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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
PWE
1326
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-67,428
Closed -$115K
CST
1327
DELISTED
CST Brands, Inc.
CST
– –
-4,460
Closed -$214K
PVTB
1328
DELISTED
PrivateBancorp Inc
PVTB
– –
-4,735
Closed -$281K
MJN
1329
DELISTED
Mead Johnson Nutrition Company
MJN
– –
-4,729
Closed -$421K
JIVE
1330
DELISTED
Jive Software, Inc.
JIVE
– –
-16,206
Closed -$70K
VAL
1331
DELISTED
Valspar
VAL
– –
-3,039
Closed -$337K
EXCU
1332
DELISTED
Exelon Corporation
EXCU
– –
-4,424
Closed -$218K
SWC
1333
DELISTED
Stillwater Mining Co
SWC
– –
-15,707
Closed -$271K
UAM
1334
DELISTED
Universal American Corp
UAM
– –
-17,772
Closed -$177K
ADPT
1335
DELISTED
Adeptus Health Inc
ADPT
– –
-53,784
Closed -$97K
XXIA
1336
DELISTED
Ixia
XXIA
– –
-40,896
Closed -$804K
NMBL
1337
DELISTED
Nimble Storage, Inc.
NMBL
– –
-23,951
Closed -$299K
COYN
1338
DELISTED
COPsync, Inc.
COYN
– –
-18,756
Closed -$5K
GGP
1339
DELISTED
GGP Inc.
GGP
– –
-9,103
Closed -$211K
CRC
1340
DELISTED
California Resources Corporation
CRC
– –
-15,159
Closed -$228K
ORIG
1341
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-12
Closed -$33K
GIG
1342
DELISTED
GigPeak, Inc.
GIG
– –
-31,715
Closed -$98K
NLSN
1343
DELISTED
Nielsen Holdings plc
NLSN
– –
-6,134
Closed -$253K
DCTH
1344
DELISTED
Delcath Systems Inc
DCTH
– –
-308,515
Closed -$27K
ATVI
1345
DELISTED
Activision Blizzard
ATVI
– –
-4,180
Closed -$208K
IIP
1346
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-12,280
Closed -$46K
PFSW
1347
DELISTED
PFSweb, Inc.
PFSW
– –
-10,114
Closed -$66K
MINC
1348
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
– –
-4,429
Closed -$215K
SBNY
1349
DELISTED
Signature Bank
SBNY
– –
-2,538
Closed -$377K
GRA
1350
DELISTED
W.R. Grace & Co.
GRA
– –
-3,055
Closed -$213K
51 52 53
54
55

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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.