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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 | |
|---|---|---|---|---|---|---|
401
ProShares UltraPro S&P 500
UPRO
$5.27B
| $270K | 0.05% |
15,588
-3,072
| -16% | -$51.5K |
|
402
America Movil
AMX
$69.4B
| $269K | 0.05% |
+16,921
| New | +$262K |
|
403
Marvell Technology
MRVL
$199B
| $268K | 0.05% |
+16,232
| New | +$262K |
|
404
Novartis
NVS
$263B
| $268K | 0.05% |
3,588
-586
| -14% | -$41.5K |
|
405
Red Robin
RRGB
$137M
| $268K | 0.05% |
+4,101
| New | +$260K |
|
|
BCR
406
DELISTED
CR Bard Inc.
BCR
| $268K | 0.05% |
849
-16
| -2% | -$4.75K |
|
407
Loews
L
$22.3B
| $265K | 0.05% |
+5,653
| New | +$265K |
|
408
Ligand Pharmaceuticals
LGND
$5.52B
| $265K | 0.05% |
+3,498
| New | +$245K |
|
409
iShares MSCI Switzerland ETF
EWL
$2.31B
| $264K | 0.05% |
7,688
-3,169
| -29% | -$107K |
|
410
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$704M
| $264K | 0.05% |
7,470
-6,232
| -45% | -$216K |
|
411
Invesco DB US Dollar Index Bullish Fund
UUP
$322M
| $262K | 0.05% |
+10,594
| New | +$269K |
|
412
ProShares UltraPro QQQ
TQQQ
$34.1B
| $261K | 0.05% |
+64,152
| New | +$263K |
|
413
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$469M
| $260K | 0.05% |
+206
| New | +$208K |
|
414
Melco Resorts & Entertainment
MLCO
$1.76B
| $260K | 0.05% |
+11,588
| New | +$252K |
|
415
AGNC Investment
AGNC
$11.8B
| $258K | 0.05% |
+12,134
| New | +$252K |
|
416
Louisiana-Pacific
LPX
$4.53B
| $256K | 0.05% |
+10,629
| New | +$259K |
|
417
SLB Ltd
SLB
$80.4B
| $255K | 0.05% |
+3,866
| New | +$277K |
|
|
UWT
418
DELISTED
VelocityShares3x Long Crude Oil ETNs linked to the S&P GSCI Crude Oil Index ER
UWT
| $255K | 0.05% |
+19,303
| New | +$313K |
|
419
Forestar Group
FOR
$1.37B
| $254K | 0.05% |
14,831
-1,429
| -9% | -$21.3K |
|
420
Highwoods Properties
HIW
$3.39B
| $254K | 0.05% |
5,005
+740
| +17% | +$37.8K |
|
421
Community Bank
CBU
$3.3B
| $253K | 0.05% |
4,530
-1,516
| -25% | -$83.9K |
|
422
Honeywell
HON
$64.5B
| $253K | 0.05% |
2,098
-13,878
| -87% | -$1.64M |
|
423
General Mills
GIS
$19.6B
| $252K | 0.05% |
+4,545
| New | +$259K |
|
|
TIME
424
DELISTED
Time Inc.
TIME
| $252K | 0.05% |
+17,575
| New | +$262K |
|
425
Strategy Inc
MSTR
$51.5B
| $251K | 0.05% |
+13,090
| New | +$243K |
|
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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.