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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
SNX icon
1151
TD Synnex
SNX
$21.3B
– –
-4,246
Closed -$238K
SPIP icon
1152
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
– –
-7,152
Closed -$204K
SPLV icon
1153
Invesco S&P 500 Low Volatility ETF
SPLV
$7.1B
– –
-13,008
Closed -$565K
SPNT icon
1154
SiriusPoint
SPNT
$2.85B
– –
-27,476
Closed -$332K
SPTI icon
1155
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
– –
-7,824
Closed -$234K
SPWH icon
1156
Sportsman's Warehouse
SPWH
$44.2M
– –
-10,202
Closed -$49K
SPXL icon
1157
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.78B
– –
-13,932
Closed -$440K
SQQQ icon
1158
ProShares UltraPro Short QQQ
SQQQ
$2.13B
– –
-5
Closed -$483K
SRTY icon
1159
ProShares UltraPro Short Russell2000
SRTY
$78.9M
– –
-64
Closed -$305K
SSNC icon
1160
SS&C Technologies
SSNC
$18.9B
– –
-5,804
Closed -$205K
STGW icon
1161
Stagwell
STGW
$2.13B
– –
-27,054
Closed -$254K
STLA icon
1162
Stellantis
STLA
$15.1B
– –
-15,898
Closed -$173K
SUPN icon
1163
Supernus Pharmaceuticals
SUPN
$2.38B
– –
-7,088
Closed -$222K
SVC
1164
Service Properties Trust
SVC
$865M
– –
-4,825
Closed -$761K
SVRA icon
1165
Savara
SVRA
$1.07B
– –
-186
Closed -$2K
SXC icon
1166
SunCoke Energy
SXC
$795M
– –
-13,482
Closed -$121K
SYK icon
1167
Stryker
SYK
$107B
– –
-3,284
Closed -$432K
SYY icon
1168
Sysco
SYY
$38.8B
– –
-4,564
Closed -$237K
T icon
1169
AT&T
T
$183B
– –
-16,272
Closed -$511K
TBF icon
1170
ProShares Short 20+ Year Treasury ETF
TBF
$121M
– –
-9,153
Closed -$215K
TCBI icon
1171
Texas Capital Bancshares
TCBI
$4.27B
– –
-3,865
Closed -$323K
TER icon
1172
Teradyne
TER
$51.5B
– –
-8,690
Closed -$270K
TEVA icon
1173
Teva Pharmaceuticals
TEVA
$44.6B
– –
-16,595
Closed -$533K
TGB
1174
Trekor Metals
TGB
$2.85B
– –
-22,623
Closed -$30K
TGTX icon
1175
TG Therapeutics
TGTX
$8.16B
– –
-27,906
Closed -$325K
45 46
47
48 49

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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.