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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
APC
326
DELISTED
Anadarko Petroleum
APC
$330K 0.06%
+5,319
New +$354K
PID icon
327
Invesco International Dividend Achievers ETF
PID
$926M
$328K 0.06%
21,840
+7,073
+48% +$105K
PX
328
DELISTED
Praxair Inc
PX
$328K 0.06%
+2,762
New +$325K
CFG icon
329
Citizens Financial Group
CFG
$30.3B
$327K 0.06%
+9,462
New +$345K
GLW icon
330
Corning
GLW
$119B
$327K 0.06%
+12,098
New +$322K
WTM icon
331
White Mountains Insurance
WTM
$5.2B
$327K 0.06%
+372
New +$333K
RICE
332
DELISTED
Rice Energy Inc.
RICE
$326K 0.06%
+13,750
New +$285K
GTN icon
333
Gray Television
GTN
$415M
$325K 0.06%
+22,394
New +$284K
SHV icon
334
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$325K 0.06%
+2,947
New +$325K
TGTX icon
335
TG Therapeutics
TGTX
$7.96B
$325K 0.06%
+27,906
New +$200K
COKE icon
336
Coca-Cola Consolidated
COKE
$12.5B
$324K 0.06%
+15,710
New +$280K
ANF icon
337
Abercrombie & Fitch
ANF
$4.42B
$323K 0.06%
+27,067
New +$322K
RGLD icon
338
Royal Gold
RGLD
$16.8B
$323K 0.06%
+4,608
New +$313K
TCBI icon
339
Texas Capital Bancshares
TCBI
$4.3B
$323K 0.06%
+3,865
New +$324K
FTV icon
340
Fortive
FTV
$17.9B
$322K 0.06%
+8,479
New +$304K
PHO icon
341
Invesco Water Resources ETF
PHO
$2.01B
$322K 0.06%
12,389
+1,675
+16% +$42.8K
PB icon
342
Prosperity Bancshares
PB
$8.97B
$321K 0.06%
+4,601
New +$334K
ALB icon
343
Albemarle
ALB
$13.9B
$320K 0.06%
3,025
-9
-0.3% -$876
SFL icon
344
SFL Corp
SFL
$1.64B
$320K 0.06%
+21,793
New +$324K
MCK icon
345
McKesson
MCK
$100B
$318K 0.06%
2,148
-3,300
-61% -$483K
PPL
346
PPL Corp
PPL
$26.5B
$318K 0.06%
8,504
+1,531
+22% +$54.8K
BBT
347
Beacon Financial Corp
BBT
$2.66B
$317K 0.06%
+8,804
New +$312K
BNS icon
348
Scotiabank
BNS
$107B
$316K 0.06%
+5,389
New +$320K
KBE icon
349
State Street SPDR S&P Bank ETF
KBE
$1.64B
$313K 0.06%
7,290
+2,297
+46% +$101K
ACN icon
350
Accenture
ACN
$102B
$310K 0.06%
+2,583
New +$308K
12 13
14
15 16

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NOCM
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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.