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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
PNC icon
76
PNC Financial Services
PNC
$97.4B
$1.12M 0.21%
+8,969
New +$1.08M
EA
77
DELISTED
Electronic Arts
EA
$1.12M 0.21%
10,563
+8,270
+361% +$852K
GOOGL icon
78
Alphabet (Google) Class A
GOOGL
$4.27T
$1.12M 0.21%
24,040
-620
-3% -$29K
MS icon
79
Morgan Stanley
MS
$337B
$1.11M 0.21%
+24,965
New +$1.08M
MRSH
80
Marsh
MRSH
$84.4B
$1.11M 0.21%
14,242
+4,521
+47% +$341K
MRK icon
81
Merck
MRK
$357B
$1.1M 0.21%
17,937
-22,737
-56% -$1.38M
CVX icon
82
Chevron
CVX
$416B
$1.09M 0.21%
10,434
-1,352
-11% -$143K
VWO icon
83
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$1.09M 0.21%
26,651
+2,942
+12% +$119K
FDX icon
84
FedEx
FDX
$74B
$1.07M 0.2%
4,942
+1,813
+58% +$358K
EFA icon
85
iShares MSCI EAFE ETF
EFA
$78.2B
$1.07M 0.2%
+16,449
New +$1.06M
XPH icon
86
State Street SPDR S&P Pharmaceuticals ETF
XPH
$591M
$1.07M 0.2%
24,767
-100,566
-80% -$4.24M
MGM icon
87
MGM Resorts International
MGM
$10B
$1.06M 0.2%
33,749
+12,987
+63% +$401K
VT icon
88
Vanguard Total World Stock ETF
VT
$81B
$1.04M 0.2%
+15,440
New +$1.03M
GGB icon
89
Gerdau
GGB
$10.1B
$1.04M 0.2%
+430,164
New +$1.02M
WYNN icon
90
Wynn Resorts
WYNN
$9.04B
$1.04M 0.2%
7,758
+5,390
+228% +$678K
CLVS
91
DELISTED
Clovis Oncology, Inc.
CLVS
$1.04M 0.2%
+11,100
New +$679K
V icon
92
Visa
V
$701B
$1.04M 0.2%
11,068
-3,960
-26% -$368K
BHC icon
93
Bausch Health
BHC
$2.21B
$1.03M 0.2%
+59,850
New +$717K
DAL icon
94
Delta Air Lines
DAL
$52.5B
$1.01M 0.19%
18,866
+4,521
+32% +$222K
AZO icon
95
AutoZone
AZO
$47B
$1.01M 0.19%
1,772
+1,193
+206% +$777K
BMRN icon
96
BioMarin Pharmaceuticals
BMRN
$12.7B
$980K 0.19%
+10,786
New +$981K
CAG icon
97
Conagra Brands
CAG
$7.01B
$973K 0.19%
27,207
+22,127
+436% +$857K
APC
98
DELISTED
Anadarko Petroleum
APC
$954K 0.18%
21,036
+15,717
+295% +$834K
PDCE
99
DELISTED
PDC Energy, Inc.
PDCE
$952K 0.18%
22,079
+16,774
+316% +$883K
LYG icon
100
Lloyds Banking Group
LYG
$85.2B
$951K 0.18%
269,481
+39,600
+17% +$141K
2 3
4
5 6

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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.