We are live on ! Find out more
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
PJP icon
376
Invesco Pharmaceuticals ETF
PJP
$442M
$296K 0.06%
+5,043
New +$295K
AR icon
377
Antero Resources
AR
$11.1B
$294K 0.06%
+12,883
New +$315K
HWC icon
378
Hancock Whitney
HWC
$6.2B
$294K 0.06%
6,444
-2,481
-28% -$113K
MUR icon
379
Murphy Oil
MUR
$5.7B
$294K 0.06%
+10,281
New +$296K
ZION icon
380
Zions Bancorporation
ZION
$10.2B
$294K 0.06%
+6,990
New +$304K
OA
381
DELISTED
Orbital ATK, Inc.
OA
$294K 0.06%
+2,996
New +$277K
MYCC
382
DELISTED
ClubCorp Holdings, Inc.
MYCC
$294K 0.06%
18,289
-19,866
-52% -$326K
CCI icon
383
Crown Castle
CCI
$33.3B
$293K 0.06%
+3,104
New +$278K
EMB icon
384
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$293K 0.06%
2,580
+600
+30% +$67.6K
CPE
385
DELISTED
Callon Petroleum Company
CPE
$293K 0.06%
+2,227
New +$307K
XLI icon
386
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$292K 0.06%
4,481
-3,970
-47% -$257K
WPX
387
DELISTED
WPX Energy, Inc.
WPX
$292K 0.06%
+21,815
New +$291K
ENIA
388
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
$291K 0.06%
+27,965
New +$264K
CXP
389
DELISTED
COLUMBIA PROPERTY TRUST, INC.
CXP
$291K 0.06%
+13,067
New +$291K
DVN icon
390
Devon Energy
DVN
$52.1B
$290K 0.06%
+6,949
New +$306K
SBGI icon
391
Sinclair Inc
SBGI
$992M
$290K 0.06%
+7,168
New +$264K
CLR
392
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$290K 0.06%
+6,387
New +$301K
BB icon
393
BlackBerry
BB
$4.98B
$289K 0.06%
+37,279
New +$265K
RSG icon
394
Republic Services
RSG
$64.8B
$289K 0.06%
+4,608
New +$276K
CHRD icon
395
Chord Energy
CHRD
$7.9B
$288K 0.06%
20,188
-6,931
-26% -$97.5K
ZNGA
396
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$288K 0.06%
101,074
+51,299
+103% +$138K
AYI icon
397
Acuity Brands
AYI
$9.83B
$287K 0.06%
+1,406
New +$297K
BWX icon
398
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
$287K 0.06%
+10,768
New +$282K
XEC
399
DELISTED
CIMAREX ENERGY CO
XEC
$287K 0.06%
+2,401
New +$312K
BDCL
400
DELISTED
2Leveraged Long ETRACS Linked to the Wells Fargo Business Dev
BDCL
$286K 0.06%
+13,207
New +$271K
14 15
16
17 18

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.