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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
TRCO
276
DELISTED
TRIBUNE MEDIA COMPANY CLASS A
TRCO
$377K 0.07%
+10,114
New +$342K
BAX icon
277
Baxter International
BAX
$13.5B
$376K 0.07%
7,255
-15,350
-68% -$755K
KEYS icon
278
Keysight
KEYS
$54.5B
$376K 0.07%
+10,410
New +$388K
ROK icon
279
Rockwell Automation
ROK
$53.4B
$376K 0.07%
+2,415
New +$361K
SIG icon
280
Signet Jewelers
SIG
$3.61B
$376K 0.07%
+5,426
New +$406K
ANTX
281
DELISTED
Anthem, Inc.
ANTX
$376K 0.07%
+7,381
New +$363K
EGO icon
282
Eldorado Gold
EGO
$7.87B
$373K 0.07%
21,893
+8,292
+61% +$139K
ESRX
283
DELISTED
Express Scripts Holding Company
ESRX
$372K 0.07%
+5,641
New +$388K
MWA icon
284
Mueller Water Products
MWA
$3.95B
$370K 0.07%
+31,276
New +$397K
AHL
285
DELISTED
ASPEN Insurance Holding Limited
AHL
$369K 0.07%
+7,085
New +$393K
GPOR
286
DELISTED
Gulfport Energy Corp.
GPOR
$367K 0.07%
+21,364
New +$409K
CFR icon
287
Cullen/Frost Bankers
CFR
$10.3B
$366K 0.07%
+4,118
New +$370K
USMV icon
288
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$366K 0.07%
+7,667
New +$359K
ISRG icon
289
Intuitive Surgical
ISRG
$127B
$365K 0.07%
4,284
-4,329
-50% -$342K
USG
290
DELISTED
Usg
USG
$365K 0.07%
+11,465
New +$365K
ELLI
291
DELISTED
Ellie Mae Inc
ELLI
$365K 0.07%
+3,644
New +$335K
SPGI icon
292
S&P Global
SPGI
$121B
$363K 0.07%
2,778
-4,451
-62% -$553K
IJH icon
293
iShares Core S&P Mid-Cap ETF
IJH
$122B
$361K 0.07%
10,545
-1,185
-10% -$40.3K
UBS icon
294
UBS Group
UBS
$173B
$361K 0.07%
+22,617
New +$364K
ASB icon
295
Associated Banc-Corp
ASB
$5.83B
$357K 0.07%
14,650
+584
+4% +$14.7K
ONB icon
296
Old National Bancorp
ONB
$10.2B
$357K 0.07%
20,599
-6,525
-24% -$117K
AMJ
297
DELISTED
JP Morgan Alerian MLP Index ETN 5/24/24
AMJ
$354K 0.07%
+10,952
New +$358K
GBT
298
DELISTED
Global Blood Therapeutics, Inc.
GBT
$352K 0.07%
+9,546
New +$240K
CHTR icon
299
Charter Communications
CHTR
$17.3B
$351K 0.07%
+1,071
New +$341K
EQIX icon
300
Equinix
EQIX
$101B
$351K 0.07%
+876
New +$333K
10 11
12
13 14

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OAM
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NOCM
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TIM
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QIM
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RB
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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.