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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
VRNT
1201
DELISTED
Verint Systems
VRNT
– –
-19,542
Closed -$432K
VTLE
1202
DELISTED
Vital Energy
VTLE
– –
-1,760
Closed -$514K
VTRS icon
1203
Viatris
VTRS
$19.1B
– –
-18,216
Closed -$710K
VUG icon
1204
Vanguard Morningstar Growth ETF
VUG
$226B
– –
-33,804
Closed -$685K
WAL icon
1205
Western Alliance Bancorporation
WAL
$8.65B
– –
-4,292
Closed -$211K
WBS
1206
DELISTED
Webster Financial
WBS
– –
-4,392
Closed -$220K
WCN
1207
Waste Connections
WCN
$40.2B
– –
-3,902
Closed -$229K
WIP icon
1208
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$470M
– –
-4,312
Closed -$236K
WMB icon
1209
Williams Companies
WMB
$88B
– –
-9,409
Closed -$278K
WM icon
1210
Waste Management
WM
$87.2B
– –
-7,574
Closed -$552K
WMT icon
1211
Walmart Inc
WMT
$865B
– –
-28,839
Closed -$693K
WOR icon
1212
Worthington Enterprises
WOR
$2.79B
– –
-10,246
Closed -$285K
WPP icon
1213
WPP
WPP
$5.62B
– –
-1,847
Closed -$202K
WTFC icon
1214
Wintrust Financial
WTFC
$10.3B
– –
-3,223
Closed -$223K
WTM icon
1215
White Mountains Insurance
WTM
$4.91B
– –
-372
Closed -$327K
XBI icon
1216
State Street SPDR S&P Biotech ETF
XBI
$10.6B
– –
-147,327
Closed -$10.2M
XLE icon
1217
State Street Energy Select Sector SPDR ETF
XLE
$42.4B
– –
-225,098
Closed -$7.87M
XRLV
1218
DELISTED
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
XRLV
– –
-7,309
Closed -$216K
XTN icon
1219
State Street SPDR S&P Transportation ETF
XTN
$343M
– –
-4,240
Closed -$224K
YCS icon
1220
ProShares UltraShort Yen
YCS
$25.7M
– –
-21,052
Closed -$382K
YUM icon
1221
Yum! Brands
YUM
$39.9B
– –
-4,367
Closed -$279K
CPAY icon
1222
Corpay
CPAY
$26.8B
– –
-6,843
Closed -$1.04M
CNH
1223
CNH Industrial
CNH
$22.1B
– –
-22,049
Closed -$185K
MUI
1224
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
– –
-11,634
Closed -$161K
SRCL
1225
DELISTED
Stericycle Inc
SRCL
– –
-6,201
Closed -$514K
47 48
49
50 51

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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.