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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
KALU icon
1026
Kaiser Aluminum
KALU
$2.45B
– –
-2,719
Closed -$217K
KBWB icon
1027
Invesco KBW Bank ETF
KBWB
$6.74B
– –
-8,459
Closed -$402K
KEYS icon
1028
Keysight
KEYS
$53.3B
– –
-10,410
Closed -$376K
KMB icon
1029
Kimberly-Clark
KMB
$32.8B
– –
-7,612
Closed -$1M
KO icon
1030
Coca-Cola
KO
$382B
– –
-29,643
Closed -$1.26M
KPRX icon
1031
Kiora Pharmaceuticals
KPRX
$11.5M
– –
-2
Closed -$26K
KR icon
1032
Kroger
KR
$37.1B
– –
-26,582
Closed -$784K
KRNY icon
1033
Kearny Financial
KRNY
$620M
– –
-17,748
Closed -$267K
LAMR icon
1034
Lamar Advertising Co
LAMR
$15B
– –
-2,948
Closed -$220K
LH icon
1035
Labcorp
LH
$26.3B
– –
-1,965
Closed -$242K
LLY icon
1036
Eli Lilly
LLY
$1.01T
– –
-8,977
Closed -$755K
LPSN
1037
DELISTED
LivePerson
LPSN
– –
-989
Closed -$102K
LRCX icon
1038
Lam Research
LRCX
$339B
– –
-17,340
Closed -$223K
LULU icon
1039
lululemon athletica
LULU
$10.9B
– –
-5,312
Closed -$276K
LYB icon
1040
LyondellBasell Industries
LYB
$21.1B
– –
-6,941
Closed -$633K
M icon
1041
Macy's
M
$5.77B
– –
-22,868
Closed -$678K
MA icon
1042
Mastercard
MA
$502B
– –
-2,532
Closed -$285K
MAS icon
1043
Masco
MAS
$13.6B
– –
-5,946
Closed -$202K
MASI
1044
DELISTED
Masimo
MASI
– –
-6,247
Closed -$583K
MDYV icon
1045
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.77B
– –
-4,614
Closed -$222K
META icon
1046
Meta Platforms (Facebook)
META
$1.71T
– –
-12,023
Closed -$1.71M
MGA icon
1047
Magna International
MGA
$17B
– –
-7,743
Closed -$334K
MGNI icon
1048
Magnite
MGNI
$3.4B
– –
-10,210
Closed -$60K
MHK icon
1049
Mohawk Industries
MHK
$8.74B
– –
-1,788
Closed -$410K
KG
1050
Kestrel Group
KG
$47.7M
– –
-734
Closed -$206K
40 41
42
43 44

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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.