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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
WBD icon
376
Warner Bros
WBD
$65.9B
$322K 0.03%
+15,132
New +$356K
SNA icon
377
Snap-on
SNA
$21.3B
$319K 0.03%
+2,144
New +$322K
NGD
378
DELISTED
New Gold Inc
NGD
$318K 0.03%
85,835
+39,623
+86% +$137K
SRLN icon
379
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$317K 0.03%
+6,684
New +$317K
ZNGA
380
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$317K 0.03%
83,948
+24,431
+41% +$90K
TMO icon
381
Thermo Fisher Scientific
TMO
$214B
$316K 0.03%
1,672
+415
+33% +$75.2K
DOG
382
ProShares Short Dow30
DOG
$110M
$314K 0.03%
4,744
-2,983
-39% -$203K
NWE icon
383
NorthWestern Energy
NWE
$4.24B
$314K 0.03%
+5,508
New +$329K
BKH icon
384
Black Hills Corp
BKH
$5.42B
$311K 0.03%
+4,513
New +$313K
PSQ icon
385
ProShares Short QQQ
PSQ
$822M
$311K 0.03%
+1,632
New +$317K
MPC icon
386
Marathon Petroleum
MPC
$92.3B
$310K 0.03%
+5,525
New +$296K
TWM icon
387
ProShares UltraShort Russell2000
TWM
$44.2M
$310K 0.03%
+828
New +$347K
EQT icon
388
EQT Corp
EQT
$33.3B
$309K 0.03%
+8,693
New +$296K
INGN icon
389
Inogen
INGN
$174M
$309K 0.03%
+3,250
New +$313K
NWG icon
390
NatWest
NWG
$75.5B
$309K 0.03%
+39,406
New +$286K
UL icon
391
Unilever
UL
$137B
$309K 0.03%
+4,734
New +$304K
ANDV
392
CALL
DELISTED
Andeavor
ANDV
$309K 0.03%
+3,000
New +$295K
FENY icon
393
Fidelity MSCI Energy Index ETF
FENY
$2.01B
$307K 0.03%
+16,183
New +$291K
NVDA icon
394
NVIDIA
NVDA
$4.87T
$307K 0.03%
68,800
-146,040
-68% -$607K
EXC icon
395
Exelon
EXC
$47.1B
$305K 0.03%
+11,334
New +$303K
IVR icon
396
Invesco Mortgage Capital
IVR
$759M
$305K 0.03%
+1,780
New +$300K
IXC icon
397
iShares Global Energy ETF
IXC
$2.8B
$304K 0.03%
+8,946
New +$285K
WFC.PRL icon
398
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.7B
$304K 0.03%
+231
New +$307K
CBU icon
399
Community Bank
CBU
$3.4B
$303K 0.03%
5,477
+947
+21% +$50.6K
PDS
400
Precision Drilling
PDS
$1B
$303K 0.03%
+4,861
New +$282K
14 15
16
17 18

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OAM
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NOCM
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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.