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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+6.19%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$510M
AUM Growth
+$211M
Cap. Flow
+$198M
Cap. Flow %
38.85%
Top 10 Hldgs %
23.95%
Holding
1,280
New
581
Increased
145
Reduced
139
Closed
400

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$16.4M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$15.7M
3
IBB icon
iShares Biotechnology ETF
IBB
+$12.1M
4
IYR icon
iShares US Real Estate ETF
IYR
+$11.6M
5
IVE icon
iShares S&P 500 Value ETF
IVE
+$11.5M

Top Sells

Rank Stock Value
1
BAC icon
Bank of America
BAC
+$9.24M
2
SDS icon
ProShares UltraShort S&P500
SDS
+$7.49M
3
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$4.21M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$3.46M
5
CP icon
Canadian Pacific Kansas City
CP
+$2.44M

Sector Composition

Rank Sector Weight
1 Financials 8.88%
2 Industrials 8.67%
3 Healthcare 8.22%
4 Technology 7.28%
5 Consumer Discretionary 6.1%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XRX icon
251
Xerox
XRX
$387M
$416K 0.08%
14,156
-12,660
-47% -$365K
CDNS icon
252
Cadence Design Systems
CDNS
$93.6B
$414K 0.08%
+13,184
New +$385K
RRC icon
253
Range Resources
RRC
$9.38B
$413K 0.08%
+14,198
New +$439K
MHK icon
254
Mohawk Industries
MHK
$7.5B
$410K 0.08%
+1,788
New +$393K
KRE icon
255
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$406K 0.08%
+7,434
New +$416K
CIT
256
DELISTED
CIT Group Inc.
CIT
$406K 0.08%
+9,462
New +$401K
APD icon
257
Air Products & Chemicals
APD
$65.7B
$402K 0.08%
2,972
+561
+23% +$79.1K
KBWB icon
258
Invesco KBW Bank ETF
KBWB
$6.84B
$402K 0.08%
+8,459
New +$409K
TBT icon
259
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$304M
$402K 0.08%
+10,268
New +$410K
ES icon
260
Eversource Energy
ES
$26.9B
$399K 0.08%
+6,792
New +$386K
HAS icon
261
Hasbro
HAS
$13.2B
$399K 0.08%
+3,993
New +$370K
TXN icon
262
Texas Instruments
TXN
$252B
$399K 0.08%
4,955
-1,730
-26% -$134K
TWX
263
DELISTED
Time Warner Inc
TWX
$397K 0.08%
+4,064
New +$393K
IYZ icon
264
iShares US Telecommunications ETF
IYZ
$1.2B
$394K 0.08%
+12,169
New +$414K
EWC icon
265
iShares MSCI Canada ETF
EWC
$6.13B
$390K 0.08%
+14,495
New +$391K
SCZ icon
266
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
$389K 0.08%
+7,182
New +$377K
FITB
267
Fifth Third Bancorp
FITB
$51.2B
$384K 0.08%
+15,112
New +$403K
SDS icon
268
ProShares UltraShort S&P500
SDS
$415M
$384K 0.08%
285
-5,365
-95% -$7.49M
UAL icon
269
United Airlines
UAL
$39.4B
$384K 0.08%
+5,440
New +$393K
DCUC
270
DELISTED
Dominion Energy, Inc.
DCUC
$384K 0.08%
7,637
+3,416
+81% +$172K
YCS icon
271
ProShares UltraShort Yen
YCS
$29.9M
$382K 0.07%
+21,052
New +$397K
SIVB
272
DELISTED
SVB Financial Group
SIVB
$381K 0.07%
+2,048
New +$372K
REN
273
DELISTED
Resolute Energy Corporaton
REN
$381K 0.07%
+9,423
New +$406K
CRZO
274
DELISTED
Carrizo Oil & Gas Inc
CRZO
$380K 0.07%
+13,262
New +$435K
SBNY
275
DELISTED
Signature Bank
SBNY
$377K 0.07%
+2,538
New +$393K
9 10
11
12 13

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NOCM
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TIM
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QIM
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OMG
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MCM
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Two Sigma Securities's Q1 2017 Portfolio in Review

As of Q1 2017, Two Sigma Securities held 1,280 positions worth $510M, up 71% from $299M the previous quarter. Its ten largest holdings account for 24% of the portfolio.

Two Sigma Securities deployed $198M of net new capital in Q1 2017, opening 581 new positions and adding to 145 existing holdings. Its largest new stake was iShares Biotechnology ETF: 126,795 shares worth $12.4M.

By sector, the portfolio is most concentrated in Financials at 8.9% of assets, down from 13% a quarter earlier, followed by Industrials and Healthcare.

On the sell side, the largest reduction was Bank of America, an estimated $9.24M trimmed.

  • Two Sigma Securities's largest Q1 2017 buy was iShares Biotechnology ETF: 126,795 shares worth $12.4M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q1 2017, an estimated $16.4M increase.
  • Two Sigma Securities's biggest Q1 2017 reduction was Bank of America, cutting an estimated $9.24M.
  • Two Sigma Securities fully exited State Street SPDR Dow Jones Industrial Average ETF Trust in Q1 2017, selling an estimated $4.21M.
  • Two Sigma Securities's ten largest holdings make up 24% of its $510M portfolio in Q1 2017.
  • Two Sigma Securities opened 581 new positions and closed 400 in Q1 2017.
  • Two Sigma Securities's portfolio value rose 71% quarter-over-quarter to $510M.

Based on Two Sigma Securities's 13F filing for Q1 2017, filed 15 May 2017.