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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
+4.47%
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
$1.09B
AUM Growth
+$570M
Cap. Flow
+$538M
Cap. Flow %
49.18%
Top 10 Hldgs %
26.36%
Holding
1,415
New
578
Increased
168
Reduced
129
Closed
514

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$98.5M
2
IWM icon
iShares Russell 2000 ETF
IWM
+$34.7M
3
VCR icon
Vanguard Consumer Discretionary ETF
VCR
+$22M
4
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$18.9M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$16.3M

Top Sells

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$27M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$23.5M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$20.6M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$18.9M
5
BAC icon
Bank of America
BAC
+$9.3M

Sector Composition

Rank Sector Weight
1 Financials 2.35%
2 Technology 1.64%
3 Healthcare 1.58%
4 Consumer Discretionary 1.5%
5 Consumer Staples 1.19%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HPQ icon
226
HP
HPQ
$24.6B
$616K 0.06%
30,867
+9,498
+44% +$181K
CVY icon
227
Invesco Zacks Multi-Asset Income ETF
CVY
$125M
$611K 0.06%
28,176
+16,520
+142% +$350K
MRO
228
DELISTED
Marathon Oil Corporation
MRO
$608K 0.06%
44,837
-30,445
-40% -$361K
OVV icon
229
Ovintiv
OVV
$17B
$601K 0.05%
+10,204
New +$499K
DUST icon
230
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
$600K 0.05%
9
– –
AEG icon
231
Aegon
AEG
$14B
$599K 0.05%
127,227
+86,873
+215% +$394K
PARA
232
DELISTED
Paramount Global Class B
PARA
$599K 0.05%
+10,335
New +$653K
FNDA icon
233
Schwab Fundamental US Small Company Index ETF
FNDA
$9.13B
$598K 0.05%
+32,988
New +$573K
FULT icon
234
Fulton Financial
FULT
$4.66B
$597K 0.05%
31,817
-13,899
-30% -$250K
ABT icon
235
Abbott
ABT
$183B
$595K 0.05%
11,152
+3,448
+45% +$173K
EW icon
236
Edwards Lifesciences
EW
$50B
$593K 0.05%
16,287
+8,694
+115% +$332K
MOMO
237
Hello Group
MOMO
$886M
$591K 0.05%
+18,844
New +$749K
AMAT icon
238
Applied Materials
AMAT
$398B
$589K 0.05%
11,306
-37,008
-77% -$1.67M
BDX icon
239
CALL
Becton Dickinson
BDX
$45.6B
$588K 0.05%
+3,075
New +$596K
SCG
240
DELISTED
Scana
SCG
$588K 0.05%
+12,134
New +$744K
GOOGL icon
241
CALL
Alphabet (Google) Class A
GOOGL
$4.08T
$584K 0.05%
+12,000
New +$569K
VOD icon
242
Vodafone
VOD
$37.2B
$575K 0.05%
+20,187
New +$584K
WP
243
DELISTED
Worldpay, Inc.
WP
$573K 0.05%
+8,133
New +$554K
F icon
244
Ford
F
$59.3B
$571K 0.05%
47,698
+12,213
+34% +$138K
MA icon
245
CALL
Mastercard
MA
$510B
$565K 0.05%
+4,000
New +$529K
IWC icon
246
iShares Micro-Cap ETF
IWC
$1.45B
$555K 0.05%
+5,877
New +$519K
ONB icon
247
Old National Bancorp
ONB
$10.1B
$541K 0.05%
29,548
+5,083
+21% +$85K
BKLN icon
248
Invesco Senior Loan ETF
BKLN
$6.97B
$540K 0.05%
23,303
-2,032
-8% -$47K
SPXL icon
249
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.59B
$538K 0.05%
+14,065
New +$506K
IWB icon
250
iShares Russell 1000 ETF
IWB
$47.9B
$537K 0.05%
3,842
+1,256
+49% +$172K
8 9
10
11 12

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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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RB
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OMG
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Two Sigma Securities's Q3 2017 Portfolio in Review

As of Q3 2017, Two Sigma Securities held 1,415 positions worth $1.09B, up 108% from $525M the previous quarter. Its ten largest holdings account for 26% of the portfolio.

Two Sigma Securities deployed $538M of net new capital in Q3 2017, opening 578 new positions and adding to 168 existing holdings. Its largest new stake was Vanguard Consumer Discretionary ETF: 154,706 shares worth $22.2M.

By sector, the portfolio is most concentrated in Financials at 2.3% of assets, down from 17% a quarter earlier, followed by Technology and Healthcare.

On the sell side, the largest reduction was State Street SPDR Dow Jones REIT ETF, an estimated $23.5M trimmed.

  • Two Sigma Securities's largest Q3 2017 buy was Vanguard Consumer Discretionary ETF: 154,706 shares worth $22.2M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q3 2017, an estimated $98.5M increase.
  • Two Sigma Securities's biggest Q3 2017 reduction was State Street SPDR Dow Jones REIT ETF, cutting an estimated $23.5M.
  • Two Sigma Securities fully exited State Street Consumer Staples Select Sector SPDR ETF in Q3 2017, selling an estimated $27M.
  • Two Sigma Securities's ten largest holdings make up 26% of its $1.09B portfolio in Q3 2017.
  • Two Sigma Securities opened 578 new positions and closed 514 in Q3 2017.
  • Two Sigma Securities's portfolio value rose 108% quarter-over-quarter to $1.09B.

Based on Two Sigma Securities's 13F filing for Q3 2017, filed 14 Nov 2017.