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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
KNOW
526
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$215K 0.04%
+5,407
New +$214K
DNP icon
527
DNP Select Income Fund
DNP
$3.86B
$214K 0.04%
19,471
-2,800
-13% -$30.8K
EXPD icon
528
Expeditors International
EXPD
$24.8B
$214K 0.04%
+3,793
New +$209K
FXG icon
529
First Trust Consumer Staples AlphaDEX Fund
FXG
$221M
$214K 0.04%
4,645
-853
-16% -$39.7K
B
530
Barrick Mining
B
$70.9B
$214K 0.04%
13,420
-8,847
-40% -$151K
SHOP icon
531
Shopify
SHOP
$170B
$214K 0.04%
+24,590
New +$208K
XHR
532
Xenia Hotels & Resorts
XHR
$1.63B
$214K 0.04%
+11,067
New +$202K
AVXS
533
DELISTED
AveXis, Inc. Common Stock
AVXS
$214K 0.04%
+2,602
New +$195K
GGG icon
534
Graco
GGG
$12.5B
$213K 0.04%
+5,859
New +$208K
FTA icon
535
First Trust Large Cap Value AlphaDEX Fund
FTA
$1.4B
$212K 0.04%
+4,217
New +$209K
MATX icon
536
Matsons
MATX
$7.11B
$212K 0.04%
+7,041
New +$216K
EGAS
537
DELISTED
Gas Natural Inc.
EGAS
$212K 0.04%
+16,424
New +$208K
GFF icon
538
Griffon
GFF
$4.27B
$211K 0.04%
+9,592
New +$221K
DXJ icon
539
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$210K 0.04%
+4,032
New +$206K
FRME icon
540
First Merchants
FRME
$2.61B
$210K 0.04%
+5,227
New +$211K
RJI
541
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$210K 0.04%
42,910
+24,444
+132% +$120K
HWC icon
542
Hancock Whitney
HWC
$6.06B
$209K 0.04%
4,267
-2,177
-34% -$103K
BCS.PRD.CL
543
DELISTED
Barclays Bank Plc
BCS.PRD.CL
$209K 0.04%
+7,861
New +$207K
AAP icon
544
Advance Auto Parts
AAP
$2.64B
$208K 0.04%
+1,788
New +$245K
LW icon
545
Lamb Weston
LW
$6.64B
$208K 0.04%
4,722
-8,637
-65% -$379K
QAI icon
546
NYLIM Hedge Multi-Strategy Tracker ETF
QAI
$1B
$208K 0.04%
+7,075
New +$207K
VYM icon
547
Vanguard High Dividend Yield ETF
VYM
$81.9B
$208K 0.04%
+2,664
New +$207K
ARGT icon
548
Global X MSCI Argentina ETF
ARGT
$797M
$207K 0.04%
+7,057
New +$209K
IJH icon
549
iShares Core S&P Mid-Cap ETF
IJH
$122B
$207K 0.04%
5,940
-4,605
-44% -$159K
RFG icon
550
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$333M
$207K 0.04%
7,400
-340
-4% -$9.4K
20 21
22
23 24

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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.