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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
KOL
1276
DELISTED
VanEck Vectors Coal ETF
KOL
– –
-1,763
Closed -$244K
GMZ
1277
DELISTED
Goldman Sachs MLP Income Opportunities Fund
GMZ
– –
-2,195
Closed -$164K
BDCL
1278
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
– –
-13,207
Closed -$286K
SRCI
1279
DELISTED
SRC Energy Inc
SRCI
– –
-25,259
Closed -$213K
AVP
1280
DELISTED
Avon Products, Inc.
AVP
– –
-22,824
Closed -$100K
BID
1281
DELISTED
Sotheby's
BID
– –
-6,168
Closed -$281K
OAK
1282
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
– –
-5,096
Closed -$231K
TRNX
1283
DELISTED
Taronis Technologies, Inc. Common Stock
TRNX
– –
-2
Closed -$14K
LLL
1284
DELISTED
L3 Technologies, Inc.
LLL
– –
-2,962
Closed -$490K
LXFT
1285
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-3,257
Closed -$204K
GNCA
1286
DELISTED
Genocea Biosciences, Inc.
GNCA
– –
-1,302
Closed -$63K
WFT
1287
DELISTED
Weatherford International plc
WFT
– –
-17,643
Closed -$117K
USG
1288
DELISTED
Usg
USG
– –
-11,465
Closed -$365K
ELLI
1289
DELISTED
Ellie Mae Inc
ELLI
– –
-3,644
Closed -$365K
CLD
1290
DELISTED
Cloud Peak Energy Inc
CLD
– –
-13,421
Closed -$61K
TFCFA
1291
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-8,245
Closed -$267K
NTRI
1292
DELISTED
NutriSystem, Inc.
NTRI
– –
-4,081
Closed -$226K
SGYP
1293
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
– –
-16,813
Closed -$78K
BNCL
1294
DELISTED
Beneficial Bancorp, Inc.
BNCL
– –
-12,975
Closed -$208K
AHL
1295
DELISTED
ASPEN Insurance Holding Limited
AHL
– –
-7,085
Closed -$369K
P
1296
DELISTED
Pandora Media Inc
P
– –
-11,533
Closed -$136K
VVC
1297
DELISTED
Vectren Corporation
VVC
– –
-4,024
Closed -$236K
FBR
1298
DELISTED
Fibria Celulose Sa
FBR
– –
-11,745
Closed -$107K
SCG
1299
DELISTED
Scana
SCG
– –
-6,913
Closed -$452K
SIR
1300
DELISTED
SELECT INCOME REIT
SIR
– –
-21,087
Closed -$239K
50 51
52
53 54

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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.