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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
PEY icon
151
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.12B
$645K 0.12%
38,340
+24,915
+186% +$422K
OII icon
152
Oceaneering
OII
$4.75B
$643K 0.12%
+28,159
New +$716K
GLD icon
153
SPDR Gold Trust
GLD
$145B
$640K 0.12%
5,420
+1,320
+32% +$158K
NOC icon
154
Northrop Grumman
NOC
$76.1B
$640K 0.12%
2,492
-3,284
-57% -$822K
TNA icon
155
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.16B
$639K 0.12%
+11,463
New +$612K
MCHI icon
156
iShares MSCI China ETF
MCHI
$6.11B
$629K 0.12%
+11,504
New +$606K
EXPE icon
157
Expedia Group
EXPE
$35B
$624K 0.12%
+4,186
New +$588K
SYF icon
158
Synchrony
SYF
$24.8B
$622K 0.12%
+20,844
New +$618K
AFL icon
159
Aflac
AFL
$58.9B
$619K 0.12%
+15,940
New +$599K
PFE icon
160
Pfizer
PFE
$157B
$616K 0.12%
19,319
-48,961
-72% -$1.54M
SAN icon
161
Banco Santander
SAN
$212B
$612K 0.12%
95,472
+55,180
+137% +$343K
COP icon
162
ConocoPhillips
COP
$169B
$611K 0.12%
+13,894
New +$648K
CRUS icon
163
Cirrus Logic
CRUS
$6.24B
$611K 0.12%
+9,749
New +$631K
INCY icon
164
Incyte
INCY
$24.7B
$611K 0.12%
4,854
-5,775
-54% -$735K
BUD icon
165
AB InBev
BUD
$157B
$608K 0.12%
+5,509
New +$631K
SINA
166
DELISTED
Sina Corp
SINA
$608K 0.12%
+7,158
New +$603K
UAL icon
167
United Airlines
UAL
$34.5B
$607K 0.12%
8,072
+2,632
+48% +$199K
PHYS icon
168
Sprott Physical Gold
PHYS
$15.4B
$599K 0.11%
+59,157
New +$608K
PETS icon
169
PetMed Express
PETS
$35.3M
$598K 0.11%
+14,726
New +$456K
FITB
170
Fifth Third Bancorp
FITB
$49.9B
$590K 0.11%
22,715
+7,603
+50% +$188K
TFC icon
171
Truist Financial
TFC
$62B
$590K 0.11%
13,003
+8,346
+179% +$362K
SGEN
172
DELISTED
Seagen Inc. Common Stock
SGEN
$590K 0.11%
+11,394
New +$724K
IONS icon
173
Ionis Pharmaceuticals
IONS
$7.88B
$588K 0.11%
+11,550
New +$538K
DCUC
174
DELISTED
Dominion Energy, Inc.
DCUC
$588K 0.11%
12,311
+4,674
+61% +$235K
BKLN icon
175
Invesco Senior Loan ETF
BKLN
$6.78B
$586K 0.11%
+25,335
New +$589K
5 6
7
8 9

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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.