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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
SPY icon
126
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$750K 0.14%
+3,100
New +$743K
WEC icon
127
WEC Energy
WEC
$34.3B
$750K 0.14%
+12,215
New +$755K
VZ icon
128
Verizon
VZ
$213B
$749K 0.14%
16,778
-11,473
-41% -$534K
KSU
129
DELISTED
Kansas City Southern
KSU
$740K 0.14%
+7,075
New +$663K
SPGI icon
130
S&P Global
SPGI
$123B
$738K 0.14%
5,058
+2,280
+82% +$317K
IEMG icon
131
iShares Core MSCI Emerging Markets ETF
IEMG
$159B
$737K 0.14%
14,729
-1,234
-8% -$60.9K
GDX icon
132
VanEck Gold Miners ETF
GDX
$28.3B
$725K 0.14%
32,849
-62,704
-66% -$1.43M
TIP icon
133
iShares TIPS Bond ETF
TIP
$14.7B
$725K 0.14%
+6,394
New +$731K
COF icon
134
Capital One
COF
$127B
$720K 0.14%
+8,719
New +$709K
HD icon
135
Home Depot
HD
$310B
$717K 0.14%
4,674
-17,467
-79% -$2.68M
BNY
136
Bank of New York Mellon
BNY
$107B
$716K 0.14%
+14,029
New +$671K
UPS icon
137
United Parcel Service
UPS
$87.2B
$710K 0.14%
6,420
-6,162
-49% -$659K
HBAN icon
138
Huntington Bancshares
HBAN
$33.9B
$705K 0.13%
52,109
+34,139
+190% +$442K
KEY icon
139
KeyCorp
KEY
$23.3B
$703K 0.13%
+37,533
New +$679K
HWM icon
140
Howmet Aerospace
HWM
$90.6B
$696K 0.13%
40,084
+28,482
+245% +$580K
PEP icon
141
PepsiCo
PEP
$186B
$685K 0.13%
5,934
-2,693
-31% -$309K
WHR icon
142
Whirlpool
WHR
$2.22B
$682K 0.13%
+3,558
New +$651K
RAD
143
DELISTED
Rite Aid Corporation
RAD
$673K 0.13%
11,399
+3,349
+42% +$253K
DUST icon
144
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$133M
$671K 0.13%
+9
New +$672K
STZ icon
145
Constellation Brands
STZ
$21.3B
$666K 0.13%
3,440
+1,338
+64% +$238K
BKNG icon
146
Booking.com
BKNG
$132B
$664K 0.13%
8,875
+4,575
+106% +$335K
SCHX icon
147
Schwab US Large- Cap ETF
SCHX
$73.6B
$656K 0.12%
+68,178
New +$650K
TSCO icon
148
Tractor Supply
TSCO
$17.6B
$656K 0.12%
+60,460
New +$720K
ALL icon
149
Allstate
ALL
$64.2B
$653K 0.12%
7,386
+4,142
+128% +$351K
HRB icon
150
H&R Block
HRB
$5.56B
$646K 0.12%
20,891
+11,690
+127% +$307K
4 5
6
7 8

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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.