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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
IYM icon
76
iShares US Basic Materials ETF
IYM
$1.15B
$3.46M 0.32%
36,100
+32,404
+877% +$2.99M
IVV icon
77
iShares Core S&P 500 ETF
IVV
$872B
$3.43M 0.31%
13,549
+11,668
+620% +$2.9M
XBI icon
78
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$3.42M 0.31%
+39,477
New +$3.16M
VEU icon
79
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$3.41M 0.31%
64,754
+5,856
+10% +$303K
VOE icon
80
Vanguard Morningstar Mid-Cap Value ETF
VOE
$23.8B
$3.34M 0.31%
+31,638
New +$3.29M
VWO icon
81
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$3.28M 0.3%
75,287
+48,636
+182% +$2.1M
DSI icon
82
iShares MSCI KLD 400 Social ETF
DSI
$5.23B
$3.2M 0.29%
+69,004
New +$3.14M
IUSV icon
83
iShares Core S&P US Value ETF
IUSV
$27.2B
$3.2M 0.29%
+61,105
New +$3.14M
VCSH icon
84
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
$3.16M 0.29%
39,480
+12,306
+45% +$986K
HDV
85
iShares Core High Dividend ETF
HDV
$14.5B
$3.09M 0.28%
+179,935
New +$3.03M
ABEV icon
86
Ambev
ABEV
$48.2B
$3.09M 0.28%
+468,571
New +$2.9M
XRT icon
87
State Street SPDR S&P Retail ETF
XRT
$453M
$2.96M 0.27%
70,985
+15,495
+28% +$622K
SPYG icon
88
State Street SPDR Portfolio S&P 500 Growth ETF
SPYG
$51B
$2.93M 0.27%
+94,596
New +$2.88M
ILCB icon
89
iShares Morningstar US Equity ETF
ILCB
$1.26B
$2.93M 0.27%
+77,756
New +$2.89M
XAR icon
90
State Street SPDR S&P Aerospace & Defense ETF
XAR
$5.88B
$2.9M 0.26%
+36,334
New +$2.72M
IDU icon
91
iShares US Utilities ETF
IDU
$1.36B
$2.89M 0.26%
43,494
+40,148
+1,200% +$2.7M
IYJ icon
92
iShares US Industrials ETF
IYJ
$1.97B
$2.84M 0.26%
+41,054
New +$2.75M
AGG icon
93
iShares Core US Aggregate Bond ETF
AGG
$138B
$2.83M 0.26%
25,828
+3,251
+14% +$357K
IBB icon
94
iShares Biotechnology ETF
IBB
$9.52B
$2.76M 0.25%
24,843
-29,022
-54% -$3.1M
IYC icon
95
iShares US Consumer Discretionary ETF
IYC
$1.16B
$2.74M 0.25%
+66,824
New +$2.74M
SPHB icon
96
Invesco S&P 500 High Beta ETF
SPHB
$970M
$2.71M 0.25%
68,671
+59,091
+617% +$2.23M
IHF icon
97
iShares US Healthcare Providers ETF
IHF
$1.21B
$2.7M 0.25%
+91,305
New +$2.68M
VIOO icon
98
Vanguard S&P Small-Cap 600 ETF
VIOO
$4.15B
$2.66M 0.24%
+39,200
New +$2.5M
VIS icon
99
Vanguard Industrials ETF
VIS
$8.04B
$2.6M 0.24%
+19,387
New +$2.51M
SUSA icon
100
iShares ESG Optimized MSCI USA ETF
SUSA
$4B
$2.6M 0.24%
+49,706
New +$2.57M
2 3
4
5 6

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NOCM
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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.