
2053
Invesco S&P SmallCap Low Volatility ETF
XSLV
$250M
– –
-11,565
Closed -$531K
YANG icon
2054
Direxion Daily FTSE China Bear 3X ETF
YANG
$89M
– –
-54
Closed -$81K
YELP icon
2055
Yelp
YELP
$1.51B
– –
-6,014
Closed -$260K
YUM icon
2056
Yum! Brands
YUM
$41.4B
– –
-4,089
Closed -$323K
ZWS icon
2057
Zurn Elkay Water Solutions
ZWS
$8.23B
– –
-21,808
Closed -$267K
XTIA icon
2058
XTI Aerospace
XTIA
$57.3M
– –
0
– -$4K
NPKI
2059
NPK International
NPKI
$1.09B
– –
-15,513
Closed -$155K
NAGE
2060
Niagen Bioscience
NAGE
$262M
– –
-12,813
Closed -$55K
VIVS
2061
VivoSim Labs
VIVS
$1.33M
– –
-104
Closed -$55K
BECN
2062
DELISTED
Beacon Roofing Supply, Inc.
BECN
– –
-5,682
Closed -$291K
LGTY
2063
DELISTED
Logility Supply Chain Solutions, Inc. Common Stock
LGTY
– –
-11,766
Closed -$134K
ITCI
2064
DELISTED
Intra-Cellular Therapies Inc.
ITCI
– –
-21,219
Closed -$335K
HTLF
2065
DELISTED
Heartland Financial USA, Inc.
HTLF
– –
-4,514
Closed -$223K
CTLT
2066
DELISTED
CATALENT, INC.
CTLT
– –
-17,513
Closed -$699K
MRO
2067
DELISTED
Marathon Oil Corporation
MRO
– –
-44,837
Closed -$666K
VTNR
2068
DELISTED
Vertex Energy, Inc
VTNR
– –
-20,658
Closed -$16K
BIMI
2069
DELISTED
BIMI International Medical Inc. Common Stock
BIMI
– –
-202
Closed -$9K
BIOL
2070
DELISTED
Biolase, Inc.
BIOL
– –
-3
Closed -$20K
NBSE
2071
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
– –
-54
Closed -$16K
SPLK
2072
DELISTED
Splunk Inc
SPLK
– –
-11,942
Closed -$793K
MDVL
2073
DELISTED
MedAvail Holdings, Inc. Common Stock
MDVL
– –
-37
Closed -$30K
IMGN
2074
DELISTED
Immunogen Inc
IMGN
– –
-30,289
Closed -$232K
ARAV
2075
DELISTED
Aravive, Inc. Common Stock
ARAV
– –
-4,727
Closed -$69K
81 82
83
84 85

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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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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.