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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
V icon
176
Visa
V
$684B
$890K 0.08%
8,457
-2,611
-24% -$265K
FXI icon
177
iShares China Large-Cap ETF
FXI
$4.37B
$870K 0.08%
19,756
+9,677
+96% +$415K
SINA
178
DELISTED
Sina Corp
SINA
$861K 0.08%
7,513
+355
+5% +$35.9K
IWO icon
179
iShares Russell 2000 Growth ETF
IWO
$14.4B
$857K 0.08%
+4,789
New +$814K
TZA icon
180
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
$857K 0.08%
+157
New +$1.02M
WB icon
181
Weibo
WB
$1.99B
$851K 0.08%
8,598
+1,984
+30% +$175K
AGN
182
DELISTED
Allergan plc
AGN
$840K 0.08%
4,100
+3,121
+319% +$726K
LRGF icon
183
iShares US Equity Factor ETF
LRGF
$3.55B
$828K 0.08%
+27,670
New +$809K
VDE icon
184
Vanguard Energy ETF
VDE
$9.97B
$807K 0.07%
+8,624
New +$765K
CVX icon
185
Chevron
CVX
$383B
$806K 0.07%
6,856
-3,578
-34% -$391K
SPLK
186
DELISTED
Splunk Inc
SPLK
$793K 0.07%
+11,942
New +$748K
ITB icon
187
iShares US Home Construction ETF
ITB
$2.29B
$779K 0.07%
+21,326
New +$734K
FXN icon
188
First Trust Energy AlphaDEX Fund
FXN
$382M
$769K 0.07%
53,597
+9,547
+22% +$127K
UPRO icon
189
ProShares UltraPro S&P 500
UPRO
$5.13B
$763K 0.07%
39,294
+23,706
+152% +$433K
ORCL icon
190
Oracle
ORCL
$367B
$762K 0.07%
15,754
-42,105
-73% -$2.1M
OXY icon
191
Occidental Petroleum
OXY
$55.6B
$758K 0.07%
+11,806
New +$719K
ICF icon
192
iShares Select U.S. REIT ETF
ICF
$2.1B
$757K 0.07%
15,050
-126,072
-89% -$6.39M
TRV icon
193
Travelers Companies
TRV
$78.4B
$756K 0.07%
6,168
-3,844
-38% -$480K
FDS icon
194
CALL
Factset
FDS
$9.35B
$738K 0.07%
+4,100
New +$669K
FL
195
DELISTED
Foot Locker
FL
$738K 0.07%
+20,957
New +$881K
UNP icon
196
Union Pacific
UNP
$172B
$730K 0.07%
6,298
-1,050
-14% -$113K
HON icon
197
Honeywell
HON
$76.7B
$727K 0.07%
5,674
+3,576
+170% +$444K
FEZ icon
198
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
$724K 0.07%
17,562
-22,990
-57% -$916K
FDX icon
199
CALL
FedEx
FDX
$73B
$722K 0.07%
+3,200
New +$681K
CSX icon
200
CSX Corp
CSX
$93B
$714K 0.07%
+39,459
New +$677K
6 7
8
9 10

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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.