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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
XLI icon
376
State Street Industrial Select Sector SPDR ETF
XLI
$30.6B
$290K 0.06%
4,262
-219
-5% -$14.6K
TXT icon
377
Textron
TXT
$13.9B
$288K 0.05%
6,120
+1,707
+39% +$80.3K
FPO
378
DELISTED
First Potomac Realty Trust
FPO
$287K 0.05%
+25,861
New +$281K
GOOS
379
Canada Goose Holdings
GOOS
$724M
$286K 0.05%
+14,494
New +$269K
SCHG icon
380
Schwab US Large-Cap Growth ETF
SCHG
$62.1B
$286K 0.05%
36,192
-24,016
-40% -$187K
STNG icon
381
Scorpio Tankers
STNG
$4.29B
$282K 0.05%
7,100
+2,068
+41% +$83.6K
CNC icon
382
Centene
CNC
$33.4B
$281K 0.05%
+7,042
New +$266K
HSBC icon
383
HSBC
HSBC
$350B
$280K 0.05%
6,607
-582
-8% -$22.6K
NOK icon
384
Nokia
NOK
$55.1B
$280K 0.05%
45,503
+17,894
+65% +$107K
PBYI icon
385
Puma Biotechnology
PBYI
$477M
$280K 0.05%
+3,207
New +$179K
DFT
386
DELISTED
DuPont Fabros Technology Inc.
DFT
$280K 0.05%
+4,580
New +$252K
BIG
387
DELISTED
Big Lots, Inc.
BIG
$278K 0.05%
+5,752
New +$280K
XL
388
DELISTED
XL Group Ltd.
XL
$278K 0.05%
6,354
+224
+4% +$9.44K
SAFM
389
DELISTED
Sanderson Farms Inc
SAFM
$277K 0.05%
+2,398
New +$279K
ADSK icon
390
Autodesk
ADSK
$47.3B
$276K 0.05%
+2,738
New +$271K
ALNY icon
391
Alnylam Pharmaceuticals
ALNY
$31.9B
$275K 0.05%
+3,452
New +$221K
QID icon
392
ProShares UltraShort QQQ
QID
$240M
$274K 0.05%
196
+28
+17% +$39.6K
SDY icon
393
State Street SPDR S&P Dividend ETF
SDY
$21.4B
$274K 0.05%
+3,083
New +$273K
CELG
394
DELISTED
Celgene Corp
CELG
$274K 0.05%
2,110
-4,609
-69% -$565K
ARCC icon
395
Ares Capital
ARCC
$13.9B
$273K 0.05%
+16,688
New +$281K
NJR icon
396
New Jersey Resources
NJR
$5.41B
$273K 0.05%
+6,868
New +$282K
AVB
397
DELISTED
AvalonBay Communities
AVB
$272K 0.05%
+1,413
New +$270K
NEA icon
398
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.18B
$271K 0.05%
19,782
-5,365
-21% -$73K
IBOC icon
399
International Bancshares
IBOC
$4.45B
$270K 0.05%
+7,695
New +$271K
MAR icon
400
Marriott International
MAR
$87.9B
$270K 0.05%
+2,694
New +$270K
14 15
16
17 18

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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.