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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
EWC icon
951
iShares MSCI Canada ETF
EWC
$6.82B
– –
-14,495
Closed -$390K
EWJ icon
952
iShares MSCI Japan ETF
EWJ
$23.3B
– –
-14,541
Closed -$749K
EWW icon
953
iShares MSCI Mexico ETF
EWW
$1.71B
– –
-9,366
Closed -$479K
EXG icon
954
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.93B
– –
-29,098
Closed -$248K
EXR icon
955
Extra Space Storage
EXR
$29B
– –
-3,682
Closed -$274K
EZPW icon
956
Ezcorp Inc
EZPW
$1.86B
– –
-18,770
Closed -$153K
FANG icon
957
Diamondback Energy
FANG
$59.2B
– –
-2,478
Closed -$257K
FAX
958
abrdn Asia-Pacific Income Fund
FAX
$570M
– –
-1,879
Closed -$56K
FBT icon
959
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.87B
– –
-1,977
Closed -$208K
FE icon
960
FirstEnergy
FE
$26.2B
– –
-8,630
Closed -$275K
FEX icon
961
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.56B
– –
-5,455
Closed -$282K
FFC
962
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$739M
– –
-10,781
Closed -$222K
FL
963
DELISTED
Foot Locker
FL
– –
-3,033
Closed -$227K
FLTB icon
964
Fidelity Limited Term Bond ETF
FLTB
$470M
– –
-4,676
Closed -$235K
FNB icon
965
FNB Corp
FNB
$6.5B
– –
-15,583
Closed -$232K
FNCL icon
966
Fidelity MSCI Financials Index ETF
FNCL
$2.37B
– –
-7,761
Closed -$273K
FRI icon
967
First Trust S&P REIT Index Fund
FRI
$193M
– –
-8,874
Closed -$205K
FRO icon
968
Frontline
FRO
$11.5B
– –
-31,346
Closed -$211K
FRT icon
969
Federal Realty Investment Trust
FRT
$9.9B
– –
-1,986
Closed -$265K
FSK icon
970
FS KKR Capital
FSK
$3.32B
– –
-3,702
Closed -$145K
FSM icon
971
Fortuna Silver Mines
FSM
$3.44B
– –
-12,467
Closed -$65K
FTLS icon
972
First Trust Long/Short Equity ETF
FTLS
$2.53B
– –
-6,976
Closed -$243K
FTV icon
973
Fortive
FTV
$17B
– –
-8,479
Closed -$322K
FXO icon
974
First Trust Financials AlphaDEX Fund
FXO
$1.1B
– –
-24,921
Closed -$690K
FXU icon
975
First Trust Utilities AlphaDEX Fund
FXU
$764M
– –
-16,643
Closed -$456K
37 38
39
40 41

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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.