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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
PE
601
DELISTED
PARSLEY ENERGY INC
PE
$216K 0.04%
+6,645
New +$220K
CADE
602
DELISTED
Cadence Bank
CADE
$215K 0.04%
+7,093
New +$218K
MMSI icon
603
Merit Medical Systems
MMSI
$5.08B
$215K 0.04%
+7,436
New +$208K
TBF icon
604
ProShares Short 20+ Year Treasury ETF
TBF
$87.9M
$215K 0.04%
+9,153
New +$217K
MINC
605
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
$215K 0.04%
+4,429
New +$215K
BCR
606
DELISTED
CR Bard Inc.
BCR
$215K 0.04%
+865
New +$209K
A icon
607
Agilent Technologies
A
$39.1B
$214K 0.04%
+4,042
New +$204K
HRB icon
608
H&R Block
HRB
$5.58B
$214K 0.04%
+9,201
New +$206K
CST
609
DELISTED
CST Brands, Inc.
CST
$214K 0.04%
+4,460
New +$215K
AIVL icon
610
WisdomTree US AI Enhanced Value Fund
AIVL
$428M
$213K 0.04%
+2,578
New +$212K
SRCI
611
DELISTED
SRC Energy Inc
SRCI
$213K 0.04%
+25,259
New +$212K
GRA
612
DELISTED
W.R. Grace & Co.
GRA
$213K 0.04%
+3,055
New +$214K
DWAS icon
613
Invesco Dorsey Wright SmallCap Momentum ETF
DWAS
$429M
$212K 0.04%
+5,178
New +$211K
PCRX icon
614
Pacira BioSciences
PCRX
$1.04B
$212K 0.04%
4,644
-1,878
-29% -$81.2K
UBSI icon
615
United Bankshares
UBSI
$6.63B
$212K 0.04%
+5,022
New +$221K
ALEX
616
DELISTED
Alexander & Baldwin
ALEX
$211K 0.04%
+4,735
New +$210K
CHY
617
Calamos Convertible and High Income Fund
CHY
$1.01B
$211K 0.04%
18,504
+5,268
+40% +$58.7K
FRO icon
618
Frontline
FRO
$8.76B
$211K 0.04%
+31,346
New +$219K
PNW icon
619
Pinnacle West Capital
PNW
$12.2B
$211K 0.04%
+2,525
New +$202K
TMHC
620
DELISTED
Taylor Morrison
TMHC
$211K 0.04%
+9,915
New +$200K
WAL icon
621
Western Alliance Bancorporation
WAL
$8.79B
$211K 0.04%
+4,292
New +$215K
NEE.PRQ
622
DELISTED
NextEra Energy, Inc.
NEE.PRQ
$211K 0.04%
3,490
-215
-6% -$12.7K
GGP
623
DELISTED
GGP Inc.
GGP
$211K 0.04%
+9,103
New +$223K
ATO icon
624
Atmos Energy
ATO
$28.8B
$210K 0.04%
+2,662
New +$204K
HIW icon
625
Highwoods Properties
HIW
$3.65B
$210K 0.04%
+4,265
New +$217K
23 24
25
26 27

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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.