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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
MLI icon
1051
Mueller Industries
MLI
$13.4B
– –
-25,988
Closed -$222K
MMSI icon
1052
Merit Medical Systems
MMSI
$5.15B
– –
-7,436
Closed -$215K
MMT
1053
Aberdeen Multi-Market Income Fund
MMT
$239M
– –
-15,588
Closed -$95K
MPC icon
1054
Marathon Petroleum
MPC
$115B
– –
-9,932
Closed -$502K
MSA icon
1055
Mine Safety
MSA
$6.9B
– –
-6,560
Closed -$464K
MSCI icon
1056
MSCI
MSCI
$39.6B
– –
-2,092
Closed -$203K
MSFT icon
1057
Microsoft
MSFT
$3.69T
– –
-35,373
Closed -$2.33M
MU icon
1058
Micron Technology
MU
$1.05T
– –
-74,093
Closed -$2.14M
MUB icon
1059
iShares National Muni Bond ETF
MUB
$44.5B
– –
-4,723
Closed -$515K
MUR icon
1060
Murphy Oil
MUR
$5.79B
– –
-10,281
Closed -$294K
MWA icon
1061
Mueller Water Products
MWA
$3.56B
– –
-31,276
Closed -$370K
MYSZ icon
1062
My Size
MYSZ
$1.56M
– –
-1
Closed -$43K
NAT icon
1063
Nordic American Tanker
NAT
$1.66B
– –
-10,942
Closed -$89K
NEU icon
1064
NewMarket
NEU
$8.13B
– –
-928
Closed -$421K
NFLX icon
1065
Netflix
NFLX
$324B
– –
-15,060
Closed -$223K
NG icon
1066
NovaGold Resources
NG
$3.18B
– –
-23,972
Closed -$117K
NKE icon
1067
Nike
NKE
$53.7B
– –
-15,015
Closed -$837K
NMFC icon
1068
New Mountain Finance
NMFC
$682M
– –
-17,457
Closed -$260K
NMIH icon
1069
NMI Holdings
NMIH
$3.27B
– –
-11,499
Closed -$131K
NML
1070
Neuberger Energy Infrastructure and Income Fund Inc
NML
$603M
– –
-10,693
Closed -$108K
NOG icon
1071
Northern Oil and Gas
NOG
$2.89B
– –
-3,458
Closed -$90K
NOTV
1072
DELISTED
Inotiv
NOTV
– –
-21,037
Closed -$29K
NTIP icon
1073
Network-1 Technologies
NTIP
$36.4M
– –
-13,032
Closed -$63K
NUE icon
1074
Nucor
NUE
$58.7B
– –
-7,964
Closed -$476K
NWG icon
1075
NatWest
NWG
$73.9B
– –
-38,650
Closed -$253K
41 42
43
44 45

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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.