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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.19%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 43.6%
2 Financials 9.07%
3 Industrials 8.8%
4 Healthcare 8.59%
5 Technology 7.52%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NOW icon
576
ServiceNow
NOW
$145B
$222K 0.04%
+12,700
New +$221K
SUPN icon
577
Supernus Pharmaceuticals
SUPN
$2.39B
$222K 0.04%
+7,088
New +$190K
EL icon
578
Estee Lauder
EL
$34.9B
$221K 0.04%
2,611
-7,118
-73% -$588K
PDT
579
John Hancock Premium Dividend Fund
PDT
$590M
$221K 0.04%
+13,878
New +$219K
RWM icon
580
ProShares Short Russell2000
RWM
$149M
$221K 0.04%
4,639
-1,622
-26% -$78.2K
BGC icon
581
BGC Group
BGC
$5.75B
$220K 0.04%
+30,103
New +$216K
CMBS icon
582
iShares CMBS ETF
CMBS
$465M
$220K 0.04%
+4,285
New +$219K
LAMR icon
583
Lamar Advertising Co
LAMR
$15.1B
$220K 0.04%
+2,948
New +$221K
URI icon
584
United Rentals
URI
$61.8B
$220K 0.04%
1,759
-5,014
-74% -$610K
WBS
585
DELISTED
Webster Financial
WBS
$220K 0.04%
+4,392
New +$235K
WBII
586
DELISTED
WBI BullBear Global Income ETF
WBII
$220K 0.04%
+8,744
New +$218K
AKRX
587
DELISTED
Akorn Inc
AKRX
$220K 0.04%
+9,118
New +$198K
KATE
588
DELISTED
Kate Spade & Company
KATE
$220K 0.04%
+9,481
New +$198K
BBWI icon
589
Bath & Body Works
BBWI
$3.45B
$219K 0.04%
+5,746
New +$259K
CSD icon
590
Invesco S&P Spin-Off ETF
CSD
$215M
$219K 0.04%
+4,765
New +$215K
IAT icon
591
iShares US Regional Banks ETF
IAT
$636M
$219K 0.04%
+4,878
New +$225K
EXCU
592
DELISTED
Exelon Corporation
EXCU
$218K 0.04%
+4,424
New +$217K
BND icon
593
Vanguard Total Bond Market
BND
$161B
$217K 0.04%
2,676
-335
-11% -$27.1K
EVT icon
594
Eaton Vance Tax-Advantaged Dividend Income Fund
EVT
$2.09B
$217K 0.04%
+10,276
New +$221K
KALU icon
595
Kaiser Aluminum
KALU
$2.48B
$217K 0.04%
+2,719
New +$216K
IWN icon
596
iShares Russell 2000 Value ETF
IWN
$14.2B
$216K 0.04%
1,830
-1,642
-47% -$195K
RWO icon
597
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.22B
$216K 0.04%
+4,591
New +$217K
SNV
598
DELISTED
Synovus
SNV
$216K 0.04%
+5,269
New +$220K
XRLV
599
DELISTED
Invesco S&P 500 ex-Rate Sensitive Low Volatility ETF
XRLV
$216K 0.04%
+7,309
New +$212K
CERN
600
DELISTED
Cerner Corp
CERN
$216K 0.04%
3,673
-3,909
-52% -$211K
22 23
24
25 26

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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 Miscellaneous at 44% of assets, up from 43% a quarter earlier, followed by Financials and Industrials.

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.