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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
AEIS icon
876
Advanced Energy
AEIS
$11.6B
– –
-8,042
Closed -$440K
AEP icon
877
American Electric Power
AEP
$69.6B
– –
-10,139
Closed -$638K
AGG icon
878
iShares Core US Aggregate Bond ETF
AGG
$137B
– –
-6,937
Closed -$750K
AGNC icon
879
AGNC Investment
AGNC
$12.4B
– –
-23,399
Closed -$424K
ALT icon
880
Altimmune
ALT
$552M
– –
-186
Closed -$181K
AMT icon
881
American Tower
AMT
$80.8B
– –
-6,383
Closed -$675K
ANET icon
882
Arista Networks
ANET
$227B
– –
-37,504
Closed -$227K
ANIP icon
883
ANI Pharmaceuticals
ANIP
$1.8B
– –
-3,837
Closed -$233K
ANY icon
884
Sphere 3D
ANY
$18.5M
– –
-2
Closed -$9K
AOD
885
abrdn Total Dynamic Dividend Fund
AOD
$1.11B
– –
-28,275
Closed -$214K
ARCO icon
886
Arcos Dorados Holdings
ARCO
$1.72B
– –
-13,935
Closed -$73K
ARE icon
887
Alexandria Real Estate Equities
ARE
$8.97B
– –
-1,976
Closed -$220K
AUB icon
888
Atlantic Union Bankshares
AUB
$6.02B
– –
-5,695
Closed -$204K
AWP
889
abrdn Global Premier Properties Fund
AWP
$372M
– –
-7,441
Closed -$115K
BAB icon
890
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
– –
-7,727
Closed -$225K
BABA icon
891
Alibaba
BABA
$293B
– –
-6,047
Closed -$531K
BCX icon
892
BlackRock Resources & Commodities Strategy Trust
BCX
$919M
– –
-17,070
Closed -$141K
BDJ icon
893
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.73B
– –
-12,951
Closed -$106K
BF.B icon
894
Brown-Forman Class B
BF.B
$13.2B
– –
-8,755
Closed -$252K
BFK
895
DELISTED
BlackRock Municipal Income Trust
BFK
– –
-11,603
Closed -$161K
BGB
896
Blackstone Strategic Credit 2027 Term Fund
BGB
$499M
– –
-12,859
Closed -$197K
BHC icon
897
Bausch Health
BHC
$2.58B
– –
-104,840
Closed -$1.52M
BIIB icon
898
Biogen
BIIB
$30B
– –
-1,856
Closed -$526K
BLDP
899
Ballard Power Systems
BLDP
$805M
– –
-17,367
Closed -$29K
BNDX icon
900
Vanguard Total International Bond ETF
BNDX
$81.9B
– –
-3,935
Closed -$214K
34 35
36
37 38

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OAM
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NOCM
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TIM
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QIM
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RB
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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.