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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+2.81%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$525M
AUM Growth
+$15.2M
Cap. Flow
+$7.42M
Cap. Flow %
1.41%
Top 10 Hldgs %
28.79%
Holding
1,368
New
486
Increased
150
Reduced
175
Closed
537

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$27.4M
2
RWR icon
State Street SPDR Dow Jones REIT ETF
RWR
+$19.5M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$19.3M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$17.2M
5
BAC icon
Bank of America
BAC
+$9.12M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$20.5M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$15.8M
3
IVE icon
iShares S&P 500 Value ETF
IVE
+$11.5M
4
IYR icon
iShares US Real Estate ETF
IYR
+$11.2M
5
XBI icon
State Street SPDR S&P Biotech ETF
XBI
+$10.2M

Sector Composition

Rank Sector Weight
1 Miscellaneous 50.9%
2 Financials 17.17%
3 Healthcare 7.67%
4 Consumer Discretionary 4.96%
5 Industrials 4.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SIMO icon
251
Silicon Motion
SIMO
$8.11B
$409K 0.08%
+8,488
New +$420K
NSC icon
252
Norfolk Southern
NSC
$71.9B
$408K 0.08%
3,350
-616
-16% -$72.4K
DBEF icon
253
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.19B
$406K 0.08%
+13,540
New +$411K
STT icon
254
State Street
STT
$50.9B
$406K 0.08%
+4,520
New +$376K
ALXN
255
DELISTED
Alexion Pharmaceuticals
ALXN
$406K 0.08%
+3,334
New +$388K
FXI icon
256
iShares China Large-Cap ETF
FXI
$4.1B
$400K 0.08%
+10,079
New +$395K
DOC
257
DELISTED
PHYSICIANS REALTY TRUST
DOC
$400K 0.08%
+19,853
New +$403K
CEF icon
258
Sprott Physical Gold and Silver Trust
CEF
$7.61B
$399K 0.08%
32,334
+20,629
+176% +$260K
EXEL icon
259
Exelixis
EXEL
$14.1B
$399K 0.08%
16,197
-4,699
-22% -$99.4K
F icon
260
Ford
F
$53.8B
$397K 0.08%
35,485
+21,897
+161% +$245K
BSX icon
261
Boston Scientific
BSX
$63.6B
$396K 0.08%
14,274
+4,118
+41% +$109K
MT icon
262
ArcelorMittal
MT
$55.2B
$396K 0.08%
17,441
+9,614
+123% +$215K
SPLS
263
DELISTED
Staples Inc
SPLS
$394K 0.08%
+39,166
New +$366K
HDS
264
DELISTED
HD Supply Holdings, Inc.
HDS
$391K 0.07%
12,777
+6,190
+94% +$234K
VRE
265
DELISTED
Veris Residential
VRE
$389K 0.07%
+14,351
New +$394K
YUMC icon
266
Yum China
YUMC
$14.2B
$388K 0.07%
+9,844
New +$355K
PX
267
DELISTED
Praxair Inc
PX
$384K 0.07%
2,895
+133
+5% +$17.1K
BCE icon
268
BCE
BCE
$21.4B
$383K 0.07%
+8,503
New +$383K
FDN icon
269
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.31B
$383K 0.07%
+4,045
New +$376K
ASB icon
270
Associated Banc-Corp
ASB
$5.73B
$378K 0.07%
14,991
+341
+2% +$8.38K
BB icon
271
BlackBerry
BB
$4.57B
$376K 0.07%
37,682
+403
+1% +$3.96K
ABT icon
272
Abbott
ABT
$177B
$374K 0.07%
7,704
-8,702
-53% -$394K
HPQ icon
273
HP
HPQ
$30.5B
$374K 0.07%
21,369
-33,014
-61% -$606K
IVZ icon
274
Invesco
IVZ
$13.6B
$374K 0.07%
+10,634
New +$347K
CW icon
275
Curtiss-Wright
CW
$20.8B
$373K 0.07%
+4,068
New +$367K
9 10
11
12 13

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Two Sigma Securities's Q2 2017 Portfolio in Review

As of Q2 2017, Two Sigma Securities held 1,368 positions worth $525M, up 3% from $510M the previous quarter. Its ten largest holdings account for 29% of the portfolio.

Two Sigma Securities's Q2 2017 filing shows 486 new, 150 increased, 175 reduced and 537 closed positions. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 492,303 shares worth $27M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $20.5M.

By sector, the portfolio is most concentrated in Miscellaneous at 51% of assets, up from 44% a quarter earlier, followed by Financials and Healthcare.

  • Two Sigma Securities's largest Q2 2017 buy was State Street Consumer Staples Select Sector SPDR ETF: 492,303 shares worth $27M.
  • Two Sigma Securities added most to State Street SPDR Dow Jones REIT ETF in Q2 2017, an estimated $19.5M increase.
  • Two Sigma Securities's biggest Q2 2017 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $20.5M.
  • Two Sigma Securities fully exited iShares S&P 500 Value ETF in Q2 2017, selling an estimated $11.5M.
  • Two Sigma Securities's ten largest holdings make up 29% of its $525M portfolio in Q2 2017.
  • Two Sigma Securities opened 486 new positions and closed 537 in Q2 2017.
  • Two Sigma Securities's portfolio value rose 3% quarter-over-quarter to $525M.

Based on Two Sigma Securities's 13F filing for Q2 2017, filed 14 Aug 2017.