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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
GILD icon
51
Gilead Sciences
GILD
$182B
$1.58M 0.3%
22,360
-568
-2% -$37.8K
FEZ icon
52
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.36B
$1.56M 0.3%
+40,552
New +$1.56M
DD icon
53
DuPont de Nemours
DD
$17.1B
$1.55M 0.29%
9,699
+3,595
+59% +$571K
DVY icon
54
iShares Select Dividend ETF
DVY
$23.6B
$1.53M 0.29%
16,579
+14,036
+552% +$1.29M
MON
55
DELISTED
Monsanto Co
MON
$1.51M 0.29%
12,795
+1,933
+18% +$226K
KBE icon
56
State Street SPDR S&P Bank ETF
KBE
$1.57B
$1.5M 0.28%
34,400
+27,110
+372% +$1.15M
MMM icon
57
3M
MMM
$83.6B
$1.36M 0.26%
7,809
-12,915
-62% -$2.16M
MCD icon
58
McDonald's
MCD
$182B
$1.35M 0.26%
8,829
-23,799
-73% -$3.44M
CB icon
59
Chubb
CB
$130B
$1.34M 0.26%
+9,246
New +$1.3M
HEDJ icon
60
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.76B
$1.34M 0.26%
43,008
+36,356
+547% +$1.18M
RTX icon
61
RTX Corp
RTX
$263B
$1.33M 0.25%
17,365
-8,132
-32% -$609K
IVW icon
62
iShares S&P 500 Growth ETF
IVW
$76.1B
$1.33M 0.25%
+38,900
New +$1.32M
LOW icon
63
Lowe's Companies
LOW
$111B
$1.32M 0.25%
17,090
-10,399
-38% -$850K
BLUE
64
DELISTED
bluebird bio
BLUE
$1.32M 0.25%
970
+712
+276% +$859K
DVN icon
65
Devon Energy
DVN
$54.7B
$1.3M 0.25%
40,758
+33,809
+487% +$1.24M
WLL
66
DELISTED
Whiting Petroleum Corporation
WLL
$1.28M 0.24%
+773
New +$1.77M
IBM icon
67
IBM
IBM
$235B
$1.27M 0.24%
8,645
-1,119
-11% -$169K
TRV icon
68
Travelers Companies
TRV
$78.3B
$1.27M 0.24%
10,012
+3,646
+57% +$449K
XIV
69
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$1.23M 0.23%
14,720
+11,950
+431% +$919K
FTR
70
DELISTED
Frontier Communications Corp.
FTR
$1.18M 0.22%
67,564
+63,818
+1,704% +$1.46M
KATE
71
DELISTED
Kate Spade & Company
KATE
$1.16M 0.22%
62,619
+53,138
+560% +$979K
OEF icon
72
iShares S&P 100 ETF
OEF
$20.2B
$1.15M 0.22%
10,725
+8,268
+337% +$879K
PFF icon
73
iShares Preferred and Income Securities ETF
PFF
$12.7B
$1.14M 0.22%
+29,177
New +$1.14M
MET icon
74
MetLife
MET
$61.7B
$1.14M 0.22%
+23,225
New +$1.08M
EMLC icon
75
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$5.08B
$1.13M 0.22%
29,921
+21,899
+273% +$821K
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.