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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
UN
476
DELISTED
Unilever NV New York Registry Shares
UN
$251K 0.05%
+5,047
New +$226K
EW icon
477
Edwards Lifesciences
EW
$49.6B
$250K 0.05%
+7,983
New +$250K
ARRY
478
DELISTED
Array Biopharma Inc
ARRY
$250K 0.05%
+27,936
New +$297K
EXG icon
479
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.99B
$248K 0.05%
29,098
-1,478
-5% -$12.5K
RS icon
480
Reliance Steel & Aluminium
RS
$20.7B
$248K 0.05%
+3,098
New +$254K
CHRW icon
481
C.H. Robinson
CHRW
$17.4B
$247K 0.05%
+3,192
New +$245K
SNI
482
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$247K 0.05%
+3,151
New +$244K
CEMP
483
DELISTED
Cempra, Inc.
CEMP
$247K 0.05%
65,980
-5,846
-8% -$20.3K
RAI
484
DELISTED
Reynolds American Inc
RAI
$247K 0.05%
3,916
-6,118
-61% -$368K
GM icon
485
General Motors
GM
$80.4B
$245K 0.05%
6,923
-1,490
-18% -$54.5K
BFH icon
486
Bread Financial
BFH
$4.37B
$244K 0.05%
+1,229
New +$233K
KOL
487
DELISTED
VanEck Vectors Coal ETF
KOL
$244K 0.05%
+1,763
New +$234K
XL
488
DELISTED
XL Group Ltd.
XL
$244K 0.05%
+6,130
New +$240K
IBMG
489
DELISTED
iShares iBonds Sep 2018 Term Muni Bond ETF
IBMG
$244K 0.05%
+9,577
New +$244K
FTLS icon
490
First Trust Long/Short Equity ETF
FTLS
$2.46B
$243K 0.05%
+6,976
New +$243K
ITUB icon
491
Itaú Unibanco
ITUB
$93.2B
$243K 0.05%
+41,469
New +$246K
GCC icon
492
WisdomTree Enhanced Commodity Strategy Fund
GCC
$270M
$242K 0.05%
+12,610
New +$248K
IGLB icon
493
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.62B
$242K 0.05%
+4,080
New +$241K
LH icon
494
Labcorp
LH
$25B
$242K 0.05%
+1,965
New +$233K
IBMI
495
DELISTED
iShares iBonds Sep 2020 Term Muni Bond ETF
IBMI
$242K 0.05%
+9,481
New +$242K
DNP icon
496
DNP Select Income Fund
DNP
$4.05B
$241K 0.05%
22,271
+7,806
+54% +$82.9K
HBAN icon
497
Huntington Bancshares
HBAN
$34.4B
$241K 0.05%
17,970
-593
-3% -$8.1K
AUO
498
DELISTED
AU Optronics Corp
AUO
$241K 0.05%
+63,169
New +$249K
AUPH icon
499
Aurinia Pharmaceuticals
AUPH
$1.91B
$240K 0.05%
+32,652
New +$151K
IP icon
500
International Paper
IP
$21.6B
$240K 0.05%
4,996
-1,030
-17% -$51.6K
18 19
20
21 22

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NOCM
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QIM
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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.