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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
CVBF icon
1751
CVB Financial
CVBF
$4.03B
– –
-9,274
Closed -$224K
CVE icon
1752
Cenovus Energy
CVE
$53.7B
– –
-14,046
Closed -$141K
CVEO icon
1753
Civeo
CVEO
$360M
– –
-1,528
Closed -$52K
CVLT icon
1754
Commault Systems
CVLT
$5.04B
– –
-3,399
Closed -$207K
CXT icon
1755
Crane NXT
CXT
$3.01B
– –
-12,348
Closed -$343K
BGMS
1756
Bio Green Med Solution Inc
BGMS
$4.86M
– –
0
– -$52K
DBEF icon
1757
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
– –
-64,066
Closed -$1.99M
DBJP icon
1758
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$679M
– –
-36,959
Closed -$1.5M
DBO icon
1759
Invesco DB Oil Fund
DBO
$401M
– –
-12,801
Closed -$113K
DD icon
1760
DuPont de Nemours
DD
$18.8B
– –
-7,406
Closed -$1.33M
DEO icon
1761
Diageo
DEO
$49.6B
– –
-1,640
Closed -$226K
DES icon
1762
WisdomTree US SmallCap Dividend Fund
DES
$2.2B
– –
-160,572
Closed -$4.5M
DGRO icon
1763
iShares Core Dividend Growth ETF
DGRO
$43.1B
– –
-47,216
Closed -$1.53M
DGRW icon
1764
WisdomTree Trust WisdomTree US Quality Dividend Growth Fund
DGRW
$16.6B
– –
-29,560
Closed -$1.13M
DHS icon
1765
WisdomTree US High Dividend Fund
DHS
$1.59B
– –
-5,489
Closed -$384K
DHR icon
1766
Danaher
DHR
$140B
– –
-3,570
Closed -$271K
DIA icon
1767
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.4B
– –
-45,141
Closed -$10.7M
DLN icon
1768
WisdomTree US LargeCap Dividend Fund
DLN
$6.27B
– –
-181,734
Closed -$7.89M
DNN icon
1769
Denison Mines
DNN
$2.45B
– –
-55,727
Closed -$26K
DON icon
1770
WisdomTree US MidCap Dividend Fund
DON
$4.07B
– –
-117,657
Closed -$3.92M
DOV icon
1771
Dover
DOV
$26.9B
– –
-3,430
Closed -$253K
DSI icon
1772
iShares MSCI KLD 400 Social ETF
DSI
$5.16B
– –
-69,004
Closed -$3.2M
DSWL icon
1773
Deswell Industries
DSWL
$50.8M
– –
-12,937
Closed -$34K
EC icon
1774
Ecopetrol
EC
$33.6B
– –
-16,305
Closed -$155K
EDV icon
1775
Vanguard World Funds Extended Duration ETF
EDV
$3.33B
– –
-2,240
Closed -$261K
69 70
71
72 73

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OAM
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NOCM
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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.