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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
RADA
1251
DELISTED
Rada Electronic Industries Ltd
RADA
– –
-17,809
Closed -$20K
CLR
1252
DELISTED
CONTINENTAL RESOURCES INC.
CLR
– –
-6,387
Closed -$290K
GBT
1253
DELISTED
Global Blood Therapeutics, Inc.
GBT
– –
-9,546
Closed -$352K
ENIA
1254
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-27,965
Closed -$291K
CERN
1255
DELISTED
Cerner Corp
CERN
– –
-3,673
Closed -$216K
SFUN
1256
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-354
Closed -$58K
GSS
1257
DELISTED
Golden Star Resources Ltd.
GSS
– –
-2,677
Closed -$11K
ATH
1258
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
– –
-11,191
Closed -$559K
XEC
1259
DELISTED
CIMAREX ENERGY CO
XEC
– –
-2,401
Closed -$287K
GLUU
1260
DELISTED
Glu Mobile Inc.
GLUU
– –
-18,963
Closed -$43K
QEP
1261
DELISTED
QEP RESOURCES, INC.
QEP
– –
-33,723
Closed -$429K
CXO
1262
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-1,863
Closed -$239K
FIT
1263
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-39,263
Closed -$232K
PE
1264
DELISTED
PARSLEY ENERGY INC
PE
– –
-6,645
Closed -$216K
WPX
1265
DELISTED
WPX Energy, Inc.
WPX
– –
-21,815
Closed -$292K
TIF
1266
DELISTED
Tiffany & Co.
TIF
– –
-5,747
Closed -$548K
GPOR
1267
DELISTED
Gulfport Energy Corp.
GPOR
– –
-21,364
Closed -$367K
TRQ
1268
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-1,185
Closed -$36K
AXAS
1269
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-1,352
Closed -$55K
NBL
1270
DELISTED
Noble Energy, Inc.
NBL
– –
-6,040
Closed -$207K
DNR
1271
DELISTED
Denbury Resources, Inc.
DNR
– –
-102,006
Closed -$263K
NE
1272
DELISTED
Noble Corporation
NE
– –
-75,998
Closed -$470K
CHK
1273
DELISTED
Chesapeake Energy Corporation
CHK
– –
-128
Closed -$152K
TUES
1274
DELISTED
Tuesday Morning Corp
TUES
– –
-17,377
Closed -$65K
AKRX
1275
DELISTED
Akorn Inc
AKRX
– –
-9,118
Closed -$220K
49 50
51
52 53

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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.