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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
ERC
501
Allspring Multi-Sector Income Fund
ERC
$256M
$239K 0.05%
17,940
+6,068
+51% +$79.8K
NWN icon
502
Northwest Natural Holdings
NWN
$2.06B
$239K 0.05%
4,042
-478
-11% -$28.2K
PEO
503
Adams Natural Resources Fund
PEO
$739M
$239K 0.05%
+12,818
New +$245K
CXO
504
DELISTED
CONCHO RESOURCES INC.
CXO
$239K 0.05%
1,863
+137
+8% +$18.4K
SIR
505
DELISTED
SELECT INCOME REIT
SIR
$239K 0.05%
+21,087
New +$237K
CM icon
506
Canadian Imperial Bank of Commerce
CM
$108B
$238K 0.05%
+5,510
New +$240K
IYC icon
507
iShares US Consumer Discretionary ETF
IYC
$1.17B
$238K 0.05%
+5,904
New +$232K
PWZ icon
508
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.14B
$238K 0.05%
+9,390
New +$238K
SNX icon
509
TD Synnex
SNX
$20.4B
$238K 0.05%
+4,246
New +$253K
MTB icon
510
M&T Bank
MTB
$35.7B
$237K 0.05%
+1,530
New +$248K
PSK icon
511
State Street SPDR ICE Preferred Securities ETF
PSK
$692M
$237K 0.05%
+5,401
New +$235K
SHYD icon
512
VanEck Short High Yield Muni ETF
SHYD
$451M
$237K 0.05%
+9,889
New +$237K
SYY icon
513
Sysco
SYY
$40.8B
$237K 0.05%
+4,564
New +$242K
PACW
514
DELISTED
PacWest Bancorp
PACW
$237K 0.05%
+4,441
New +$243K
SCS
515
DELISTED
Steelcase
SCS
$236K 0.05%
+14,118
New +$233K
WIP icon
516
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$236K 0.05%
4,312
-556
-11% -$29.8K
VVC
517
DELISTED
Vectren Corporation
VVC
$236K 0.05%
+4,024
New +$223K
DGAZ
518
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$236K 0.05%
564
-1,904
-77% -$901K
BCH icon
519
Banco de Chile
BCH
$20.9B
$235K 0.05%
+10,239
New +$235K
CMG icon
520
Chipotle Mexican Grill
CMG
$47.2B
$235K 0.05%
26,400
-67,300
-72% -$556K
CMS icon
521
CMS Energy
CMS
$22.6B
$235K 0.05%
+5,248
New +$227K
FLTB icon
522
Fidelity Limited Term Bond ETF
FLTB
$414M
$235K 0.05%
4,676
+594
+15% +$29.8K
SCHO icon
523
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$235K 0.05%
+9,306
New +$235K
AAL icon
524
American Airlines Group
AAL
$10.1B
$234K 0.05%
+5,538
New +$251K
BOH icon
525
Bank of Hawaii
BOH
$3.15B
$234K 0.05%
+2,838
New +$241K
19 20
21
22 23

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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.