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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.54%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$3.73B
AUM Growth
+$2.64B
Cap. Flow
+$3.52M
Cap. Flow %
0.09%
Top 10 Hldgs %
38.7%
Holding
2,194
New
1,292
Increased
220
Reduced
173
Closed
480

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 Miscellaneous 93.35%
2 Financials 1.2%
3 Communication Services 0.89%
4 Consumer Discretionary 0.83%
5 Technology 0.77%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TFCF
2126
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
– –
-14,280
Closed -$368K
IPCI
2127
DELISTED
Intellipharmaceuticals International Inc.
IPCI
– –
-1,560
Closed -$15K
SCG
2128
DELISTED
Scana
SCG
– –
-12,134
Closed -$588K
OCLR
2129
DELISTED
Oclaro Inc.
OCLR
– –
-15,665
Closed -$135K
ONSIW
2130
DELISTED
Oncobiologics, Inc. Series A Warrant Expiring 2/18/2019
ONSIW
– –
-11,141
Closed -$1K
MITL
2131
DELISTED
Mitel Networks Corporation
MITL
– –
-10,250
Closed -$86K
SNMX
2132
DELISTED
Senomyx, Inc.
SNMX
– –
-58,830
Closed -$36K
BAC.WS.B
2133
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
– –
-11,025
Closed -$9K
CVM.WS
2134
DELISTED
Cel-Sci Corp Series S
CVM.WS
– –
-29,547
Closed -$1K
GST
2135
DELISTED
Gastar Exploration Inc.
GST
– –
-14,446
Closed -$13K
IMNP
2136
DELISTED
Immune Pharmaceuticals Inc.
IMNP
– –
-26,975
Closed -$41K
MON
2137
DELISTED
Monsanto Co
MON
– –
-3,281
Closed -$393K
OA
2138
DELISTED
Orbital ATK, Inc.
OA
– –
-3,007
Closed -$400K
ZAIS
2139
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
– –
-11,879
Closed -$43K
AVXS
2140
DELISTED
AveXis, Inc. Common Stock
AVXS
– –
-2,771
Closed -$268K
LINU
2141
DELISTED
LiNiu Technology Group Ordinary Shares
LINU
– –
-29,820
Closed -$33K
FSNN
2142
DELISTED
Fusion Connect, Inc. Common Stock
FSNN
– –
-8,530
Closed -$35K
ANTX
2143
DELISTED
Anthem, Inc.
ANTX
– –
-4,228
Closed -$221K
APLP
2144
DELISTED
Archrock Partners, L.P. Common Units representing Limited Partner Interests
APLP
– –
-12,488
Closed -$178K
SPIL
2145
DELISTED
Siliconware Precision Industries Co Ltd
SPIL
– –
-19,610
Closed -$155K
CGI
2146
DELISTED
Celadon Group Inc
CGI
– –
-10,040
Closed -$68K
BBG
2147
DELISTED
Bill Barrett Corp
BBG
– –
-12,195
Closed -$52K
SNI
2148
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-2,443
Closed -$210K
CEI
2149
DELISTED
Camber Energy, Inc
CEI
– –
0
– -$21K
PZRX
2150
DELISTED
PhaseRx, Inc.
PZRX
– –
-52,396
Closed -$43K
84 85
86
87 88

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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's Q4 2017 filing shows 1,292 new, 220 increased, 173 reduced and 480 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 168,225 shares worth $9.57M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $77.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, up from 86% a quarter earlier, followed by Financials and Communication Services.

  • 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 480 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.