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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
SCHX icon
101
Schwab US Large- Cap ETF
SCHX
$71.3B
$2.6M 0.24%
259,284
+191,106
+280% +$1.88M
LOW icon
102
Lowe's Companies
LOW
$118B
$2.56M 0.23%
32,002
+14,912
+87% +$1.14M
RWR icon
103
State Street SPDR Dow Jones REIT ETF
RWR
$1.87B
$2.52M 0.23%
27,240
-253,328
-90% -$23.5M
FNDX icon
104
Schwab Fundamental US Large Company Index ETF
FNDX
$26.7B
$2.44M 0.22%
+208,659
New +$2.39M
BSV icon
105
Vanguard Short-Term Bond ETF
BSV
$44.7B
$2.35M 0.22%
29,509
-10,571
-26% -$845K
BND icon
106
Vanguard Total Bond Market
BND
$158B
$2.3M 0.21%
28,016
-8,573
-23% -$703K
SPHD icon
107
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.35B
$2.25M 0.21%
+54,868
New +$2.22M
IYG icon
108
iShares US Financial Services ETF
IYG
$2.16B
$2.24M 0.2%
+56,064
New +$2.15M
SDY icon
109
State Street SPDR S&P Dividend ETF
SDY
$21.8B
$2.18M 0.2%
23,892
+20,809
+675% +$1.86M
VONG icon
110
Vanguard Russell 1000 Growth ETF
VONG
$42.5B
$2.13M 0.19%
+66,324
New +$2.08M
COL
111
DELISTED
Rockwell Collins
COL
$2.13M 0.19%
+16,282
New +$1.98M
IVOO icon
112
Vanguard S&P Mid-Cap 400 ETF
IVOO
$3.71B
$2.07M 0.19%
+34,218
New +$2.01M
EWG icon
113
iShares MSCI Germany ETF
EWG
$1.6B
$2.06M 0.19%
+63,369
New +$1.97M
DBEF icon
114
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.23B
$1.99M 0.18%
64,066
+50,526
+373% +$1.53M
PSI icon
115
Invesco Semiconductors ETF
PSI
$2.27B
$1.98M 0.18%
+120,372
New +$1.81M
KRE icon
116
State Street SPDR S&P Regional Banking ETF
KRE
$4.49B
$1.98M 0.18%
34,874
+28,742
+469% +$1.54M
USO icon
117
United States Oil Fund
USO
$2.12B
$1.95M 0.18%
23,402
+17,118
+272% +$1.35M
VDC icon
118
Vanguard Consumer Staples ETF
VDC
$8B
$1.86M 0.17%
+13,402
New +$1.89M
VOX icon
119
Vanguard Communication Services ETF
VOX
$5.52B
$1.85M 0.17%
+20,033
New +$1.85M
IAU icon
120
iShares Gold Trust
IAU
$63.8B
$1.81M 0.17%
73,591
-113,927
-61% -$2.8M
SCHA icon
121
Schwab U.S Small- Cap ETF
SCHA
$22.3B
$1.76M 0.16%
+104,440
New +$1.68M
XLU icon
122
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$1.71M 0.16%
64,288
-768,434
-92% -$20.6M
IDXX icon
123
Idexx Laboratories
IDXX
$44.1B
$1.68M 0.15%
+10,774
New +$1.7M
XMLV icon
124
Invesco S&P MidCap Low Volatility ETF
XMLV
$753M
$1.55M 0.14%
+35,230
New +$1.53M
DGRO icon
125
iShares Core Dividend Growth ETF
DGRO
$42.8B
$1.53M 0.14%
+47,216
New +$1.5M
3 4
5
6 7

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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.