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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
PID icon
1101
Invesco International Dividend Achievers ETF
PID
$890M
– –
-21,840
Closed -$328K
PJP icon
1102
Invesco Pharmaceuticals ETF
PJP
$542M
– –
-5,043
Closed -$296K
PKG icon
1103
Packaging Corp of America
PKG
$20.5B
– –
-2,475
Closed -$227K
PLG
1104
Platinum Group Metals
PLG
$175M
– –
-1,487
Closed -$24K
PNFP icon
1105
Pinnacle Financial Partners Inc
PNFP
$15B
– –
-4,092
Closed -$272K
PNR icon
1106
Pentair
PNR
$9.03B
– –
-6,148
Closed -$259K
PNW icon
1107
Pinnacle West Capital
PNW
$11.5B
– –
-2,525
Closed -$211K
PRK icon
1108
Park National Corp
PRK
$3.36B
– –
-2,178
Closed -$229K
PSEC icon
1109
Prospect Capital
PSEC
$1.13B
– –
-67,828
Closed -$613K
PSK icon
1110
State Street SPDR ICE Preferred Securities ETF
PSK
$661M
– –
-5,401
Closed -$237K
PSP icon
1111
Invesco Global Listed Private Equity ETF
PSP
$231M
– –
-3,019
Closed -$176K
PST icon
1112
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$11.1M
– –
-10,199
Closed -$225K
PSX icon
1113
Phillips 66
PSX
$105B
– –
-13,166
Closed -$1.04M
PWZ icon
1114
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.19B
– –
-9,390
Closed -$238K
QCOM icon
1115
Qualcomm
QCOM
$200B
– –
-8,916
Closed -$511K
QNRX
1116
Quoin Pharmaceuticals
QNRX
$13.5M
– –
0
– -$98K
RCKY icon
1117
Rocky Brands
RCKY
$321M
– –
-10,532
Closed -$122K
RCL icon
1118
Royal Caribbean
RCL
$67.2B
– –
-7,243
Closed -$711K
RFI
1119
Cohen & Steers Total Return Realty Fund
RFI
$290M
– –
-18,431
Closed -$227K
RGLD icon
1120
Royal Gold
RGLD
$21B
– –
-4,608
Closed -$323K
RLGT icon
1121
Radiant Logistics
RLGT
$465M
– –
-10,009
Closed -$50K
ROK icon
1122
Rockwell Automation
ROK
$46.3B
– –
-2,415
Closed -$376K
ROP icon
1123
Roper Technologies
ROP
$38.3B
– –
-1,494
Closed -$308K
RRC icon
1124
Range Resources
RRC
$9.8B
– –
-14,198
Closed -$413K
RS icon
1125
Reliance Steel & Aluminium
RS
$19.8B
– –
-3,098
Closed -$248K
43 44
45
46 47

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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.