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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
GD icon
326
General Dynamics
GD
$97B
$325K 0.06%
1,642
-1,669
-50% -$327K
SWK icon
327
Stanley Black & Decker
SWK
$13.4B
$325K 0.06%
2,308
-12
-0.5% -$1.65K
TWX
328
DELISTED
Time Warner Inc
TWX
$324K 0.06%
3,228
-836
-21% -$82.8K
RDS.B
329
DELISTED
Royal Dutch Shell PLC ADS Class B
RDS.B
$323K 0.06%
+5,943
New +$331K
JRVR icon
330
James River Group Holdings
JRVR
$182M
$321K 0.06%
+8,075
New +$331K
ELV icon
331
Elevance Health
ELV
$90.6B
$320K 0.06%
1,702
-1,205
-41% -$217K
GNL icon
332
Global Net Lease
GNL
$2.08B
$320K 0.06%
+14,368
New +$330K
LVS icon
333
Las Vegas Sands
LVS
$26.7B
$320K 0.06%
+5,005
New +$300K
ZION icon
334
Zions Bancorporation
ZION
$9.92B
$319K 0.06%
7,271
+281
+4% +$11.6K
DLR icon
335
Digital Realty Trust
DLR
$66.5B
$318K 0.06%
+2,812
New +$322K
NVO
336
Novo Nordisk
NVO
$188B
$318K 0.06%
+14,806
New +$299K
ESPR
337
DELISTED
Esperion Therapeutics
ESPR
$317K 0.06%
+6,857
New +$252K
UVXY icon
338
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$303M
$317K 0.06%
+1
New +$657K
AABA
339
DELISTED
Altaba Inc
AABA
$317K 0.06%
+5,819
New +$317K
CWB icon
340
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.5B
$315K 0.06%
+6,349
New +$311K
NTRS icon
341
Northern Trust
NTRS
$32.7B
$315K 0.06%
+3,239
New +$291K
VRTU
342
DELISTED
Virtusa Corporation
VRTU
$315K 0.06%
+10,698
New +$314K
CTSH icon
343
Cognizant
CTSH
$28.5B
$314K 0.06%
+4,736
New +$301K
VRTX icon
344
Vertex Pharmaceuticals
VRTX
$130B
$313K 0.06%
+2,431
New +$293K
SCHD icon
345
Schwab US Dividend Equity ETF
SCHD
$112B
$312K 0.06%
+20,754
New +$311K
GNW icon
346
Genworth Financial
GNW
$3.78B
$311K 0.06%
82,429
+33,810
+70% +$128K
SPXU icon
347
ProShares UltraPro Short S&P 500
SPXU
$447M
$311K 0.06%
+50
New +$326K
DECK icon
348
Deckers Outdoor
DECK
$10.6B
$310K 0.06%
+27,270
New +$284K
LUV icon
349
Southwest Airlines
LUV
$19.2B
$310K 0.06%
4,983
-4,984
-50% -$290K
MO icon
350
Altria Group
MO
$117B
$310K 0.06%
4,161
-17,116
-80% -$1.25M
12 13
14
15 16

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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.