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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
SBNY
2176
DELISTED
Signature Bank
SBNY
– –
-2,000
Closed -$256K
MBT
2177
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
– –
-11,462
Closed -$120K
KGJI
2178
DELISTED
Kingold Jewelry Inc.
KGJI
– –
-4,245
Closed -$52K
VVUS
2179
DELISTED
Vivus Inc
VVUS
– –
-1,540
Closed -$15K
UGLD
2180
DELISTED
VelocitySharesTM 3x Long Gold ETN linked to the S&P GSCI Gold Index ER
UGLD
– –
-1,055
Closed -$113K
CEFL
2181
DELISTED
ETRACS Monthly Pay 2xLeveraged Closed-End Fund ETN
CEFL
– –
-12,072
Closed -$226K
AUO
2182
DELISTED
AU Optronics Corp
AUO
– –
-38,244
Closed -$155K
IPAS
2183
DELISTED
Ipass Inc Common Stock
IPAS
– –
-2,383
Closed -$16K
IMUC
2184
DELISTED
ImmunoCellular Therapeutics, Ltd.
IMUC
– –
-14,600
Closed -$5K
BCR
2185
DELISTED
CR Bard Inc.
BCR
– –
-806
Closed -$258K
RTK
2186
DELISTED
Rentech, Inc.
RTK
– –
-86,463
Closed -$40K
PIV
2187
DELISTED
PWSHS S&P 500 HIGH QTY PORTF S&P HIGH QTY RKGS INDEX
PIV
– –
-51,877
Closed -$1.49M
XLKS
2188
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
– –
-13,229
Closed -$1.05M
ENV
2189
DELISTED
ENVESTNET, INC.
ENV
– –
-3,944
Closed -$201K
STL
2190
DELISTED
Sterling Bancorp
STL
– –
-27,420
Closed -$676K
RPRX
2191
DELISTED
Repros Therapeutics Inc.
RPRX
– –
-10,962
Closed -$4K
DDC
2192
DELISTED
Dominion Diamond Corporation
DDC
– –
-28,595
Closed -$405K
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 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.