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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
IJR icon
426
iShares Core S&P Small-Cap ETF
IJR
$106B
$250K 0.05%
+3,565
New +$247K
MAA icon
427
Mid-America Apartment Communities
MAA
$14.4B
$250K 0.05%
+2,376
New +$245K
SCHW
428
Charles Schwab
SCHW
$186B
$250K 0.05%
+5,809
New +$233K
SWN
429
DELISTED
Southwestern Energy Company
SWN
$250K 0.05%
41,145
-1,729
-4% -$11.9K
ESRX
430
DELISTED
Express Scripts Holding Company
ESRX
$250K 0.05%
3,912
-1,729
-31% -$109K
EWQ icon
431
iShares MSCI France ETF
EWQ
$345M
$249K 0.05%
+8,675
New +$246K
PGEN icon
432
Precigen
PGEN
$2.51B
$249K 0.05%
+10,334
New +$227K
SPXS icon
433
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$374M
$248K 0.05%
+60
New +$258K
LNC icon
434
Lincoln National
LNC
$8.32B
$247K 0.05%
+3,658
New +$242K
FCH.PRA
435
DELISTED
Felcor Lodging Tr Ser A Cum Cv
FCH.PRA
$247K 0.05%
+8,858
New +$230K
CCL icon
436
Carnival Corporation Ltd
CCL
$30.3B
$245K 0.05%
+3,742
New +$233K
NFLT icon
437
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$496M
$245K 0.05%
+9,579
New +$245K
PUI icon
438
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$50.1M
$245K 0.05%
+8,897
New +$247K
SAGE
439
DELISTED
Sage Therapeutics
SAGE
$245K 0.05%
+3,081
New +$223K
VSHY icon
440
Virtus Newfleet Short Duration High Yield Bond ETF
VSHY
$31.4M
$245K 0.05%
+9,774
New +$246K
CVY icon
441
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$244K 0.05%
11,656
-584
-5% -$12.1K
NRK icon
442
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$846M
$244K 0.05%
+18,579
New +$244K
NTAP icon
443
NetApp
NTAP
$37.3B
$244K 0.05%
+6,086
New +$243K
RARE icon
444
Ultragenyx Pharmaceutical
RARE
$1.29B
$244K 0.05%
+3,922
New +$236K
MUFG icon
445
Mitsubishi UFJ Financial
MUFG
$267B
$243K 0.05%
36,044
+9,479
+36% +$60.4K
XLF icon
446
State Street Financial Select Sector SPDR ETF
XLF
$54.4B
$243K 0.05%
9,857
-667,295
-99% -$15.8M
FRA icon
447
BlackRock Floating Rate Income Strategies Fund
FRA
$377M
$242K 0.05%
+17,154
New +$245K
KIM icon
448
Kimco Realty
KIM
$15.4B
$242K 0.05%
+13,184
New +$259K
TDTT icon
449
Northern Trust iBoxx 3-Year Target Duration TIPS ETF
TDTT
$2.51B
$242K 0.05%
+9,862
New +$244K
HYLD
450
DELISTED
High Yield ETF
HYLD
$242K 0.05%
+6,735
New +$242K
16 17
18
19 20

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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.