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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
HA
1226
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-5,473
Closed -$254K
ASXC
1227
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-2,538
Closed -$40K
WRK
1228
DELISTED
WestRock Company
WRK
– –
-6,440
Closed -$335K
AMJ
1229
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
– –
-10,952
Closed -$354K
TRVN
1230
DELISTED
Trevena, Inc.
TRVN
– –
-17
Closed -$39K
KAMN
1231
DELISTED
Kaman Corp
KAMN
– –
-4,330
Closed -$208K
CPE
1232
DELISTED
Callon Petroleum Company
CPE
– –
-2,227
Closed -$293K
BKCC
1233
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-16,500
Closed -$125K
VRTV
1234
DELISTED
VERITIV CORPORATION
VRTV
– –
-6,453
Closed -$334K
PACW
1235
DELISTED
PacWest Bancorp
PACW
– –
-4,441
Closed -$237K
AVTA
1236
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-10,416
Closed -$180K
SCU
1237
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
– –
-2,460
Closed -$56K
ITCL
1238
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
– –
-10,998
Closed -$149K
SNLN
1239
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
– –
-12,324
Closed -$229K
AMRS
1240
DELISTED
Amyris Inc.
AMRS
– –
-1,634
Closed -$13K
MTEM
1241
DELISTED
Molecular Templates, Inc.
MTEM
– –
-88
Closed -$8K
CS
1242
DELISTED
Credit Suisse Group
CS
– –
-10,281
Closed -$153K
VYNT
1243
DELISTED
Vyant Bio, Inc. Common Stock
VYNT
– –
-107
Closed -$66K
BSMX
1244
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
– –
-14,165
Closed -$128K
ALR
1245
DELISTED
AlerisLife Inc
ALR
– –
-1,875
Closed -$40K
UMPQ
1246
DELISTED
Umpqua Holdings Corp
UMPQ
– –
-12,900
Closed -$229K
STOR
1247
DELISTED
STORE Capital Corporation
STOR
– –
-28,438
Closed -$679K
DS
1248
DELISTED
Drive Shack Inc.
DS
– –
-27,078
Closed -$112K
RBCN
1249
DELISTED
Rubicon Technology, Inc.
RBCN
– –
-1,346
Closed -$11K
HTGM
1250
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
– –
-120
Closed -$150K
48 49
50
51 52

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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.