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
EGN
1301
DELISTED
Energen
EGN
– –
-7,686
Closed -$418K
DGAZ
1302
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
– –
-564
Closed -$236K
EVHC
1303
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-5,625
Closed -$345K
ANDV
1304
DELISTED
Andeavor
ANDV
– –
-2,492
Closed -$202K
GST
1305
DELISTED
Gastar Exploration Inc.
GST
– –
-71,218
Closed -$110K
NEE.PRQ
1306
DELISTED
NextEra Energy, Inc.
NEE.PRQ
– –
-3,490
Closed -$211K
SIGM
1307
DELISTED
Sigma Designs Inc
SIGM
– –
-31,710
Closed -$198K
NSM
1308
DELISTED
Nationstar Mortgage Holdings
NSM
– –
-10,203
Closed -$161K
RSPP
1309
DELISTED
RSP Permian, Inc.
RSPP
– –
-6,728
Closed -$279K
KND
1310
DELISTED
Kindred Healthcare
KND
– –
-15,632
Closed -$131K
OA
1311
DELISTED
Orbital ATK, Inc.
OA
– –
-2,996
Closed -$294K
ANTX
1312
DELISTED
Anthem, Inc.
ANTX
– –
-7,381
Closed -$376K
SNI
1313
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-3,151
Closed -$247K
BV
1314
DELISTED
Bazaarvoice, Inc.
BV
– –
-21,759
Closed -$94K
RT
1315
DELISTED
Ruby Tuesday Georgia
RT
– –
-10,052
Closed -$28K
UGAZ
1316
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
– –
-127
Closed -$263K
SNAK
1317
DELISTED
Inventure Foods, Inc.
SNAK
– –
-18,628
Closed -$82K
OCRX
1318
DELISTED
Ocera Therapeutics, Inc.
OCRX
– –
-19,180
Closed -$25K
RICE
1319
DELISTED
Rice Energy Inc.
RICE
– –
-13,750
Closed -$326K
LVLT
1320
DELISTED
Level 3 Communications Inc
LVLT
– –
-5,193
Closed -$297K
MYCC
1321
DELISTED
ClubCorp Holdings, Inc.
MYCC
– –
-18,289
Closed -$294K
WBMD
1322
DELISTED
WebMD Health Corp.
WBMD
– –
-5,680
Closed -$299K
ENOC
1323
DELISTED
EnerNOC, Inc.
ENOC
– –
-11,166
Closed -$67K
XRA
1324
DELISTED
Exeter Resources Corporation
XRA
– –
-21,465
Closed -$37K
INNL
1325
DELISTED
Innocoll Holdings plc Ordinary Shares
INNL
– –
-14,860
Closed -$17K
51 52
53
54 55

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.