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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
RSG icon
1126
Republic Services
RSG
$69.1B
– –
-4,608
Closed -$289K
RTH icon
1127
VanEck Retail ETF
RTH
$241M
– –
-3,195
Closed -$252K
RWM icon
1128
ProShares Short Russell2000
RWM
$150M
– –
-4,639
Closed -$221K
RWO icon
1129
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.21B
– –
-4,591
Closed -$216K
SAM icon
1130
Boston Beer
SAM
$1.74B
– –
-2,113
Closed -$306K
SAND
1131
DELISTED
Sandstorm Gold
SAND
– –
-39,117
Closed -$167K
SB icon
1132
Safe Bulkers
SB
$853M
– –
-20,611
Closed -$45K
SBGI icon
1133
Sinclair Inc
SBGI
$1.03B
– –
-7,168
Closed -$290K
SBUX icon
1134
Starbucks
SBUX
$110B
– –
-8,201
Closed -$479K
SCHE icon
1135
Schwab Emerging Markets Equity ETF
SCHE
$12.7B
– –
-10,645
Closed -$255K
SCHF icon
1136
Schwab International Equity ETF
SCHF
$68.3B
– –
-29,004
Closed -$433K
SCHR
1137
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-7,558
Closed -$203K
SCS
1138
DELISTED
Steelcase
SCS
– –
-14,118
Closed -$236K
SCZ icon
1139
iShares MSCI EAFE Small-Cap ETF
SCZ
$12.8B
– –
-7,182
Closed -$389K
SFL icon
1140
SFL Corp
SFL
$1.83B
– –
-21,793
Closed -$320K
SHW icon
1141
Sherwin-Williams
SHW
$78.4B
– –
-4,737
Closed -$490K
SHYD icon
1142
VanEck Short High Yield Muni ETF
SHYD
$456M
– –
-9,889
Closed -$237K
SHY icon
1143
iShares 1-3 Year Treasury Bond ETF
SHY
$26.1B
– –
-11,509
Closed -$973K
SIG icon
1144
Signet Jewelers
SIG
$3.87B
– –
-5,426
Closed -$376K
SILJ icon
1145
Amplify Junior Silver Miners ETF
SILJ
$3.8B
– –
-11,436
Closed -$148K
SITC icon
1146
SITE Centers
SITC
$152M
– –
-37,022
Closed -$598K
SLS icon
1147
SELLAS Life Sciences
SLS
$2.27B
– –
-9
Closed -$8K
SM icon
1148
SM Energy
SM
$9.8B
– –
-11,114
Closed -$267K
SMFG icon
1149
Sumitomo Mitsui Financial
SMFG
$169B
– –
-12,872
Closed -$93K
SNV
1150
DELISTED
Synovus
SNV
– –
-5,269
Closed -$216K
44 45
46
47 48

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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.