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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
CMS icon
901
CMS Energy
CMS
$20.7B
– –
-5,248
Closed -$235K
CNX icon
902
CNX Resources
CNX
$5.24B
– –
-12,074
Closed -$169K
COKE icon
903
Coca-Cola Consolidated
COKE
$13.2B
– –
-15,710
Closed -$324K
COOP
904
DELISTED
Mr. Cooper
COOP
– –
-4,639
Closed -$81K
CPRX
905
DELISTED
Catalyst Pharmaceutical
CPRX
– –
-12,863
Closed -$25K
CRDF icon
906
Cardiff Oncology
CRDF
$104M
– –
-1,674
Closed -$139K
CRM icon
907
Salesforce
CRM
$210B
– –
-3,337
Closed -$275K
CSCO icon
908
Cisco
CSCO
$434B
– –
-40,788
Closed -$1.38M
CSD icon
909
Invesco S&P Spin-Off ETF
CSD
$213M
– –
-4,765
Closed -$219K
CSQ icon
910
Calamos Strategic Total Return Fund
CSQ
$3.25B
– –
-20,940
Closed -$234K
CSX icon
911
CSX Corp
CSX
$90.1B
– –
-51,321
Closed -$796K
CTRA
912
DELISTED
Coterra Energy
CTRA
– –
-14,016
Closed -$335K
CVE icon
913
Cenovus Energy
CVE
$62.6B
– –
-16,150
Closed -$182K
CVM icon
914
CEL-SCI Corp
CVM
$26M
– –
-107
Closed -$7K
CWST icon
915
Casella Waste Systems
CWST
$5.75B
– –
-13,649
Closed -$193K
CX icon
916
Cemex
CX
$14.7B
– –
-14,488
Closed -$126K
DE icon
917
Deere & Co
DE
$184B
– –
-8,557
Closed -$932K
DGX icon
918
Quest Diagnostics
DGX
$27.3B
– –
-2,330
Closed -$229K
DHI icon
919
D.R. Horton
DHI
$39.2B
– –
-36,150
Closed -$1.2M
DHY
920
UBS Asset Management High Yield Credit Fund
DHY
$227M
– –
-19,323
Closed -$52K
DLN icon
921
WisdomTree US LargeCap Dividend Fund
DLN
$6.26B
– –
-11,872
Closed -$492K
DOC icon
922
Healthpeak Properties
DOC
$13.9B
– –
-7,482
Closed -$234K
DOV icon
923
Dover
DOV
$25.5B
– –
-4,683
Closed -$304K
DRI icon
924
Darden Restaurants
DRI
$23.7B
– –
-9,040
Closed -$756K
DWAS icon
925
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$404M
– –
-5,178
Closed -$212K
35 36
37
38 39

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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.