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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
BHR
1726
Braemar Hotels & Resorts
BHR
$166M
– –
-14,658
Closed -$138K
BKH icon
1727
Black Hills Corp
BKH
$5.58B
– –
-4,513
Closed -$311K
BOX icon
1728
Box
BOX
$4.49B
– –
-13,836
Closed -$267K
BSV icon
1729
Vanguard Short-Term Bond ETF
BSV
$44.7B
– –
-29,509
Closed -$2.35M
CAG icon
1730
Conagra Brands
CAG
$7.43B
– –
-28,110
Closed -$948K
CAPR icon
1731
Capricor Therapeutics
CAPR
$380M
– –
-2,559
Closed -$78K
CBAT icon
1732
CBAK Energy Technology Ltd
CBAT
$44M
– –
-22,517
Closed -$34K
CBU icon
1733
Community Bank
CBU
$3.4B
– –
-5,477
Closed -$303K
CBZ icon
1734
CBIZ
CBZ
$2.95B
– –
-12,197
Closed -$198K
CCJ icon
1735
Cameco
CCJ
$37.5B
– –
-27,374
Closed -$265K
CCL icon
1736
Carnival Corporation Ltd
CCL
$38.5B
– –
-3,960
Closed -$256K
CCLD icon
1737
CareCloud
CCLD
$104M
– –
-15,390
Closed -$23K
CDE icon
1738
Coeur Mining
CDE
$15.3B
– –
-15,946
Closed -$147K
CHIQ icon
1739
Global X MSCI China Consumer Discretionary ETF
CHIQ
$131M
– –
-11,548
Closed -$198K
CHY
1740
Calamos Convertible and High Income Fund
CHY
$979M
– –
-10,142
Closed -$121K
CLMT icon
1741
Calumet Specialty Products
CLMT
$3.7B
– –
-10,877
Closed -$91K
CNX icon
1742
CNX Resources
CNX
$4.9B
– –
-17,599
Closed -$248K
CPB icon
1743
Campbell Soup
CPB
$6.77B
– –
-7,000
Closed -$333K
CPRI icon
1744
Capri Holdings
CPRI
$1.83B
– –
-7,199
Closed -$344K
CRM icon
1745
Salesforce
CRM
$155B
– –
-7,518
Closed -$766K
CSL icon
1746
Carlisle Companies
CSL
$13.4B
– –
-3,837
Closed -$385K
CSQ icon
1747
Calamos Strategic Total Return Fund
CSQ
$3.16B
– –
-14,416
Closed -$175K
CSR
1748
Centerspace
CSR
$948M
– –
-1,173
Closed -$72K
CSX icon
1749
CSX Corp
CSX
$93.8B
– –
-39,459
Closed -$699K
CUZ icon
1750
Cousins Properties
CUZ
$5.39B
– –
-5,346
Closed -$200K
68 69
70
71 72

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OAM
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NOCM
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TIM
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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.