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
IEFA icon
1001
iShares Core MSCI EAFE ETF
IEFA
$193B
– –
-40,136
Closed -$2.33M
IGLB icon
1002
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.91B
– –
-4,080
Closed -$242K
IJJ icon
1003
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.59B
– –
-8,872
Closed -$659K
IMAX icon
1004
IMAX
IMAX
$2.89B
– –
-9,734
Closed -$331K
IP icon
1005
International Paper
IP
$18B
– –
-4,996
Closed -$240K
IPI icon
1006
Intrepid Potash
IPI
$520M
– –
-2,813
Closed -$48K
ITA icon
1007
iShares US Aerospace & Defense ETF
ITA
$12.6B
– –
-33,942
Closed -$2.52M
ITM icon
1008
VanEck Intermediate Muni ETF
ITM
$2.02B
– –
-10,138
Closed -$475K
ITW icon
1009
Illinois Tool Works
ITW
$76.5B
– –
-5,955
Closed -$789K
IVE icon
1010
iShares S&P 500 Value ETF
IVE
$49.4B
– –
-110,905
Closed -$11.5M
IWD icon
1011
iShares Russell 1000 Value ETF
IWD
$82.8B
– –
-8,921
Closed -$1.02M
IWN icon
1012
iShares Russell 2000 Value ETF
IWN
$14.2B
– –
-1,830
Closed -$216K
IWP icon
1013
iShares Russell Mid-Cap Growth ETF
IWP
$19B
– –
-11,034
Closed -$572K
IWR icon
1014
iShares Russell Mid-Cap ETF
IWR
$55.4B
– –
-14,356
Closed -$672K
IYC icon
1015
iShares US Consumer Discretionary ETF
IYC
$1.15B
– –
-5,904
Closed -$238K
IYF icon
1016
iShares US Financials ETF
IYF
$4.35B
– –
-11,496
Closed -$598K
IYG icon
1017
iShares US Financial Services ETF
IYG
$2.18B
– –
-12,786
Closed -$465K
IYT icon
1018
iShares US Transportation ETF
IYT
$2.1B
– –
-28,716
Closed -$1.18M
IYW icon
1019
iShares US Technology ETF
IYW
$25B
– –
-34,304
Closed -$1.16M
IYZ icon
1020
iShares US Telecommunications ETF
IYZ
$1.22B
– –
-12,169
Closed -$394K
JAGX icon
1021
Jaguar Health
JAGX
$1.16M
– –
0
– -$11K
JCI icon
1022
Johnson Controls International
JCI
$83.8B
– –
-14,088
Closed -$593K
JEF icon
1023
Jefferies Financial Group
JEF
$11.3B
– –
-9,746
Closed -$227K
JNK icon
1024
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.78B
– –
-17,250
Closed -$1.91M
JQC icon
1025
Nuveen Credit Strategies Income Fund
JQC
$687M
– –
-17,453
Closed -$152K
39 40
41
42 43

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.