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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
REGN icon
276
Regeneron Pharmaceuticals
REGN
$79.7B
$373K 0.07%
+760
New +$333K
PPL
277
PPL Corp
PPL
$25B
$370K 0.07%
9,558
+1,054
+12% +$40.8K
KEX icon
278
Kirby Corp
KEX
$7.34B
$369K 0.07%
+5,516
New +$376K
BBD icon
279
Banco Bradesco
BBD
$37B
$368K 0.07%
76,041
-43,779
-37% -$222K
TSLA icon
280
Tesla
TSLA
$1.41T
$368K 0.07%
15,285
-23,100
-60% -$508K
VTR icon
281
Ventas
VTR
$45.4B
$368K 0.07%
+5,293
New +$352K
NBIX icon
282
Neurocrine Biosciences
NBIX
$15.2B
$367K 0.07%
+7,973
New +$387K
ISBC
283
DELISTED
Investors Bancorp, Inc.
ISBC
$367K 0.07%
+27,482
New +$376K
SOXL icon
284
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$17.5B
$365K 0.07%
+67,110
New +$382K
VV icon
285
Vanguard Morningstar Large-Cap ETF
VV
$53.7B
$365K 0.07%
+3,286
New +$361K
AKAM icon
286
Akamai
AKAM
$15.1B
$360K 0.07%
7,224
+3,364
+87% +$178K
XRX icon
287
Xerox
XRX
$454M
$360K 0.07%
12,522
-1,634
-12% -$46.2K
ANW
288
DELISTED
Aegean Marine Petroleum Network
ANW
$360K 0.07%
+61,567
New +$540K
LQD icon
289
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.1B
$358K 0.07%
2,970
-4,209
-59% -$503K
RSPT icon
290
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.82B
$357K 0.07%
+28,640
New +$356K
KITE
291
DELISTED
Kite Pharma, Inc.
KITE
$357K 0.07%
+3,439
New +$281K
SPHB icon
292
Invesco S&P 500 High Beta ETF
SPHB
$870M
$356K 0.07%
9,580
+348
+4% +$12.9K
SRPT icon
293
Sarepta Therapeutics
SRPT
$2.19B
$356K 0.07%
+10,566
New +$344K
WTW icon
294
Willis Towers Watson
WTW
$29.9B
$356K 0.07%
+2,450
New +$342K
ECL icon
295
Ecolab
ECL
$77B
$355K 0.07%
2,676
+296
+12% +$38.2K
FDL icon
296
First Trust Morningstar Dividend Leaders Index Fund
FDL
$8.01B
$355K 0.07%
12,635
+4,568
+57% +$130K
SVXY icon
297
ProShares Short VIX Short-Term Futures ETF
SVXY
$258M
$354K 0.07%
2,197
-820
-27% -$122K
IWB icon
298
iShares Russell 1000 ETF
IWB
$48.4B
$350K 0.07%
2,586
-919
-26% -$123K
WGO icon
299
Winnebago Industries
WGO
$772M
$350K 0.07%
+9,988
New +$280K
VALE.P
300
DELISTED
Vale S A
VALE.P
$350K 0.07%
42,989
-13,598
-24% -$110K
10 11
12
13 14

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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.