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
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
TCF
601
DELISTED
TCF Financial Corporation
TCF
$161K 0.03%
+10,105
New +$163K
DVAX
602
DELISTED
Dynavax Technologies
DVAX
$159K 0.03%
+16,495
New +$107K
FORM icon
603
FormFactor
FORM
$8.23B
$159K 0.03%
+12,842
New +$166K
ARRY
604
DELISTED
Array Biopharma Inc
ARRY
$159K 0.03%
19,017
-8,919
-32% -$72.9K
ERY icon
605
Direxion Daily Energy Bear 2X ETF
ERY
$41.2M
$158K 0.03%
+233
New +$147K
VCEL icon
606
Vericel Corp
VCEL
$2.09B
$156K 0.03%
47,395
+37,168
+363% +$102K
TVPT
607
DELISTED
Travelport Worldwide Limited
TVPT
$155K 0.03%
+11,244
New +$149K
MBT
608
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$153K 0.03%
18,219
+5,766
+46% +$55.5K
PGTI
609
DELISTED
PGT, Inc.
PGTI
$150K 0.03%
+11,715
New +$134K
NGD
610
DELISTED
New Gold Inc
NGD
$147K 0.03%
46,212
-9,486
-17% -$28.5K
OIL
611
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$146K 0.03%
29,943
-46,373
-61% -$240K
GGN
612
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$851M
$144K 0.03%
+26,093
New +$148K
MBRX icon
613
Moleculin Biotech
MBRX
$15M
$144K 0.03%
34
+23
+209% +$50.1K
SEA
614
DELISTED
Invesco Shipping ETF
SEA
$143K 0.03%
+12,085
New +$142K
GLDI icon
615
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$32.5M
$141K 0.03%
+764
New +$144K
HAPN
616
Happen Inc
HAPN
$1.88B
$141K 0.03%
+5,103
New +$145K
KGC icon
617
Kinross Gold
KGC
$33.3B
$140K 0.03%
34,369
-52,463
-60% -$209K
PBR icon
618
Petrobras
PBR
$136B
$138K 0.03%
17,297
-1,439
-8% -$12.8K
VIXY icon
619
ProShares VIX Short-Term Futures ETF
VIXY
$215M
$133K 0.03%
+39
New +$150K
CAMT icon
620
Camtek
CAMT
$6.39B
$130K 0.02%
+26,991
New +$131K
SPWR
621
DELISTED
SunPower Corporation Common Stock
SPWR
$130K 0.02%
+21,186
New +$104K
AU icon
622
AngloGold Ashanti
AU
$51B
$129K 0.02%
+13,309
New +$152K
ADAM
623
Adamas Trust
ADAM
$814M
$129K 0.02%
5,166
-963
-16% -$24.2K
RSO
624
DELISTED
Resource Capital Corp.
RSO
$129K 0.02%
+12,715
New +$122K
CEMP
625
DELISTED
Cempra, Inc.
CEMP
$129K 0.02%
28,108
-37,872
-57% -$150K
23 24
25
26 27

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 1-Year Est. Return

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.