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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
C.WS.A
826
DELISTED
Citigroup Inc
C.WS.A
$2K ﹤0.01%
13,742
+946
+7% +$118
SLNOW
827
DELISTED
Soleno Therapeutics, Inc. Series A Warrant
SLNOW
$2K ﹤0.01%
+2,706
New +$2.48K
FPP.WS
828
DELISTED
FieldPoint Petroleum Corporation Common Stock Purchase Warrants
FPP.WS
$1K ﹤0.01%
+15,370
New +$572
DYN.WS
829
DELISTED
Dynegy Inc,
DYN.WS
$1K ﹤0.01%
+15,035
New +$657
AA icon
830
Alcoa
AA
$12.3B
– –
-24,441
Closed -$841K
A icon
831
Agilent Technologies
A
$42.4B
– –
-4,042
Closed -$214K
AAPL icon
832
Apple
AAPL
$4.84T
– –
-154,924
Closed -$5.56M
ABEV icon
833
Ambev
ABEV
$46.6B
– –
-30,883
Closed -$178K
ACN icon
834
Accenture
ACN
$118B
– –
-2,583
Closed -$310K
ACTG icon
835
Acacia Research
ACTG
$445M
– –
-13,718
Closed -$79K
ACWI icon
836
iShares MSCI ACWI ETF
ACWI
$32.7B
– –
-27,439
Closed -$1.74M
ADI icon
837
Analog Devices
ADI
$175B
– –
-6,366
Closed -$522K
ADM icon
838
Archer Daniels Midland
ADM
$41.7B
– –
-5,835
Closed -$269K
ADP icon
839
Automatic Data Processing
ADP
$110B
– –
-4,786
Closed -$490K
AEM icon
840
Agnico Eagle Mines
AEM
$99.7B
– –
-10,570
Closed -$449K
AEO icon
841
American Eagle Outfitters
AEO
$2.48B
– –
-12,604
Closed -$177K
ALB icon
842
Albemarle
ALB
$13.4B
– –
-3,025
Closed -$320K
AMD icon
843
Advanced Micro Devices
AMD
$823B
– –
-123,514
Closed -$1.8M
AME icon
844
Ametek
AME
$53.8B
– –
-3,737
Closed -$202K
AMH icon
845
American Homes 4 Rent
AMH
$11.4B
– –
-12,338
Closed -$283K
AMLP icon
846
Alerian MLP ETF
AMLP
$13.4B
– –
-3,548
Closed -$225K
AMRN
847
Amarin Corp
AMRN
$294M
– –
-752
Closed -$48K
ANF icon
848
Abercrombie & Fitch
ANF
$5.74B
– –
-27,067
Closed -$323K
AOS icon
849
A.O. Smith
AOS
$7.78B
– –
-5,924
Closed -$303K
APA icon
850
APA Corp
APA
$16.6B
– –
-4,486
Closed -$231K
32 33
34
35 36

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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.