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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
RPAI
451
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$260K 0.05%
18,037
-11,981
-40% -$179K
PNR icon
452
Pentair
PNR
$10.4B
$259K 0.05%
+6,148
New +$246K
ZBH icon
453
Zimmer Biomet
ZBH
$18.2B
$259K 0.05%
+2,183
New +$247K
AMGN icon
454
Amgen
AMGN
$208B
$258K 0.05%
1,571
-370
-19% -$61.5K
THS
455
DELISTED
Treehouse Foods
THS
$258K 0.05%
+3,042
New +$244K
ELD icon
456
WisdomTree Emerging Markets Local Debt Fund
ELD
$142M
$257K 0.05%
+6,830
New +$252K
FANG icon
457
Diamondback Energy
FANG
$57.1B
$257K 0.05%
+2,478
New +$256K
OEF icon
458
iShares S&P 100 ETF
OEF
$20.1B
$257K 0.05%
2,457
-9,790
-80% -$1.01M
Y
459
DELISTED
Alleghany Corp
Y
$257K 0.05%
+418
New +$261K
QID icon
460
ProShares UltraShort QQQ
QID
$282M
$256K 0.05%
+168
New +$277K
STL
461
DELISTED
Sterling Bancorp
STL
$256K 0.05%
10,813
-4,974
-32% -$120K
SCHE icon
462
Schwab Emerging Markets Equity ETF
SCHE
$12.6B
$255K 0.05%
10,645
-6,165
-37% -$144K
FXG icon
463
First Trust Consumer Staples AlphaDEX Fund
FXG
$229M
$254K 0.05%
+5,498
New +$254K
HUN icon
464
Huntsman Corp
HUN
$1.71B
$254K 0.05%
10,335
-6,129
-37% -$132K
STGW icon
465
Stagwell
STGW
$2.07B
$254K 0.05%
+27,054
New +$213K
HA
466
DELISTED
Hawaiian Holdings, Inc.
HA
$254K 0.05%
+5,473
New +$280K
POT
467
DELISTED
Potash Corp Of Saskatchewan
POT
$254K 0.05%
14,842
+967
+7% +$17.5K
BSX icon
468
Boston Scientific
BSX
$69.5B
$253K 0.05%
10,156
-3,136
-24% -$76.3K
CVY icon
469
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$253K 0.05%
12,240
-696
-5% -$14.3K
NWG icon
470
NatWest
NWG
$75.4B
$253K 0.05%
38,650
+27,303
+241% +$172K
NLSN
471
DELISTED
Nielsen Holdings plc
NLSN
$253K 0.05%
+6,134
New +$263K
CL icon
472
Colgate-Palmolive
CL
$73.1B
$252K 0.05%
3,443
-22,660
-87% -$1.59M
FXZ icon
473
First Trust Materials AlphaDEX Fund
FXZ
$368M
$252K 0.05%
+6,653
New +$250K
RTH icon
474
VanEck Retail ETF
RTH
$258M
$252K 0.05%
+3,195
New +$249K
TVRD
475
Tvardi Therapeutics
TVRD
$19.7M
$252K 0.05%
+380
New +$203K
17 18
19
20 21

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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.