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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
FXN icon
176
First Trust Energy AlphaDEX Fund
FXN
$408M
$586K 0.11%
44,050
-92,793
-68% -$1.3M
PGR icon
177
Progressive
PGR
$128B
$586K 0.11%
13,292
-455
-3% -$18.9K
PRXL
178
DELISTED
Parexel International Corp
PRXL
$586K 0.11%
6,747
-6,445
-49% -$480K
QLD icon
179
ProShares Ultra QQQ
QLD
$13.7B
$581K 0.11%
80,544
-53,344
-40% -$385K
SDS icon
180
ProShares UltraShort S&P500
SDS
$409M
$580K 0.11%
458
+173
+61% +$225K
FLEX icon
181
Flex
FLEX
$39.5B
$576K 0.11%
+46,854
New +$580K
IHE icon
182
iShares US Pharmaceuticals ETF
IHE
$1.61B
$570K 0.11%
11,025
-97,887
-90% -$4.95M
DBJP icon
183
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$708M
$569K 0.11%
+14,602
New +$560K
MDY icon
184
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.9B
$569K 0.11%
+1,790
New +$563K
CMG icon
185
Chipotle Mexican Grill
CMG
$44.1B
$567K 0.11%
68,100
+41,700
+158% +$387K
XHB icon
186
State Street SPDR S&P Homebuilders ETF
XHB
$1.29B
$559K 0.11%
+14,496
New +$548K
RSX
187
DELISTED
VanEck Russia ETF
RSX
$559K 0.11%
29,146
-32,118
-52% -$642K
GRPN icon
188
Groupon
GRPN
$749M
$551K 0.1%
+7,168
New +$497K
MINT icon
189
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.6B
$550K 0.1%
+5,403
New +$549K
AMRI
190
DELISTED
Albany Molecular Research Inc
AMRI
$544K 0.1%
+25,071
New +$455K
IWM icon
191
iShares Russell 2000 ETF
IWM
$76.8B
$543K 0.1%
3,851
-6,913
-64% -$957K
AON icon
192
Aon
AON
$65.6B
$540K 0.1%
+4,059
New +$513K
DOG
193
ProShares Short Dow30
DOG
$121M
$539K 0.1%
+7,727
New +$549K
VXUS icon
194
Vanguard Total International Stock ETF
VXUS
$162B
$527K 0.1%
+10,149
New +$522K
LABD icon
195
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$99.3M
$526K 0.1%
38
+27
+245% +$519K
DFS
196
DELISTED
Discover Financial Services
DFS
$523K 0.1%
+8,410
New +$521K
BBVA icon
197
Banco Bilbao Vizcaya Argentaria
BBVA
$159B
$519K 0.1%
+62,080
New +$501K
FND icon
198
Floor & Decor
FND
$5.03B
$512K 0.1%
+13,037
New +$508K
MTB icon
199
M&T Bank
MTB
$34B
$511K 0.1%
3,158
+1,628
+106% +$257K
EME icon
200
Emcor
EME
$32.6B
$508K 0.1%
+7,767
New +$500K
6 7
8
9 10

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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.