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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
UN
1351
DELISTED
Unilever NV New York Registry Shares
UN
– –
-5,047
Closed -$251K
IBMI
1352
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
– –
-9,481
Closed -$242K
SPHS
1353
DELISTED
Sophiris Bio, Inc.
SPHS
– –
-11,622
Closed -$33K
TRCO
1354
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
– –
-10,114
Closed -$377K
REN
1355
DELISTED
Resolute Energy Corporaton
REN
– –
-9,423
Closed -$381K
IBMG
1356
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
– –
-9,577
Closed -$244K
DST
1357
DELISTED
DST Systems Inc.
DST
– –
-3,720
Closed -$228K
DMTX
1358
DELISTED
Dimension Therapeutics, Inc
DMTX
– –
-61,833
Closed -$108K
WNR
1359
DELISTED
Western Refining Inc
WNR
– –
-8,834
Closed -$310K
MEMP
1360
DELISTED
Memorial Production Partners LP Common Units
MEMP
– –
-20,892
Closed -$3K
AIRM
1361
DELISTED
Air Methods Corp
AIRM
– –
-11,140
Closed -$479K
WWAV
1362
DELISTED
The WhiteWave Foods Company
WWAV
– –
-5,294
Closed -$297K
XLKS
1363
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
– –
-2,824
Closed -$206K
VG
1364
DELISTED
Vonage Holdings Corporation
VG
– –
-10,655
Closed -$67K
CIT
1365
DELISTED
CIT Group Inc.
CIT
– –
-9,462
Closed -$406K
STL
1366
DELISTED
Sterling Bancorp
STL
– –
-10,813
Closed -$256K
ETRM
1367
DELISTED
EnteroMedics Inc.
ETRM
– –
-10,273
Closed -$59K
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.