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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
NWL icon
1076
Newell Brands
NWL
$2.41B
– –
-8,831
Closed -$417K
O icon
1077
Realty Income
O
$55.6B
– –
-10,402
Closed -$600K
ODP
1078
DELISTED
ODP
ODP
– –
-1,051
Closed -$49K
OFS icon
1079
OFS Capital
OFS
$53.3M
– –
-13,249
Closed -$188K
OGE icon
1080
OGE Energy
OGE
$9.46B
– –
-8,749
Closed -$306K
OIH icon
1081
VanEck Oil Services ETF
OIH
$2.01B
– –
-542
Closed -$334K
OPCH icon
1082
Option Care Health
OPCH
$3.54B
– –
-7,321
Closed -$50K
OVV icon
1083
Ovintiv
OVV
$18.6B
– –
-5,251
Closed -$307K
OXY icon
1084
Occidental Petroleum
OXY
$63.6B
– –
-23,789
Closed -$1.51M
PAG icon
1085
Penske Automotive Group
PAG
$14.3B
– –
-6,484
Closed -$304K
PARR icon
1086
Par Pacific Holdings
PARR
$4.23B
– –
-10,078
Closed -$166K
PB icon
1087
Prosperity Bancshares
PB
$8.54B
– –
-4,601
Closed -$321K
PCAR icon
1088
PACCAR
PCAR
$64.7B
– –
-9,459
Closed -$424K
PCEF icon
1089
Invesco CEF Income Composite ETF
PCEF
$788M
– –
-13,061
Closed -$302K
PCRX icon
1090
Pacira BioSciences
PCRX
$946M
– –
-4,644
Closed -$212K
PDS
1091
Precision Drilling
PDS
$1.15B
– –
-567
Closed -$53K
PED icon
1092
PEDEVCO
PED
$220M
– –
-73
Closed -$1K
PFL
1093
PIMCO Income Strategy Fund
PFL
$354M
– –
-10,942
Closed -$122K
PFLT icon
1094
PennantPark Floating Rate Capital
PFLT
$698M
– –
-12,103
Closed -$169K
PFN
1095
PIMCO Income Strategy Fund II
PFN
$640M
– –
-22,181
Closed -$223K
PG icon
1096
Procter & Gamble
PG
$341B
– –
-14,754
Closed -$1.33M
PH icon
1097
Parker-Hannifin
PH
$116B
– –
-4,895
Closed -$785K
PHO icon
1098
Invesco Water Resources ETF
PHO
$1.94B
– –
-12,389
Closed -$322K
PHT
1099
DELISTED
Pioneer High Income Fund
PHT
– –
-13,770
Closed -$136K
PICK icon
1100
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.48B
– –
-8,042
Closed -$226K
42 43
44
45 46

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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.