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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
MTW icon
626
Manitowoc
MTW
$753M
$128K 0.02%
+5,313
New +$124K
NMR icon
627
Nomura Holdings
NMR
$30.5B
$128K 0.02%
+21,228
New +$130K
WIT icon
628
Wipro
WIT
$16.6B
$128K 0.02%
+65,877
New +$126K
PBW icon
629
Invesco WilderHill Clean Energy ETF
PBW
$365M
$127K 0.02%
+5,837
New +$121K
ASNA
630
DELISTED
Ascena Retail Group, Inc.
ASNA
$125K 0.02%
+2,914
New +$168K
ELOS
631
DELISTED
Syneron Medical Ltd
ELOS
$125K 0.02%
11,374
-4,124
-27% -$45.2K
WTI icon
632
W&T Offshore
WTI
$587M
$124K 0.02%
+63,327
New +$138K
CMRX
633
DELISTED
Chimerix, Inc.
CMRX
$123K 0.02%
+22,559
New +$119K
ENZ
634
DELISTED
Enzo Biochem, Inc.
ENZ
$120K 0.02%
+10,830
New +$101K
GLBL
635
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$120K 0.02%
23,756
-14,900
-39% -$72.1K
RIG icon
636
Transocean
RIG
$6.19B
$119K 0.02%
14,477
-49,336
-77% -$504K
RJA
637
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$117K 0.02%
+18,310
New +$114K
FOLD
638
DELISTED
Amicus Therapeutics
FOLD
$116K 0.02%
+11,539
New +$92.8K
STKL
639
DELISTED
SunOpta
STKL
$116K 0.02%
11,354
-442
-4% -$3.7K
VRN
640
DELISTED
Veren
VRN
$116K 0.02%
+15,145
New +$142K
GREK
641
Global X MSCI Greece ETF
GREK
$345M
$115K 0.02%
+3,779
New +$104K
STAA icon
642
STAAR Surgical
STAA
$1.12B
$115K 0.02%
+10,606
New +$104K
BDJ icon
643
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$111K 0.02%
+12,583
New +$109K
UMC icon
644
United Microelectronic
UMC
$56.5B
$111K 0.02%
+45,526
New +$91.5K
EIGI
645
DELISTED
Endurance International Group Holdings, Inc.
EIGI
$111K 0.02%
+13,308
New +$103K
RCS
646
PIMCO Strategic Income Fund
RCS
$233M
$109K 0.02%
+10,700
New +$107K
AUO
647
DELISTED
AU Optronics Corp
AUO
$108K 0.02%
23,622
-39,547
-63% -$159K
MUX icon
648
McEwen Inc
MUX
$1.12B
$107K 0.02%
4,081
-24
-0.6% -$682
GAB icon
649
Gabelli Equity Trust
GAB
$1.82B
$104K 0.02%
+17,274
New +$102K
EXTR icon
650
Extreme Networks
EXTR
$2.86B
$101K 0.02%
+10,963
New +$97K
24 25
26
27 28

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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.