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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
APD icon
851
Air Products & Chemicals
APD
$64.7B
– –
-2,972
Closed -$402K
APPS icon
852
Digital Turbine
APPS
$1.38B
– –
-16,073
Closed -$15K
AR icon
853
Antero Resources
AR
$11.9B
– –
-12,883
Closed -$294K
ASRT
854
DELISTED
Assertio
ASRT
– –
-239
Closed -$180K
ASX icon
855
ASE Group
ASX
$96.6B
– –
-18,191
Closed -$118K
ATI icon
856
ATI
ATI
$25.4B
– –
-18,702
Closed -$336K
ATNM icon
857
Actinium Pharmaceuticals
ATNM
$39.3M
– –
-433
Closed -$20K
ATO icon
858
Atmos Energy
ATO
$27.4B
– –
-2,662
Closed -$210K
AUPH icon
859
Aurinia Pharmaceuticals
AUPH
$2.15B
– –
-32,652
Closed -$240K
AVGO icon
860
Broadcom
AVGO
$1.62T
– –
-121,900
Closed -$2.67M
AYI icon
861
Acuity Brands
AYI
$8.98B
– –
-1,406
Closed -$287K
BANF icon
862
BancFirst
BANF
$3.73B
– –
-4,658
Closed -$209K
BAX icon
863
Baxter International
BAX
$12.3B
– –
-7,255
Closed -$376K
BBWI icon
864
Bath & Body Works
BBWI
$3.37B
– –
-5,746
Closed -$219K
BCH icon
865
Banco de Chile
BCH
$20.9B
– –
-10,239
Closed -$235K
BCO icon
866
Brink's
BCO
$4.48B
– –
-4,894
Closed -$262K
BCRX icon
867
BioCryst Pharmaceuticals
BCRX
$2.09B
– –
-10,396
Closed -$87K
BDX icon
868
Becton Dickinson
BDX
$50.6B
– –
-2,753
Closed -$493K
BHE icon
869
Benchmark Electronics
BHE
$2.61B
– –
-7,293
Closed -$232K
BBT
870
Beacon Financial Corp
BBT
$2.63B
– –
-8,804
Closed -$317K
BHR
871
Braemar Hotels & Resorts
BHR
$128M
– –
-10,515
Closed -$110K
BIV icon
872
Vanguard Intermediate-Term Bond ETF
BIV
$28.4B
– –
-9,012
Closed -$753K
BMY icon
873
Bristol-Myers Squibb
BMY
$130B
– –
-9,596
Closed -$522K
BNS icon
874
Scotiabank
BNS
$114B
– –
-5,389
Closed -$316K
BOH icon
875
Bank of Hawaii
BOH
$2.98B
– –
-2,838
Closed -$234K
33 34
35
36 37

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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.