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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
TER icon
426
Teradyne
TER
$57.6B
$270K 0.05%
+8,690
New +$248K
ADM icon
427
Archer Daniels Midland
ADM
$38.2B
$269K 0.05%
+5,835
New +$261K
EQT icon
428
EQT Corp
EQT
$33.3B
$269K 0.05%
+8,090
New +$270K
EWBC icon
429
East-West Bancorp
EWBC
$17.9B
$269K 0.05%
+5,210
New +$273K
FXY icon
430
Invesco CurrencyShares Japanese Yen Trust
FXY
$438M
$269K 0.05%
+3,111
New +$264K
ENOV icon
431
Enovis
ENOV
$1.68B
$268K 0.05%
+3,965
New +$264K
HES
432
DELISTED
Hess
HES
$268K 0.05%
+5,557
New +$294K
HUM icon
433
Humana
HUM
$43.7B
$268K 0.05%
1,302
-549
-30% -$114K
UAA icon
434
Under Armour
UAA
$2.84B
$268K 0.05%
13,569
+5,119
+61% +$119K
CLX icon
435
Clorox
CLX
$11.6B
$267K 0.05%
+1,978
New +$256K
KRNY icon
436
Kearny Financial
KRNY
$604M
$267K 0.05%
17,748
-3,157
-15% -$47.7K
SM icon
437
SM Energy
SM
$7.8B
$267K 0.05%
+11,114
New +$308K
TFCFA
438
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$267K 0.05%
+8,245
New +$252K
FRT icon
439
Federal Realty Investment Trust
FRT
$10.7B
$265K 0.05%
+1,986
New +$274K
HSBC icon
440
HSBC
HSBC
$365B
$265K 0.05%
+7,189
New +$270K
ALL icon
441
Allstate
ALL
$68B
$264K 0.05%
+3,244
New +$255K
TT icon
442
Trane Technologies
TT
$100B
$263K 0.05%
3,235
-782
-19% -$62.1K
DNR
443
DELISTED
Denbury Resources, Inc.
DNR
$263K 0.05%
102,006
+91,925
+912% +$285K
UGAZ
444
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
$263K 0.05%
127
+11
+9% +$24.7K
BCO icon
445
Brink's
BCO
$4.88B
$262K 0.05%
+4,894
New +$238K
CLF icon
446
Cleveland-Cliffs
CLF
$6.57B
$262K 0.05%
+31,905
New +$303K
EVR icon
447
Evercore
EVR
$12.4B
$262K 0.05%
3,364
-3,162
-48% -$246K
S
448
DELISTED
Sprint Corporation
S
$261K 0.05%
+30,055
New +$263K
EQNR icon
449
Equinor
EQNR
$97.7B
$260K 0.05%
+15,132
New +$272K
NMFC icon
450
New Mountain Finance
NMFC
$651M
$260K 0.05%
17,457
-4,169
-19% -$60.9K
16 17
18
19 20

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BCM
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OAM
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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.