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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
AWP
551
abrdn Global Premier Properties Fund
AWP
$340M
$206K 0.04%
+10,846
New +$198K
EMR icon
552
Emerson Electric
EMR
$82.9B
$206K 0.04%
3,448
-7,535
-69% -$447K
XLV icon
553
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
$206K 0.04%
+2,598
New +$198K
GL icon
554
Globe Life
GL
$13.5B
$205K 0.04%
+2,675
New +$203K
NTES icon
555
NetEase
NTES
$76B
$205K 0.04%
+3,410
New +$196K
STPZ icon
556
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$518M
$205K 0.04%
+3,921
New +$206K
THQ
557
abrdn Healthcare Opportunities Fund
THQ
$785M
$205K 0.04%
+11,184
New +$197K
ENDP
558
DELISTED
Endo International plc
ENDP
$205K 0.04%
+18,360
New +$216K
CHD icon
559
Church & Dwight Co
CHD
$22.6B
$204K 0.04%
+3,937
New +$201K
HYHG icon
560
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$271M
$204K 0.04%
2,971
+57
+2% +$3.9K
OZK icon
561
Bank OZK
OZK
$5.32B
$204K 0.04%
4,345
-1,994
-31% -$94.8K
VER
562
DELISTED
VEREIT, Inc.
VER
$204K 0.04%
5,014
-8,957
-64% -$370K
HRTG icon
563
Heritage Insurance Holdings
HRTG
$1.04B
$203K 0.04%
+15,590
New +$195K
ORLY icon
564
O'Reilly Automotive
ORLY
$68.8B
$203K 0.04%
+13,950
New +$228K
PICB icon
565
Invesco International Corporate Bond ETF
PICB
$350M
$203K 0.04%
+7,722
New +$198K
CTLT
566
DELISTED
CATALENT, INC.
CTLT
$203K 0.04%
+5,782
New +$190K
FXY icon
567
Invesco CurrencyShares Japanese Yen Trust
FXY
$447M
$202K 0.04%
2,364
-747
-24% -$64.7K
FBP icon
568
First Bancorp
FBP
$4.25B
$201K 0.04%
+34,706
New +$195K
NUAN
569
DELISTED
Nuance Communications, Inc.
NUAN
$201K 0.04%
+13,306
New +$209K
ZGNX
570
DELISTED
Zogenix, Inc.
ZGNX
$201K 0.04%
+13,843
New +$174K
MTG icon
571
MGIC Investment
MTG
$6.04B
$199K 0.04%
+17,795
New +$191K
CII icon
572
BlackRock Enhanced Captial and Income Fund
CII
$1.05B
$197K 0.04%
+13,200
New +$194K
MLPA icon
573
Global X MLP ETF
MLPA
$2.36B
$197K 0.04%
+3,012
New +$201K
NAD icon
574
Nuveen Quality Municipal Income Fund
NAD
$2.5B
$195K 0.04%
13,894
-2,556
-16% -$35.6K
FCH
575
DELISTED
Felcor Lodging Trust
FCH
$195K 0.04%
+26,988
New +$200K
21 22
23
24 25

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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.