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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
JCP
201
DELISTED
J.C. Penney Company, Inc.
JCP
$508K 0.1%
109,222
+55,274
+102% +$283K
AUY
202
DELISTED
Yamana Gold, Inc.
AUY
$507K 0.1%
+208,683
New +$563K
KMI icon
203
Kinder Morgan
KMI
$68.3B
$506K 0.1%
+26,413
New +$525K
PEG icon
204
Public Service Enterprise Group
PEG
$35.3B
$506K 0.1%
11,760
+356
+3% +$15.7K
DIS icon
205
Walt Disney
DIS
$184B
$500K 0.1%
4,709
-7,801
-62% -$854K
SRC
206
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$499K 0.1%
15,015
+7,464
+99% +$280K
VXX
207
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$493K 0.09%
+9,660
New +$558K
CI icon
208
Cigna
CI
$76.8B
$491K 0.09%
2,934
-992
-25% -$159K
TROW icon
209
T. Rowe Price
TROW
$22.3B
$488K 0.09%
+6,579
New +$471K
PGX icon
210
Invesco Preferred ETF
PGX
$3.64B
$485K 0.09%
+32,071
New +$482K
JDST icon
211
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$41.4M
$481K 0.09%
2
– –
CLB icon
212
Core Laboratories
CLB
$572M
$478K 0.09%
+4,719
New +$509K
USO icon
213
United States Oil Fund
USO
$2.35B
$478K 0.09%
6,284
-9,215
-59% -$737K
JUNO
214
DELISTED
Juno Therapeutics, Inc.
JUNO
$476K 0.09%
+15,925
New +$393K
ING icon
215
ING
ING
$105B
$472K 0.09%
27,142
-23,813
-47% -$392K
AAXJ icon
216
iShares MSCI All Country Asia ex Japan ETF
AAXJ
$3.87B
$469K 0.09%
+6,960
New +$457K
ITUB icon
217
Itaú Unibanco
ITUB
$91B
$467K 0.09%
87,141
+45,672
+110% +$256K
ROST icon
218
Ross Stores
ROST
$72.4B
$466K 0.09%
+8,078
New +$504K
ULQ
219
DELISTED
CLAYMORE US CAPITAL MARKETS MICRO-TERM FIXED INCOME ETF
ULQ
$466K 0.09%
+9,267
New +$466K
ICE icon
220
Intercontinental Exchange
ICE
$87.8B
$465K 0.09%
+7,049
New +$432K
MDT icon
221
Medtronic
MDT
$120B
$463K 0.09%
5,221
-20,429
-80% -$1.72M
NUGT icon
222
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$1.17B
$462K 0.09%
3,056
+182
+6% +$31.5K
IVV icon
223
iShares Core S&P 500 ETF
IVV
$837B
$458K 0.09%
+1,881
New +$454K
EWA icon
224
iShares MSCI Australia ETF
EWA
$1.28B
$456K 0.09%
+21,012
New +$461K
CA
225
DELISTED
CA, Inc.
CA
$455K 0.09%
+13,213
New +$427K
7 8
9
10 11

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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.