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
BOX icon
876
Box
BOX
$4.77B
– –
-10,862
Closed -$177K
BRKL
877
DELISTED
Brookline Bancorp
BRKL
– –
-12,437
Closed -$195K
BSBR icon
878
Santander
BSBR
$43.9B
– –
-18,394
Closed -$155K
BWX icon
879
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
– –
-10,768
Closed -$287K
CACC icon
880
Credit Acceptance
CACC
$6.23B
– –
-5,965
Closed -$1.19M
CAH icon
881
Cardinal Health
CAH
$54.1B
– –
-3,696
Closed -$301K
CCI icon
882
Crown Castle
CCI
$31.2B
– –
-3,104
Closed -$293K
CCK icon
883
Crown Holdings
CCK
$12.2B
– –
-3,906
Closed -$207K
CDE icon
884
Coeur Mining
CDE
$20.5B
– –
-10,251
Closed -$83K
CDNS icon
885
Cadence Design Systems
CDNS
$75.4B
– –
-13,184
Closed -$414K
CDXS icon
886
Codexis
CDXS
$153M
– –
-10,351
Closed -$50K
CENX icon
887
Century Aluminum
CENX
$3.93B
– –
-16,078
Closed -$204K
CFR icon
888
Cullen/Frost Bankers
CFR
$10.1B
– –
-4,118
Closed -$366K
CHRD icon
889
Chord Energy
CHRD
$8.59B
– –
-20,188
Closed -$288K
CHRW icon
890
C.H. Robinson
CHRW
$18.4B
– –
-3,192
Closed -$247K
CHTR icon
891
Charter Communications
CHTR
$16.8B
– –
-1,071
Closed -$351K
CHY
892
Calamos Convertible and High Income Fund
CHY
$967M
– –
-18,504
Closed -$211K
CIK
893
UBS Asset Management Income Fund, Inc.
CIK
$131M
– –
-12,426
Closed -$41K
CL icon
894
Colgate-Palmolive
CL
$69.4B
– –
-3,443
Closed -$252K
CLF icon
895
Cleveland-Cliffs
CLF
$6.73B
– –
-31,905
Closed -$262K
CLNE icon
896
Clean Energy Fuels
CLNE
$381M
– –
-23,815
Closed -$61K
CM icon
897
Canadian Imperial Bank of Commerce
CM
$103B
– –
-5,510
Closed -$238K
CMBS icon
898
iShares CMBS ETF
CMBS
$464M
– –
-4,285
Closed -$220K
CMCSA icon
899
Comcast
CMCSA
$86.7B
– –
-21,684
Closed -$815K
CMI icon
900
Cummins
CMI
$74.1B
– –
-6,238
Closed -$943K
34 35
36
37 38

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.