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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
OXSQ icon
576
Oxford Square Capital
OXSQ
$136M
$191K 0.04%
30,112
+7,041
+31% +$50.4K
SCLN
577
DELISTED
Sciclone Pharmaceuticals Inc
SCLN
$191K 0.04%
+17,407
New +$174K
GCI
578
DELISTED
Gannett Co., Inc
GCI
$190K 0.04%
+21,801
New +$180K
CMBT
579
CMB.TECH NV
CMBT
$5.77B
$185K 0.04%
+23,421
New +$181K
GLO
580
Clough Global Opportunities Fund
GLO
$234M
$184K 0.04%
+17,374
New +$183K
NZF icon
581
Nuveen Municipal Credit Income Fund
NZF
$2.23B
$184K 0.04%
+12,316
New +$182K
POT
582
DELISTED
Potash Corp Of Saskatchewan
POT
$184K 0.04%
11,275
-3,567
-24% -$59K
IDE
583
Voya Infrastructure, Industrials and Materials Fund
IDE
$188M
$183K 0.03%
+11,702
New +$176K
TRST
584
Trustco Bank Corp NY
TRST
$992M
$183K 0.03%
4,723
-346
-7% -$13.4K
OBE
585
Obsidian Energy
OBE
$812M
$180K 0.03%
+20,224
New +$180K
ZMLP
586
DELISTED
Direxion Zacks MLP High Income Index Shares
ZMLP
$180K 0.03%
+1,313
New +$188K
PDT
587
John Hancock Premium Dividend Fund
PDT
$592M
$177K 0.03%
10,565
-3,313
-24% -$54.6K
BTZ icon
588
BlackRock Credit Allocation Income Trust
BTZ
$902M
$176K 0.03%
+13,079
New +$175K
INFN
589
DELISTED
Infinera Corporation Common Stock
INFN
$175K 0.03%
+16,355
New +$167K
IQI icon
590
Invesco Quality Municipal Securities
IQI
$512M
$174K 0.03%
+13,634
New +$171K
CPN
591
DELISTED
Calpine Corporation
CPN
$174K 0.03%
+12,886
New +$155K
RMBS icon
592
Rambus
RMBS
$8.99B
$172K 0.03%
+15,062
New +$185K
EOS
593
Eaton Vance Enhance Equity Income Fund II
EOS
$1.12B
$170K 0.03%
+11,719
New +$168K
TVRD
594
Tvardi Therapeutics
TVRD
$23.7M
$170K 0.03%
307
-73
-19% -$46.3K
RPAI
595
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$168K 0.03%
13,731
-4,306
-24% -$56.4K
EVV
596
Eaton Vance Limited Duration Income Fund
EVV
$1.01B
$164K 0.03%
+11,610
New +$162K
AEG icon
597
Aegon
AEG
$13.5B
$163K 0.03%
+40,354
New +$158K
GSAT icon
598
Globalstar
GSAT
$10.6B
$163K 0.03%
+5,106
New +$154K
APLP
599
DELISTED
Archrock Partners, L.P. Common Units representing Limited Partner Interests
APLP
$163K 0.03%
+10,940
New +$171K
ANH
600
DELISTED
Anworth Mortgage Asset Corporation
ANH
$162K 0.03%
27,030
+16,451
+156% +$97.2K
22 23
24
25 26

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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.