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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+2.81%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$525M
AUM Growth
+$15.2M
Cap. Flow
+$8.45M
Cap. Flow %
1.61%
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 Financials 17.17%
2 Healthcare 7.03%
3 Consumer Discretionary 4.92%
4 Industrials 4.31%
5 Technology 3.91%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLP icon
1
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$27M 5.15%
+492,303
New +$27.4M
RWR icon
2
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
$26.1M 4.97%
280,568
+209,820
+297% +$19.5M
XLU icon
3
State Street Utilities Select Sector SPDR ETF
XLU
$23.5B
$21.6M 4.12%
832,722
+655,848
+371% +$17.2M
XLY icon
4
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$19.3M 3.67%
+430,486
New +$19.3M
SPY icon
5
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$14.1M 2.68%
58,185
-85,542
-60% -$20.5M
BAC icon
6
Bank of America
BAC
$438B
$10.6M 2.02%
437,520
+391,223
+845% +$9.12M
XLK icon
7
State Street Technology Select Sector SPDR ETF
XLK
$112B
$10.2M 1.94%
372,768
+294,434
+376% +$8.1M
WFC icon
8
Wells Fargo
WFC
$263B
$7.99M 1.52%
144,181
+122,687
+571% +$6.57M
SHV icon
9
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$7.21M 1.37%
65,360
+62,413
+2,118% +$6.88M
ICF icon
10
iShares Select U.S. REIT ETF
ICF
$2.13B
$7.13M 1.36%
141,122
+124,126
+730% +$6.27M
BRK.B icon
11
Berkshire Hathaway Class B
BRK.B
$1.1T
$6.63M 1.26%
+39,174
New +$6.52M
CME icon
12
CME Group
CME
$93.4B
$6.29M 1.2%
50,246
+1,145
+2% +$137K
EZU icon
13
iShare MSCI Eurozone ETF
EZU
$9.45B
$5.92M 1.13%
+146,797
New +$5.87M
JPM icon
14
JPMorgan Chase
JPM
$947B
$5.62M 1.07%
61,433
+46,577
+314% +$4.02M
IBB icon
15
iShares Biotechnology ETF
IBB
$9.54B
$5.57M 1.06%
53,865
-72,930
-58% -$7.18M
VEA icon
16
Vanguard FTSE Developed Markets ETF
VEA
$226B
$5M 0.95%
120,920
+57,999
+92% +$2.36M
IAU icon
17
iShares Gold Trust
IAU
$62.5B
$4.48M 0.85%
+187,518
New +$4.54M
JNJ icon
18
Johnson & Johnson
JNJ
$643B
$3.88M 0.74%
29,301
-17,930
-38% -$2.29M
XOP icon
19
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.42B
$3.83M 0.73%
+30,020
New +$4.1M
BSV icon
20
Vanguard Short-Term Bond ETF
BSV
$44.7B
$3.2M 0.61%
40,080
+32,860
+455% +$2.62M
BND icon
21
Vanguard Total Bond Market
BND
$158B
$2.99M 0.57%
36,589
+33,913
+1,267% +$2.77M
VEU icon
22
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
$2.95M 0.56%
+58,898
New +$2.91M
ORCL icon
23
Oracle
ORCL
$347B
$2.9M 0.55%
57,859
+47,675
+468% +$2.17M
C icon
24
Citigroup
C
$221B
$2.86M 0.54%
42,709
-16,757
-28% -$1.03M
USMV icon
25
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
$2.81M 0.54%
57,532
+49,865
+650% +$2.43M
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 Financials at 17% of assets, up from 8.9% a quarter earlier, followed by Healthcare and Consumer Discretionary.

  • 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.