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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
CSQ icon
526
Calamos Strategic Total Return Fund
CSQ
$3.23B
$234K 0.05%
20,940
+3,896
+23% +$42.6K
DOC icon
527
Healthpeak Properties
DOC
$15.1B
$234K 0.05%
+7,482
New +$230K
HWM icon
528
Howmet Aerospace
HWM
$113B
$234K 0.05%
+11,602
New +$228K
SAN icon
529
Banco Santander
SAN
$201B
$234K 0.05%
40,292
+14,217
+55% +$76.5K
SPTI icon
530
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.4B
$234K 0.05%
+7,824
New +$234K
EVRI
531
DELISTED
Everi Holdings
EVRI
$233K 0.05%
+48,662
New +$159K
BHE icon
532
Benchmark Electronics
BHE
$2.87B
$232K 0.05%
+7,293
New +$229K
DVY icon
533
iShares Select Dividend ETF
DVY
$23.5B
$232K 0.05%
+2,543
New +$230K
FDL icon
534
First Trust Morningstar Dividend Leaders Index Fund
FDL
$7.74B
$232K 0.05%
+8,067
New +$230K
FNB icon
535
FNB Corp
FNB
$6.73B
$232K 0.05%
15,583
+1,925
+14% +$29.6K
TWM icon
536
ProShares UltraShort Russell2000
TWM
$44.3M
$232K 0.05%
+519
New +$238K
FIT
537
DELISTED
Fitbit, Inc. Class A common stock
FIT
$232K 0.05%
+39,263
New +$249K
APA icon
538
APA Corp
APA
$13.2B
$231K 0.05%
+4,486
New +$252K
OAK
539
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$231K 0.05%
+5,096
New +$222K
AKAM icon
540
Akamai
AKAM
$16.7B
$230K 0.05%
+3,860
New +$254K
DGX icon
541
Quest Diagnostics
DGX
$25.7B
$229K 0.04%
+2,330
New +$222K
PEY icon
542
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.13B
$229K 0.04%
+13,425
New +$229K
PRK icon
543
Park National Corp
PRK
$3.76B
$229K 0.04%
2,178
+466
+27% +$51K
WCN
544
Waste Connections
WCN
$42.2B
$229K 0.04%
+3,902
New +$217K
SNLN
545
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$229K 0.04%
+12,324
New +$230K
UMPQ
546
DELISTED
Umpqua Holdings Corp
UMPQ
$229K 0.04%
+12,900
New +$237K
GVI icon
547
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
$228K 0.04%
+2,073
New +$228K
CRC
548
DELISTED
California Resources Corporation
CRC
$228K 0.04%
+15,159
New +$278K
DST
549
DELISTED
DST Systems Inc.
DST
$228K 0.04%
+3,720
New +$216K
FL
550
DELISTED
Foot Locker
FL
$227K 0.04%
3,033
-1,591
-34% -$115K
20 21
22
23 24

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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.