We are live on ! Find out more
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
SCG
226
DELISTED
Scana
SCG
$452K 0.09%
6,913
+770
+13% +$53.1K
QQQ icon
227
Invesco QQQ Trust
QQQ
$453B
$450K 0.09%
+3,398
New +$434K
AEM icon
228
Agnico Eagle Mines
AEM
$73.6B
$449K 0.09%
+10,570
New +$475K
FHN icon
229
First Horizon
FHN
$12.2B
$449K 0.09%
+24,267
New +$477K
TJX icon
230
TJX Companies
TJX
$174B
$447K 0.09%
+11,308
New +$436K
NSC icon
231
Norfolk Southern
NSC
$75.4B
$444K 0.09%
+3,966
New +$464K
SPXL icon
232
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$440K 0.09%
13,932
+2,080
+18% +$62.7K
SCHF icon
233
Schwab International Equity ETF
SCHF
$66.6B
$433K 0.08%
29,004
-106,784
-79% -$1.55M
SYK icon
234
Stryker
SYK
$125B
$432K 0.08%
+3,284
New +$415K
VRNT
235
DELISTED
Verint Systems
VRNT
$432K 0.08%
+19,542
New +$381K
QEP
236
DELISTED
QEP RESOURCES, INC.
QEP
$429K 0.08%
+33,723
New +$531K
TTD icon
237
Trade Desk
TTD
$8.48B
$428K 0.08%
+114,970
New +$394K
SVXY icon
238
ProShares Short VIX Short-Term Futures ETF
SVXY
$228M
$426K 0.08%
3,017
-1,998
-40% -$248K
OIL
239
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$426K 0.08%
76,316
+37,112
+95% +$219K
SSO icon
240
ProShares Ultra S&P500
SSO
$7.87B
$425K 0.08%
40,040
-120,728
-75% -$1.24M
PCAR icon
241
PACCAR
PCAR
$69.8B
$424K 0.08%
9,459
-7,716
-45% -$348K
EQR icon
242
Equity Residential
EQR
$24.9B
$423K 0.08%
+6,802
New +$425K
B
243
Barrick Mining
B
$61.5B
$423K 0.08%
22,267
-124,863
-85% -$2.3M
CSGP icon
244
CoStar Group
CSGP
$11.7B
$422K 0.08%
+20,350
New +$414K
NEU icon
245
NewMarket
NEU
$7.82B
$421K 0.08%
+928
New +$406K
MJN
246
DELISTED
Mead Johnson Nutrition Company
MJN
$421K 0.08%
4,729
-6,466
-58% -$532K
SLV icon
247
iShares Silver Trust
SLV
$28B
$420K 0.08%
24,335
-42,844
-64% -$709K
AZO icon
248
AutoZone
AZO
$49.2B
$419K 0.08%
+579
New +$429K
EGN
249
DELISTED
Energen
EGN
$418K 0.08%
+7,686
New +$416K
NWL icon
250
Newell Brands
NWL
$2.38B
$417K 0.08%
+8,831
New +$419K
8 9
10
11 12

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.