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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
(+3%)
Cap. Flow
+$7.42M
Cap. Flow
% of AUM
1.41%
Top 10 Holdings %
Top 10 Hldgs %
28.79%
Holding
1,368
New
486
Increased
150
Reduced
175
Closed
537
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$27.4M |
| 2 |
State Street SPDR Dow Jones REIT ETF
RWR
|
+$19.5M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$19.3M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$17.2M |
| 5 |
Bank of America
BAC
|
+$9.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$20.5M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$15.8M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
+$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$11.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
VanEck Semiconductor ETF
SMH
$67.1B
| $453K | 0.09% |
+11,076
| New | +$457K |
|
227
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$259M
| $452K | 0.09% |
217
+138
| +175% | +$370K |
|
228
Tapestry
TPR
$23.4B
| $452K | 0.09% |
9,544
-6,126
| -39% | -$269K |
|
|
TSRO
229
DELISTED
TESARO, Inc.
TSRO
| $452K | 0.09% |
+3,233
| New | +$468K |
|
230
Chemours
CC
$2.21B
| $451K | 0.09% |
+11,887
| New | +$469K |
|
231
La-Z-Boy
LZB
$1.21B
| $451K | 0.09% |
13,887
+5,560
| +67% | +$156K |
|
|
Y
232
DELISTED
Alleghany Corp
Y
| $450K | 0.09% |
756
+338
| +81% | +$201K |
|
|
STI
233
DELISTED
SunTrust Banks, Inc.
STI
| $448K | 0.09% |
7,893
+4,224
| +115% | +$235K |
|
234
Bread Financial
BFH
$4.14B
| $446K | 0.08% |
2,178
+949
| +77% | +$189K |
|
235
VanEck Junior Gold Miners ETF
GDXJ
$8.92B
| $445K | 0.08% |
+13,332
| New | +$444K |
|
236
ON Semiconductor
ON
$28.5B
| $441K | 0.08% |
31,438
+19,079
| +154% | +$287K |
|
237
Weibo
WB
$1.62B
| $440K | 0.08% |
+6,614
| New | +$429K |
|
|
RTN
238
DELISTED
Raytheon Company
RTN
| $439K | 0.08% |
2,719
-2,005
| -42% | -$318K |
|
239
T-Mobile US
TMUS
$194B
| $433K | 0.08% |
+7,139
| New | +$465K |
|
240
Newmont
NEM
$131B
| $431K | 0.08% |
13,294
-7,746
| -37% | -$261K |
|
241
Principal Financial Group
PFG
$25.3B
| $431K | 0.08% |
+6,729
| New | +$427K |
|
|
RDUS
242
DELISTED
Radius Health, Inc.
RDUS
| $429K | 0.08% |
+9,484
| New | +$362K |
|
243
Markel Group
MKL
$22.2B
| $425K | 0.08% |
+436
| New | +$423K |
|
244
ServiceNow
NOW
$147B
| $424K | 0.08% |
20,000
+7,300
| +57% | +$143K |
|
245
Old National Bancorp
ONB
$9.87B
| $422K | 0.08% |
24,465
+3,866
| +19% | +$64.8K |
|
246
Halliburton
HAL
$29.7B
| $418K | 0.08% |
+9,789
| New | +$450K |
|
247
iShares US Treasury Bond ETF
GOVT
$41.3B
| $415K | 0.08% |
+16,421
| New | +$415K |
|
248
Gaming and Leisure Properties
GLPI
$11.8B
| $413K | 0.08% |
+10,971
| New | +$393K |
|
249
Invesco CurrencyShares Euro Currency Trust
FXE
$357M
| $410K | 0.08% |
+3,715
| New | +$396K |
|
250
CoStar Group
CSGP
$12.8B
| $409K | 0.08% |
15,510
-4,840
| -24% | -$118K |
|
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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.