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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
BRK.B icon
901
Berkshire Hathaway Class B
BRK.B
$1.11T
– –
-10,018
Closed -$1.63M
CACI icon
902
CACI
CACI
$14.1B
– –
-1,634
Closed -$203K
CB icon
903
Chubb
CB
$132B
– –
-2,013
Closed -$266K
CCJ icon
904
Cameco
CCJ
$39.7B
– –
-13,613
Closed -$143K
CE icon
905
Celanese
CE
$5.18B
– –
-6,927
Closed -$545K
CHCO icon
906
City Holding Co
CHCO
$2.04B
– –
-3,302
Closed -$223K
CHD icon
907
Church & Dwight Co
CHD
$22.4B
– –
-7,153
Closed -$316K
CHW
908
Calamos Global Dynamic Income Fund
CHW
$516M
– –
-24,651
Closed -$172K
CII icon
909
BlackRock Enhanced Captial and Income Fund
CII
$1.04B
– –
-12,930
Closed -$177K
CLAR icon
910
Clarus
CLAR
$134M
– –
-12,741
Closed -$68K
CODI icon
911
Compass Diversified
CODI
$835M
– –
-17,701
Closed -$317K
COF icon
912
Capital One
COF
$127B
– –
-6,730
Closed -$587K
COP icon
913
ConocoPhillips
COP
$170B
– –
-13,901
Closed -$697K
COST icon
914
Costco
COST
$400B
– –
-2,402
Closed -$385K
CP icon
915
Canadian Pacific Kansas City
CP
$78.3B
– –
-85,585
Closed -$2.44M
CSM icon
916
ProShares Large Cap Core Plus
CSM
$520M
– –
-7,856
Closed -$217K
CSR
917
Centerspace
CSR
$972M
– –
-1,532
Closed -$109K
CUZ icon
918
Cousins Properties
CUZ
$4.6B
– –
-3,179
Closed -$108K
CVGW
919
DELISTED
Calavo Growers
CVGW
– –
-4,244
Closed -$261K
CW icon
920
Curtiss-Wright
CW
$20.8B
– –
-3,256
Closed -$320K
DBEF icon
921
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.19B
– –
-17,056
Closed -$479K
DBP icon
922
Invesco DB Precious Metals Fund
DBP
$257M
– –
-9,149
Closed -$319K
DCOM icon
923
Dime Commercial Bancshares
DCOM
$1.81B
– –
-5,671
Closed -$215K
DEO icon
924
Diageo
DEO
$48.3B
– –
-7,727
Closed -$803K
DHX icon
925
DHI Group
DHX
$212M
– –
-13,793
Closed -$86K
35 36
37
38 39

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MFA
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PGCM
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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.