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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
SOXX icon
26
iShares Semiconductor ETF
SOXX
$42.5B
$2.6M 0.49%
+55,638
New +$2.62M
GS icon
27
Goldman Sachs
GS
$288B
$2.58M 0.49%
11,627
+6,489
+126% +$1.44M
REM icon
28
iShares Mortgage Real Estate ETF
REM
$512M
$2.56M 0.49%
+55,209
New +$2.56M
AGG icon
29
iShares Core US Aggregate Bond ETF
AGG
$137B
$2.47M 0.47%
+22,577
New +$2.47M
SH icon
30
ProShares Short S&P500
SH
$916M
$2.35M 0.45%
+17,549
New +$2.38M
XRT icon
31
State Street SPDR S&P Retail ETF
XRT
$406M
$2.26M 0.43%
55,490
-26,065
-32% -$1.08M
VCSH icon
32
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.4B
$2.17M 0.41%
27,174
+20,857
+330% +$1.67M
USB icon
33
US Bancorp
USB
$97.7B
$2.11M 0.4%
+40,658
New +$2.09M
BA icon
34
Boeing
BA
$166B
$2.11M 0.4%
10,651
-6,744
-39% -$1.26M
EWT icon
35
iShares MSCI Taiwan ETF
EWT
$11.6B
$2.1M 0.4%
58,857
+44,807
+319% +$1.54M
LEA icon
36
Lear
LEA
$6.45B
$2.1M 0.4%
14,762
+7,915
+116% +$1.12M
VTI icon
37
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
$2.05M 0.39%
16,464
+14,592
+779% +$1.8M
AMAT icon
38
Applied Materials
AMAT
$337B
$2M 0.38%
48,314
+36,351
+304% +$1.54M
RF icon
39
Regions Financial
RF
$25.7B
$1.95M 0.37%
+133,444
New +$1.88M
AMZN icon
40
Amazon
AMZN
$2.73T
$1.86M 0.35%
38,340
-18,660
-33% -$890K
DD
41
DELISTED
Du Pont De Nemours E I
DD
$1.84M 0.35%
22,837
-3,504
-13% -$280K
EEM icon
42
iShares MSCI Emerging Markets ETF
EEM
$30.7B
$1.84M 0.35%
+44,449
New +$1.81M
SO icon
43
Southern Company
SO
$100B
$1.79M 0.34%
37,297
+20,384
+121% +$1.02M
JD icon
44
JD.com
JD
$36.8B
$1.76M 0.34%
+44,903
New +$1.69M
XOM icon
45
ExxonMobil
XOM
$679B
$1.7M 0.32%
21,016
+11,821
+129% +$967K
CMA
46
DELISTED
Comerica
CMA
$1.63M 0.31%
+22,275
New +$1.56M
EWU icon
47
iShares MSCI United Kingdom ETF
EWU
$3.72B
$1.63M 0.31%
48,763
-11,647
-19% -$391K
AXP icon
48
American Express
AXP
$221B
$1.6M 0.31%
19,045
+16,183
+565% +$1.28M
UNH icon
49
UnitedHealth
UNH
$344B
$1.6M 0.3%
8,634
-9,281
-52% -$1.63M
HYG icon
50
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$1.59M 0.3%
17,988
+12,402
+222% +$1.09M
1
2
3 4 5

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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.