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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
FNF icon
351
Fidelity National Financial
FNF
$13.9B
$346K 0.03%
+10,492
New +$343K
CPRI icon
352
Capri Holdings
CPRI
$1.83B
$344K 0.03%
+7,199
New +$292K
HPE icon
353
Hewlett Packard
HPE
$63.7B
$344K 0.03%
+23,385
New +$319K
CXT icon
354
Crane NXT
CXT
$3.01B
$343K 0.03%
+12,348
New +$331K
MTOR
355
DELISTED
MERITOR, Inc.
MTOR
$342K 0.03%
+13,134
New +$261K
XEC
356
DELISTED
CIMAREX ENERGY CO
XEC
$340K 0.03%
+2,995
New +$299K
SWKS icon
357
Skyworks Solutions
SWKS
$9.36B
$339K 0.03%
+3,330
New +$345K
OSK icon
358
CALL
Oshkosh
OSK
$8.91B
$338K 0.03%
+4,100
New +$301K
VERI icon
359
Veritone
VERI
$99.5M
$338K 0.03%
+7,442
New +$138K
EWH icon
360
iShares MSCI Hong Kong ETF
EWH
$1.24B
$337K 0.03%
+13,649
New +$332K
FCX icon
361
Freeport-McMoran
FCX
$90.2B
$337K 0.03%
23,968
-45,999
-66% -$646K
QID icon
362
ProShares UltraShort QQQ
QID
$281M
$337K 0.03%
273
+77
+39% +$98.8K
CP icon
363
CALL
Canadian Pacific Kansas City
CP
$78B
$336K 0.03%
+10,000
New +$318K
DAL icon
364
Delta Air Lines
DAL
$57.9B
$336K 0.03%
6,964
-11,902
-63% -$593K
RGLD icon
365
Royal Gold
RGLD
$16.8B
$336K 0.03%
+3,900
New +$338K
ITCI
366
DELISTED
Intra-Cellular Therapies Inc.
ITCI
$335K 0.03%
+21,219
New +$311K
SAN icon
367
Banco Santander
SAN
$201B
$334K 0.03%
50,256
-45,216
-47% -$289K
META icon
368
Meta Platforms (Facebook)
META
$1.4T
$331K 0.03%
+1,938
New +$323K
PNC icon
369
PNC Financial Services
PNC
$99.7B
$330K 0.03%
2,452
-6,517
-73% -$836K
CPB icon
370
Campbell Soup
CPB
$6.55B
$328K 0.03%
+7,000
New +$355K
IBM icon
371
IBM
IBM
$208B
$328K 0.03%
2,365
-6,280
-73% -$875K
PCH
372
DELISTED
PotlatchDeltic
PCH
$327K 0.03%
+6,417
New +$304K
EWA icon
373
iShares MSCI Australia ETF
EWA
$1.39B
$326K 0.03%
14,535
-6,477
-31% -$146K
HOMB icon
374
Home BancShares
HOMB
$6.2B
$326K 0.03%
+12,941
New +$311K
ATHM icon
375
Autohome
ATHM
$2.67B
$325K 0.03%
+5,405
New +$309K
13 14
15
16 17

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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.