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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
CAT icon
101
Caterpillar
CAT
$360B
$949K 0.18%
8,827
-13,218
-60% -$1.34M
BABA icon
102
Alibaba
BABA
$272B
$943K 0.18%
+6,693
New +$826K
ABBV icon
103
AbbVie
ABBV
$465B
$940K 0.18%
12,966
-14,661
-53% -$986K
PTLA
104
DELISTED
Portola Pharmaceuticals, Inc.
PTLA
$938K 0.18%
+16,695
New +$669K
IYR icon
105
iShares US Real Estate ETF
IYR
$4.27B
$932K 0.18%
11,681
-141,285
-92% -$11.2M
SLV icon
106
iShares Silver Trust
SLV
$31B
$918K 0.17%
58,438
+34,103
+140% +$555K
PANW icon
107
Palo Alto Networks
PANW
$307B
$914K 0.17%
+40,980
New +$828K
RHT
108
DELISTED
Red Hat Inc
RHT
$904K 0.17%
9,441
+5,481
+138% +$489K
XSD icon
109
State Street SPDR S&P Semiconductor ETF
XSD
$2.59B
$896K 0.17%
14,534
-23,703
-62% -$1.46M
MRO
110
DELISTED
Marathon Oil Corporation
MRO
$892K 0.17%
75,282
+57,803
+331% +$809K
DHR icon
111
Danaher
DHR
$147B
$884K 0.17%
11,819
+3,762
+47% +$282K
NXPI icon
112
NXP Semiconductors
NXPI
$57.1B
$882K 0.17%
+8,056
New +$863K
OLED icon
113
Universal Display
OLED
$3.58B
$877K 0.17%
+8,025
New +$845K
FULT icon
114
Fulton Financial
FULT
$4.53B
$869K 0.17%
45,716
+2,161
+5% +$39.3K
SCHO icon
115
Schwab Short-Term US Treasury ETF
SCHO
$15.3B
$864K 0.16%
34,262
+24,956
+268% +$630K
DBEU icon
116
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$768M
$841K 0.16%
+30,730
New +$856K
FCX icon
117
Freeport-McMoran
FCX
$99.6B
$840K 0.16%
69,967
+7,673
+12% +$93.1K
BLK icon
118
Blackrock
BLK
$164B
$835K 0.16%
1,976
-1,525
-44% -$608K
SIVB
119
DELISTED
SVB Financial Group
SIVB
$832K 0.16%
4,731
+2,683
+131% +$481K
BIL icon
120
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$829K 0.16%
9,063
-6,414
-41% -$586K
GUNR icon
121
Northern Trust Morningstar Global Upstream Natural Resources ETF
GUNR
$7.32B
$823K 0.16%
+28,805
New +$838K
UNP icon
122
Union Pacific
UNP
$169B
$800K 0.15%
7,348
-14,222
-66% -$1.55M
PRU icon
123
Prudential Financial
PRU
$41.2B
$789K 0.15%
+7,297
New +$775K
NVDA icon
124
NVIDIA
NVDA
$5.12T
$776K 0.15%
214,840
-156,240
-42% -$496K
AMP icon
125
Ameriprise Financial
AMP
$49.4B
$765K 0.15%
+6,012
New +$763K
3 4
5
6 7

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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.