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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
INTU icon
351
Intuit
INTU
$88B
$309K 0.06%
2,327
-10,417
-82% -$1.35M
ALK icon
352
Alaska Air
ALK
$4.45B
$307K 0.06%
3,423
-6,933
-67% -$608K
BIVV
353
DELISTED
Bioverativ Inc. Common Stock
BIVV
$307K 0.06%
+5,094
New +$290K
JKHY icon
354
Jack Henry & Associates
JKHY
$10.8B
$306K 0.06%
+2,946
New +$294K
VGK icon
355
Vanguard FTSE Europe ETF
VGK
$30.1B
$306K 0.06%
5,542
-38,367
-87% -$2.09M
NWN icon
356
Northwest Natural Holdings
NWN
$2.03B
$305K 0.06%
5,091
+1,049
+26% +$63.4K
DBO icon
357
Invesco DB Oil Fund
DBO
$318M
$304K 0.06%
37,697
+22,834
+154% +$191K
ACAD icon
358
Acadia Pharmaceuticals
ACAD
$4.61B
$303K 0.06%
+10,864
New +$324K
ALKS icon
359
Alkermes
ALKS
$7.72B
$302K 0.06%
+5,217
New +$303K
HIG icon
360
Hartford Financial Services
HIG
$36.8B
$301K 0.06%
+5,724
New +$284K
EW icon
361
Edwards Lifesciences
EW
$49.4B
$299K 0.06%
7,593
-390
-5% -$14.2K
MFIC icon
362
MidCap Financial Investment
MFIC
$745M
$299K 0.06%
+15,576
New +$303K
VEON icon
363
VEON
VEON
$4.73B
$299K 0.06%
+3,058
New +$301K
AMGN icon
364
Amgen
AMGN
$203B
$298K 0.06%
1,730
+159
+10% +$25.9K
CRZO
365
DELISTED
Carrizo Oil & Gas Inc
CRZO
$298K 0.06%
17,097
+3,835
+29% +$89.1K
BIB icon
366
ProShares Ultra NASDAQ Biotechnology
BIB
$94.3M
$297K 0.06%
+5,559
New +$271K
EXAS
367
DELISTED
Exact Sciences
EXAS
$297K 0.06%
+8,385
New +$259K
OMER icon
368
Omeros
OMER
$1.24B
$296K 0.06%
+14,848
New +$259K
CXP
369
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$296K 0.06%
13,231
+164
+1% +$3.65K
FV icon
370
First Trust Dorsey Wright Focus 5 ETF
FV
$3.72B
$294K 0.06%
+11,827
New +$290K
PBCT
371
DELISTED
People's United Financial Inc
PBCT
$294K 0.06%
16,667
-24,313
-59% -$423K
LSTR icon
372
Landstar System
LSTR
$5.86B
$292K 0.06%
+3,408
New +$289K
LMT icon
373
Lockheed Martin
LMT
$123B
$291K 0.06%
1,050
-3,209
-75% -$882K
JBHT icon
374
JB Hunt Transport Services
JBHT
$25.6B
$290K 0.06%
3,176
+897
+39% +$79.3K
SPY icon
375
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$799B
$290K 0.06%
+1,200
New +$288K
13 14
15
16 17

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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.