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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
PPA icon
301
Invesco Aerospace & Defense ETF
PPA
$8.17B
$411K 0.04%
+8,015
New +$390K
GEN icon
302
Gen Digital
GEN
$16.3B
$409K 0.04%
+12,458
New +$380K
MDIV icon
303
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$427M
$407K 0.04%
+21,234
New +$408K
MMM icon
304
3M
MMM
$90.3B
$407K 0.04%
2,319
-5,490
-70% -$951K
JBLU icon
305
JetBlue
JBLU
$2.31B
$406K 0.04%
21,900
+7,188
+49% +$151K
SLV icon
306
iShares Silver Trust
SLV
$27.7B
$406K 0.04%
25,816
-32,622
-56% -$520K
EMLC icon
307
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.78B
$405K 0.04%
10,543
-19,378
-65% -$743K
DDC
308
DELISTED
Dominion Diamond Corporation
DDC
$405K 0.04%
+28,595
New +$398K
BMY icon
309
Bristol-Myers Squibb
BMY
$131B
$401K 0.04%
+6,289
New +$367K
OA
310
DELISTED
Orbital ATK, Inc.
OA
$400K 0.04%
+3,007
New +$330K
UGAZ
311
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
$400K 0.04%
+345
New +$421K
IBOC icon
312
International Bancshares
IBOC
$4.7B
$396K 0.04%
9,865
+2,170
+28% +$78.5K
EUSA icon
313
iShares MSCI USA Equal Weighted ETF
EUSA
$1.81B
$395K 0.04%
+7,519
New +$387K
IWR icon
314
CALL
iShares Russell Mid-Cap ETF
IWR
$55.9B
$394K 0.04%
+8,000
New +$386K
MON
315
DELISTED
Monsanto Co
MON
$393K 0.04%
3,281
-9,514
-74% -$1.12M
AMZN icon
316
Amazon
AMZN
$2.91T
$389K 0.04%
8,100
-30,240
-79% -$1.49M
JDST icon
317
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.7M
$387K 0.04%
1
-1
-50% -$296K
CSL icon
318
Carlisle Companies
CSL
$14.4B
$385K 0.04%
+3,837
New +$372K
AUY
319
DELISTED
Yamana Gold, Inc.
AUY
$385K 0.04%
145,393
-63,290
-30% -$168K
DHS icon
320
WisdomTree US High Dividend Fund
DHS
$1.55B
$384K 0.04%
5,489
+2,166
+65% +$149K
VLO icon
321
Valero Energy
VLO
$92.3B
$383K 0.04%
+4,979
New +$343K
WSM icon
322
Williams-Sonoma
WSM
$27.3B
$381K 0.03%
+15,282
New +$355K
MTB icon
323
M&T Bank
MTB
$35.7B
$377K 0.03%
2,339
-819
-26% -$129K
SPXS icon
324
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$344M
$376K 0.03%
104
+44
+73% +$171K
PBR icon
325
Petrobras
PBR
$123B
$372K 0.03%
37,029
+19,732
+114% +$179K
11 12
13
14 15

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AWP
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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.