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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
RFG icon
626
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$339M
$210K 0.04%
+7,740
New +$206K
TKR icon
627
Timken Company
TKR
$9.56B
$210K 0.04%
+4,656
New +$205K
TXT icon
628
Textron
TXT
$14.7B
$210K 0.04%
+4,413
New +$213K
BANF icon
629
BancFirst
BANF
$3.79B
$209K 0.04%
+4,658
New +$218K
HEDJ icon
630
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
$209K 0.04%
+6,652
New +$198K
PPLI
631
People Inc
PPLI
$3.09B
$209K 0.04%
+15,885
New +$207K
JBHT icon
632
JB Hunt Transport Services
JBHT
$25.5B
$209K 0.04%
+2,279
New +$221K
FBT icon
633
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.78B
$208K 0.04%
+1,977
New +$198K
TFC icon
634
Truist Financial
TFC
$63.3B
$208K 0.04%
+4,657
New +$218K
KAMN
635
DELISTED
Kaman Corp
KAMN
$208K 0.04%
4,330
+71
+2% +$3.55K
BNCL
636
DELISTED
Beneficial Bancorp, Inc.
BNCL
$208K 0.04%
12,975
-559
-4% -$9.46K
ATVI
637
DELISTED
Activision Blizzard
ATVI
$208K 0.04%
+4,180
New +$184K
CCK icon
638
Crown Holdings
CCK
$12.8B
$207K 0.04%
+3,906
New +$209K
CVS icon
639
CVS Health
CVS
$133B
$207K 0.04%
2,633
-12,578
-83% -$1M
NBL
640
DELISTED
Noble Energy, Inc.
NBL
$207K 0.04%
6,040
-1,909
-24% -$70.7K
KG
641
Kestrel Group
KG
$69.4M
$206K 0.04%
+734
New +$242K
XLKS
642
DELISTED
POWERSHARES S&P SMALLCAP INFORMATION TECHNOLOGY PORTFOLIO
XLKS
$206K 0.04%
+2,824
New +$206K
CAG icon
643
Conagra Brands
CAG
$6.94B
$205K 0.04%
5,080
-1,838
-27% -$73.4K
EA icon
644
Electronic Arts
EA
$53B
$205K 0.04%
+2,293
New +$195K
FRI icon
645
First Trust S&P REIT Index Fund
FRI
$189M
$205K 0.04%
+8,874
New +$205K
SSNC icon
646
SS&C Technologies
SSNC
$18.1B
$205K 0.04%
+5,804
New +$195K
FIG
647
DELISTED
Fortress Investment Group Llc
FIG
$205K 0.04%
+25,775
New +$174K
CENX icon
648
Century Aluminum
CENX
$4.43B
$204K 0.04%
+16,078
New +$214K
SPIP icon
649
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$204K 0.04%
+7,152
New +$203K
LXFT
650
DELISTED
Luxoft Holding, Inc.
LXFT
$204K 0.04%
+3,257
New +$192K
24 25
26
27 28

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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.