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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
SLYG icon
276
State Street SPDR S&P 600 Small Cap Growth ETF
SLYG
$5.04B
$460K 0.04%
+8,080
New +$437K
XLY icon
277
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.5B
$458K 0.04%
10,158
-420,328
-98% -$18.9M
IEFA icon
278
iShares Core MSCI EAFE ETF
IEFA
$189B
$457K 0.04%
+7,121
New +$445K
ACN icon
279
Accenture
ACN
$100B
$455K 0.04%
+3,368
New +$439K
FDL icon
280
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.71B
$448K 0.04%
15,443
+2,808
+22% +$79.7K
HD icon
281
Home Depot
HD
$330B
$448K 0.04%
2,740
-1,934
-41% -$297K
AMLP icon
282
Alerian MLP ETF
AMLP
$12.9B
$444K 0.04%
+7,918
New +$453K
ITW icon
283
CALL
Illinois Tool Works
ITW
$81.5B
$444K 0.04%
+3,000
New +$427K
SPLV icon
284
Invesco S&P 500 Low Volatility ETF
SPLV
$7.09B
$444K 0.04%
+9,699
New +$440K
EPR icon
285
EPR Properties
EPR
$4.75B
$440K 0.04%
+6,307
New +$444K
EWL icon
286
iShares MSCI Switzerland ETF
EWL
$2.18B
$439K 0.04%
12,520
+4,832
+63% +$167K
BBVA icon
287
Banco Bilbao Vizcaya Argentaria
BBVA
$152B
$438K 0.04%
49,066
-13,014
-21% -$115K
BANC icon
288
Banc of California
BANC
$2.96B
$437K 0.04%
+21,046
New +$415K
BIDU icon
289
Baidu
BIDU
$36.8B
$436K 0.04%
+1,761
New +$384K
IBM icon
290
PUT
IBM
IBM
$206B
$435K 0.04%
+3,138
New +$437K
IBB icon
291
PUT
iShares Biotechnology ETF
IBB
$9.29B
$434K 0.04%
+3,900
New +$417K
SBAC icon
292
CALL
SBA Communications
SBAC
$19B
$432K 0.04%
+3,000
New +$427K
BP icon
293
BP
BP
$114B
$431K 0.04%
12,430
+5,049
+68% +$160K
NOK icon
294
Nokia
NOK
$51.4B
$430K 0.04%
71,947
+26,444
+58% +$164K
RGLD icon
295
PUT
Royal Gold
RGLD
$16.7B
$430K 0.04%
+5,000
New +$433K
CINF icon
296
Cincinnati Financial
CINF
$26.8B
$428K 0.04%
+5,587
New +$425K
TTE icon
297
PUT
TotalEnergies
TTE
$194B
$428K 0.04%
+8,000
New +$411K
FDS icon
298
Factset
FDS
$9.31B
$427K 0.04%
+2,371
New +$387K
EWC icon
299
iShares MSCI Canada ETF
EWC
$6.13B
$422K 0.04%
+14,574
New +$406K
APD icon
300
Air Products & Chemicals
APD
$65.5B
$418K 0.04%
+2,766
New +$405K
10 11
12
13 14

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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.