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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
JE
676
DELISTED
Just Energy Group Inc
JE
$81K 0.02%
+471
New +$88.8K
GFI icon
677
Gold Fields
GFI
$37.8B
$80K 0.02%
23,001
-19,057
-45% -$68.9K
PBR.A icon
678
Petrobras Class A
PBR.A
$123B
$80K 0.02%
+10,731
New +$90.8K
NCV
679
Virtus Convertible & Income Fund
NCV
$355M
$79K 0.02%
+2,839
New +$78.8K
TNK icon
680
Teekay Tankers
TNK
$3.55B
$77K 0.01%
5,153
-1,316
-20% -$20.4K
SPPI
681
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
$77K 0.01%
+10,271
New +$67.1K
SYNC
682
DELISTED
Synacor, Inc.
SYNC
$76K 0.01%
+20,785
New +$73.8K
EVC icon
683
Entravision Communication
EVC
$751M
$73K 0.01%
11,007
-3,088
-22% -$18.7K
DMK
684
DELISTED
DMK Pharmaceuticals Corporation Common Stock
DMK
$73K 0.01%
+200
New +$59.9K
ACHN
685
DELISTED
Achillion Pharmaceuticals
ACHN
$73K 0.01%
+15,805
New +$63.5K
ECYT
686
DELISTED
Endocyte, Inc. Common Stock
ECYT
$73K 0.01%
+48,775
New +$105K
AVXL icon
687
Anavex Life Sciences
AVXL
$218M
$72K 0.01%
13,549
+2,790
+26% +$16.1K
CIG icon
688
CEMIG Preferred Shares
CIG
$6.15B
$72K 0.01%
58,687
+35,361
+152% +$46.9K
NVAX icon
689
Novavax
NVAX
$1.54B
$71K 0.01%
+3,073
New +$60.3K
GURE
690
Gulf Resources
GURE
$5.8M
$70K 0.01%
+881
New +$78.3K
UNG icon
691
United States Natural Gas Fund
UNG
$569M
$69K 0.01%
+632
New +$73.2K
HMY icon
692
Harmony Gold Mining
HMY
$12.2B
$66K 0.01%
39,868
-39,340
-50% -$84.4K
VVUS
693
DELISTED
Vivus Inc
VVUS
$66K 0.01%
5,392
+1,444
+37% +$15.9K
HLIT icon
694
Harmonic Inc
HLIT
$1.25B
$65K 0.01%
+12,397
New +$66.7K
CCIH
695
DELISTED
Chinacache International Holdings Ltd
CCIH
$64K 0.01%
+55,544
New +$68.2K
PSV
696
DELISTED
Hermitage Offshore Services Ltd.
PSV
$63K 0.01%
+5,053
New +$53.9K
TEN
697
Tsakos Energy Navigation Ltd
TEN
$1.59B
$62K 0.01%
+2,589
New +$59.1K
BLDP
698
Ballard Power Systems
BLDP
$633M
$61K 0.01%
+21,206
New +$59.7K
GPL
699
DELISTED
Great Panther Mining Limited
GPL
$61K 0.01%
4,782
-2,118
-31% -$27.2K
NMM icon
700
Navios Maritime Partners
NMM
$2.69B
$60K 0.01%
+2,508
New +$67.3K
26 27
28
29 30

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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.