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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 | |
|---|---|---|---|---|---|---|
301
Moody's
MCO
$80.9B
| $349K | 0.07% |
+2,870
| New | +$336K |
|
302
United Therapeutics
UTHR
$21.5B
| $349K | 0.07% |
+2,689
| New | +$335K |
|
303
McKesson
MCK
$105B
| $347K | 0.07% |
2,111
-37
| -2% | -$5.61K |
|
304
Franklin Templeton
BEN
$16.9B
| $346K | 0.07% |
+7,716
| New | +$330K |
|
|
TGI
305
DELISTED
Triumph Group
TGI
| $346K | 0.07% |
+10,965
| New | +$305K |
|
306
First Horizon
FHN
$11.6B
| $345K | 0.07% |
19,805
-4,462
| -18% | -$79.4K |
|
|
MORE
307
DELISTED
Monogram Residential Trust, Inc.
MORE
| $344K | 0.07% |
35,453
+15,105
| +74% | +$150K |
|
308
Intuitive Surgical
ISRG
$133B
| $343K | 0.07% |
3,303
-981
| -23% | -$94.3K |
|
309
SiriusXM
SIRI
$9.95B
| $343K | 0.07% |
6,271
-11,972
| -66% | -$612K |
|
310
Citizens Financial Group
CFG
$29.6B
| $342K | 0.07% |
9,598
+136
| +1% | +$4.82K |
|
311
Dell
DELL
$346B
| $342K | 0.07% |
+19,919
| New | +$365K |
|
312
CVS Health
CVS
$121B
| $341K | 0.06% |
4,239
+1,606
| +61% | +$127K |
|
313
Invesco QQQ Trust
QQQ
$474B
| $341K | 0.06% |
2,476
-922
| -27% | -$127K |
|
|
MBLY
314
DELISTED
Mobileye N.V.
MBLY
| $341K | 0.06% |
5,431
-17,205
| -76% | -$1.07M |
|
315
ProShares Ultra S&P500
SSO
$8.76B
| $340K | 0.06% |
30,416
-9,624
| -24% | -$105K |
|
|
AKS
316
DELISTED
AK Steel Holding Corp
AKS
| $340K | 0.06% |
51,709
+33,475
| +184% | +$210K |
|
317
State Street SPDR S&P Regional Banking ETF
KRE
$4.31B
| $337K | 0.06% |
6,132
-1,302
| -18% | -$70K |
|
318
JetBlue
JBLU
$1.61B
| $336K | 0.06% |
+14,712
| New | +$323K |
|
319
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$316M
| $336K | 0.06% |
9,381
-887
| -9% | -$32.8K |
|
|
TEF
320
DELISTED
Telefonica
TEF
| $335K | 0.06% |
39,872
-28,266
| -41% | -$253K |
|
321
Carvana
CVNA
$48.2B
| $334K | 0.06% |
+81,580
| New | +$223K |
|
322
Philip Morris
PM
$303B
| $333K | 0.06% |
2,838
-12,020
| -81% | -$1.39M |
|
|
RDC
323
DELISTED
Rowan Companies Plc
RDC
| $331K | 0.06% |
+32,346
| New | +$424K |
|
324
iShares US Basic Materials ETF
IYM
$1.18B
| $330K | 0.06% |
+3,696
| New | +$328K |
|
|
TWO
325
DELISTED
Two Harbors Investment
TWO
| $328K | 0.06% |
+4,139
| New | +$331K |
|
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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.