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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
EFA icon
201
iShares MSCI EAFE ETF
EFA
$78.5B
$714K 0.07%
10,420
-6,029
-37% -$403K
BABA icon
202
Alibaba
BABA
$279B
$712K 0.07%
4,125
-2,568
-38% -$416K
PEG icon
203
Public Service Enterprise Group
PEG
$38.6B
$709K 0.06%
15,319
+3,559
+30% +$161K
TQQQ icon
204
ProShares UltraPro QQQ
TQQQ
$31.4B
$706K 0.06%
148,224
+84,072
+131% +$384K
SDS icon
205
ProShares UltraShort S&P500
SDS
$420M
$704K 0.06%
604
+146
+32% +$178K
VAW icon
206
Vanguard Materials ETF
VAW
$3.02B
$703K 0.06%
+5,467
New +$680K
CRM icon
207
Salesforce
CRM
$148B
$702K 0.06%
+7,518
New +$692K
KMB icon
208
Kimberly-Clark
KMB
$36.6B
$699K 0.06%
+5,941
New +$725K
CTLT
209
DELISTED
CATALENT, INC.
CTLT
$699K 0.06%
17,513
+11,731
+203% +$434K
XIV
210
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$699K 0.06%
7,166
-7,554
-51% -$660K
MRK icon
211
Merck
MRK
$321B
$693K 0.06%
11,344
-6,593
-37% -$400K
FCG icon
212
First Trust Natural Gas ETF
FCG
$635M
$690K 0.06%
+31,716
New +$640K
MDLZ icon
213
Mondelez International
MDLZ
$80.5B
$685K 0.06%
+16,838
New +$715K
RAD
214
DELISTED
Rite Aid Corporation
RAD
$680K 0.06%
17,356
+5,957
+52% +$282K
STL
215
DELISTED
Sterling Bancorp
STL
$676K 0.06%
+27,420
New +$625K
CMI icon
216
CALL
Cummins
CMI
$87.3B
$672K 0.06%
+4,000
New +$647K
SIRI icon
217
SiriusXM
SIRI
$10.4B
$672K 0.06%
12,170
+5,899
+94% +$326K
VO icon
218
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$667K 0.06%
+18,152
New +$655K
GOOG icon
219
Alphabet (Google) Class C
GOOG
$4.08T
$661K 0.06%
+13,780
New +$642K
CSGP icon
220
CoStar Group
CSGP
$11.9B
$656K 0.06%
24,440
+8,930
+58% +$248K
EL icon
221
CALL
Estee Lauder
EL
$30.7B
$647K 0.06%
+6,000
New +$616K
PWV icon
222
Invesco Large Cap Value ETF
PWV
$1.68B
$629K 0.06%
+16,839
New +$614K
C icon
223
Citigroup
C
$222B
$622K 0.06%
8,547
-34,162
-80% -$2.33M
VTI icon
224
Vanguard Morningstar Total Stock Market ETF
VTI
$657B
$619K 0.06%
4,776
-11,688
-71% -$1.48M
EPI icon
225
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$616K 0.06%
+24,462
New +$636K
7 8
9
10 11

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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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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.