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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
FBIO icon
1801
Fortress Biotech
FBIO
$112M
– –
-1,371
Closed -$91K
FBP icon
1802
First Bancorp
FBP
$4.48B
– –
-11,411
Closed -$58K
FCEL icon
1803
FuelCell Energy
FCEL
$1.49B
– –
-39
Closed -$25K
FCG icon
1804
First Trust Natural Gas ETF
FCG
$632M
– –
-31,716
Closed -$690K
FDIS icon
1805
Fidelity MSCI Consumer Discretionary Index ETF
FDIS
$1.63B
– –
-6,221
Closed -$223K
FDL icon
1806
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.94B
– –
-15,443
Closed -$448K
FDN icon
1807
First Trust Dow Jones Internet Index Fund ETF
FDN
$4.99B
– –
-4,821
Closed -$493K
FDS icon
1808
Factset
FDS
$10.2B
– –
-2,371
Closed -$455K
FENG
1809
Phoenix New Media
FENG
$17.5M
– –
-2,522
Closed -$89K
FENY icon
1810
Fidelity MSCI Energy Index ETF
FENY
$1.98B
– –
-16,183
Closed -$307K
FISV
1811
Fiserv Inc
FISV
$29.7B
– –
-3,964
Closed -$256K
FL
1812
DELISTED
Foot Locker
FL
– –
-20,957
Closed -$782K
FLL icon
1813
Full House Resorts
FLL
$84.5M
– –
-10,480
Closed -$29K
FLNT
1814
Fluent
FLNT
$107M
– –
-1,714
Closed -$50K
FNDA icon
1815
Schwab Fundamental US Small Company Index ETF
FNDA
$9.12B
– –
-32,988
Closed -$598K
FNDX icon
1816
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
– –
-208,659
Closed -$2.44M
FNDF icon
1817
Schwab Fundamental International Large Company Index ETF
FNDF
$24.3B
– –
-8,396
Closed -$251K
FNF icon
1818
Fidelity National Financial
FNF
$14.7B
– –
-10,492
Closed -$346K
FNK icon
1819
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
– –
-7,520
Closed -$259K
FOR icon
1820
Forestar Group
FOR
$1.46B
– –
-13,884
Closed -$239K
FPX icon
1821
First Trust US Equity Opportunities ETF
FPX
$1.44B
– –
-4,069
Closed -$260K
FSM icon
1822
Fortuna Silver Mines
FSM
$2.47B
– –
-18,202
Closed -$80K
FTXO icon
1823
First Trust Nasdaq Bank ETF
FTXO
$305M
– –
-9,866
Closed -$273K
FXG icon
1824
First Trust Consumer Staples AlphaDEX Fund
FXG
$236M
– –
-4,889
Closed -$223K
FXH icon
1825
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
– –
-3,466
Closed -$234K
71 72
73
74 75

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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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RB
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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.