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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
SWN
301
DELISTED
Southwestern Energy Company
SWN
$350K 0.07%
42,874
+27,780
+184% +$240K
EWL icon
302
iShares MSCI Switzerland ETF
EWL
$2.19B
$347K 0.07%
+10,857
New +$337K
SPHB icon
303
Invesco S&P 500 High Beta ETF
SPHB
$971M
$347K 0.07%
+9,232
New +$347K
UHS icon
304
Universal Health Services
UHS
$10.2B
$346K 0.07%
2,777
-920
-25% -$109K
EVHC
305
DELISTED
Envision Healthcare Holdings Inc
EVHC
$345K 0.07%
+5,625
New +$377K
SRC
306
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$343K 0.07%
+7,551
New +$360K
RHT
307
DELISTED
Red Hat Inc
RHT
$343K 0.07%
+3,960
New +$315K
STZ icon
308
Constellation Brands
STZ
$22.2B
$341K 0.07%
2,102
-2,838
-57% -$442K
UL icon
309
Unilever
UL
$137B
$341K 0.07%
+6,149
New +$311K
AGN
310
DELISTED
Allergan plc
AGN
$337K 0.07%
1,410
-342
-20% -$79.6K
VAL
311
DELISTED
Valspar
VAL
$337K 0.07%
+3,039
New +$334K
ATI icon
312
ATI
ATI
$25.6B
$336K 0.07%
+18,702
New +$352K
NEA icon
313
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.37B
$336K 0.07%
+25,147
New +$334K
CTRA
314
DELISTED
Coterra Energy
CTRA
$335K 0.07%
+14,016
New +$318K
WRK
315
DELISTED
WestRock Company
WRK
$335K 0.07%
+6,440
New +$340K
MGA icon
316
Magna International
MGA
$18.7B
$334K 0.07%
+7,743
New +$339K
OIH icon
317
VanEck Oil Services ETF
OIH
$2.06B
$334K 0.07%
+542
New +$352K
VRTV
318
DELISTED
VERITIV CORPORATION
VRTV
$334K 0.07%
+6,453
New +$355K
CBU icon
319
Community Bank
CBU
$3.41B
$332K 0.07%
+6,046
New +$353K
PBI icon
320
Pitney Bowes
PBI
$2.4B
$332K 0.07%
+25,324
New +$358K
SPNT icon
321
SiriusPoint
SPNT
$2.75B
$332K 0.07%
27,476
-5,691
-17% -$67.4K
JCP
322
DELISTED
J.C. Penney Company, Inc.
JCP
$332K 0.07%
+53,948
New +$357K
IMAX icon
323
IMAX
IMAX
$2.62B
$331K 0.06%
+9,734
New +$317K
PDCE
324
DELISTED
PDC Energy, Inc.
PDCE
$331K 0.06%
+5,305
New +$373K
OZK icon
325
Bank OZK
OZK
$5.6B
$330K 0.06%
+6,339
New +$341K
11 12
13
14 15

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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.