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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
WNR
351
DELISTED
Western Refining Inc
WNR
$310K 0.06%
+8,834
New +$319K
ROP icon
352
Roper Technologies
ROP
$38.8B
$308K 0.06%
+1,494
New +$300K
SWK icon
353
Stanley Black & Decker
SWK
$14.3B
$308K 0.06%
+2,320
New +$291K
OVV icon
354
Ovintiv
OVV
$17.3B
$307K 0.06%
5,251
+2,802
+114% +$168K
BKNG icon
355
Booking.com
BKNG
$149B
$306K 0.06%
+4,300
New +$284K
OGE icon
356
OGE Energy
OGE
$9.78B
$306K 0.06%
+8,749
New +$305K
SAM icon
357
Boston Beer
SAM
$1.91B
$306K 0.06%
+2,113
New +$331K
KGC icon
358
Kinross Gold
KGC
$27.4B
$305K 0.06%
86,832
-28,286
-25% -$102K
SRTY icon
359
ProShares UltraPro Short Russell2000
SRTY
$79.9M
$305K 0.06%
+64
New +$318K
BLUE
360
DELISTED
bluebird bio
BLUE
$304K 0.06%
+258
New +$263K
DOV icon
361
Dover
DOV
$27.6B
$304K 0.06%
+4,683
New +$299K
EMN icon
362
Eastman Chemical
EMN
$8B
$304K 0.06%
3,762
-3,976
-51% -$313K
PAG icon
363
Penske Automotive Group
PAG
$14.3B
$304K 0.06%
6,484
+2,294
+55% +$117K
AOS icon
364
A.O. Smith
AOS
$8.17B
$303K 0.06%
+5,924
New +$294K
PCEF icon
365
Invesco CEF Income Composite ETF
PCEF
$801M
$302K 0.06%
+13,061
New +$300K
PPG icon
366
PPG Industries
PPG
$24.6B
$302K 0.06%
+2,870
New +$291K
CAH icon
367
Cardinal Health
CAH
$53.9B
$301K 0.06%
+3,696
New +$291K
UPRO icon
368
ProShares UltraPro S&P 500
UPRO
$5.23B
$299K 0.06%
+18,660
New +$285K
WBMD
369
DELISTED
WebMD Health Corp.
WBMD
$299K 0.06%
+5,680
New +$290K
NMBL
370
DELISTED
Nimble Storage, Inc.
NMBL
$299K 0.06%
+23,951
New +$235K
ECL icon
371
Ecolab
ECL
$78.1B
$298K 0.06%
+2,380
New +$291K
EFX icon
372
Equifax
EFX
$20.3B
$298K 0.06%
+2,180
New +$277K
EMLC icon
373
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$297K 0.06%
+8,022
New +$290K
LVLT
374
DELISTED
Level 3 Communications Inc
LVLT
$297K 0.06%
5,193
-1,534
-23% -$88.6K
WWAV
375
DELISTED
The WhiteWave Foods Company
WWAV
$297K 0.06%
+5,294
New +$292K
13 14
15
16 17

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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.