We are live on
!
Find out more
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
(+3%)
Cap. Flow
+$7.42M
Cap. Flow
% of AUM
1.41%
Top 10 Holdings %
Top 10 Hldgs %
28.79%
Holding
1,368
New
486
Increased
150
Reduced
175
Closed
537
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$27.4M |
| 2 |
State Street SPDR Dow Jones REIT ETF
RWR
|
+$19.5M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$19.3M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$17.2M |
| 5 |
Bank of America
BAC
|
+$9.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$20.5M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$15.8M |
| 3 |
iShares S&P 500 Value ETF
IVE
|
+$11.5M |
| 4 |
iShares US Real Estate ETF
IYR
|
+$11.2M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
COHR
451
DELISTED
Coherent Inc
COHR
| $242K | 0.05% |
+1,076
| New | +$247K |
|
452
First Trust Materials AlphaDEX Fund
FXZ
$391M
| $241K | 0.05% |
6,239
-414
| -6% | -$15.7K |
|
|
GG
453
DELISTED
Goldcorp Inc
GG
| $241K | 0.05% |
+18,658
| New | +$261K |
|
454
Philips
PHG
$24.3B
| $240K | 0.05% |
+8,843
| New | +$232K |
|
|
RAI
455
DELISTED
Reynolds American Inc
RAI
| $240K | 0.05% |
3,686
-230
| -6% | -$15K |
|
456
GSK
GSK
$100B
| $239K | 0.05% |
+4,440
| New | +$237K |
|
457
PIMCO Dynamic Income Fund
PDI
$6.73B
| $239K | 0.05% |
+7,915
| New | +$233K |
|
458
Agios Pharmaceuticals
AGIO
$1.96B
| $238K | 0.05% |
+4,630
| New | +$237K |
|
459
Xtrackers MSCI Eurozone Hedged Equity ETF
DBEZ
$73.8M
| $238K | 0.05% |
+8,150
| New | +$244K |
|
460
Zimmer Biomet
ZBH
$18.8B
| $238K | 0.05% |
1,907
-276
| -13% | -$32.7K |
|
|
AGN
461
DELISTED
Allergan plc
AGN
| $238K | 0.05% |
979
-431
| -31% | -$101K |
|
462
American Airlines Group
AAL
$8.45B
| $237K | 0.05% |
4,715
-823
| -15% | -$38.3K |
|
463
Grand Canyon Education
LOPE
$4B
| $237K | 0.05% |
+3,027
| New | +$232K |
|
464
Invesco S&P MidCap 400 Pure Value ETF
RFV
$335M
| $237K | 0.05% |
+3,762
| New | +$233K |
|
465
Arthur J. Gallagher & Co
AJG
$63.6B
| $236K | 0.04% |
+4,117
| New | +$233K |
|
466
Clorox
CLX
$10.5B
| $236K | 0.04% |
1,772
-206
| -10% | -$27.8K |
|
|
ESV
467
DELISTED
Ensco Rowan plc
ESV
| $236K | 0.04% |
+11,426
| New | +$328K |
|
468
East-West Bancorp
EWBC
$17.6B
| $235K | 0.04% |
4,013
-1,197
| -23% | -$65.9K |
|
469
Intel
INTC
$513B
| $235K | 0.04% |
6,962
-30,054
| -81% | -$1.08M |
|
|
DWTR
470
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
| $235K | 0.04% |
+9,339
| New | +$232K |
|
471
iShares Global Healthcare ETF
IXJ
$4.2B
| $234K | 0.04% |
+4,280
| New | +$227K |
|
472
Pitney Bowes
PBI
$2.37B
| $233K | 0.04% |
15,421
-9,903
| -39% | -$145K |
|
|
BHI
473
DELISTED
Baker Hughes
BHI
| $232K | 0.04% |
+4,262
| New | +$245K |
|
|
SSRI
474
DELISTED
Silver Standard Resources
SSRI
| $232K | 0.04% |
+23,885
| New | +$240K |
|
475
Lincoln Electric
LECO
$13.8B
| $231K | 0.04% |
+2,510
| New | +$226K |
|
Similar funds
SMM
TPWA
CIA
OWA
FFS
MFA
LA
PGCM
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.