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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
MA icon
401
Mastercard
MA
$502B
$285K 0.06%
2,532
-4,889
-66% -$536K
WOR icon
402
Worthington Enterprises
WOR
$2.75B
$285K 0.06%
+10,246
New +$308K
AMH icon
403
American Homes 4 Rent
AMH
$12B
$283K 0.06%
+12,338
New +$276K
GUSH icon
404
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$255M
$283K 0.06%
+79
New +$329K
EOG icon
405
EOG Resources
EOG
$79.2B
$282K 0.06%
+2,891
New +$288K
FEX icon
406
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
$282K 0.06%
+5,455
New +$277K
BID
407
DELISTED
Sotheby's
BID
$281K 0.06%
+6,168
New +$264K
PVTB
408
DELISTED
PrivateBancorp Inc
PVTB
$281K 0.06%
+4,735
New +$265K
EPI icon
409
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$280K 0.05%
+11,611
New +$259K
DWX icon
410
State Street SPDR S&P International Dividend ETF
DWX
$529M
$279K 0.05%
+7,320
New +$273K
YUM icon
411
Yum! Brands
YUM
$41.8B
$279K 0.05%
+4,367
New +$284K
RSPP
412
DELISTED
RSP Permian, Inc.
RSPP
$279K 0.05%
+6,728
New +$279K
NVS icon
413
Novartis
NVS
$297B
$278K 0.05%
+4,174
New +$278K
WMB icon
414
Williams Companies
WMB
$87.5B
$278K 0.05%
9,409
-1,608
-15% -$46.5K
LULU icon
415
lululemon athletica
LULU
$13.5B
$276K 0.05%
+5,312
New +$350K
MRO
416
DELISTED
Marathon Oil Corporation
MRO
$276K 0.05%
+17,479
New +$287K
CRM icon
417
Salesforce
CRM
$151B
$275K 0.05%
3,337
-13,491
-80% -$1.08M
FE icon
418
FirstEnergy
FE
$28B
$275K 0.05%
8,630
-9,705
-53% -$299K
EXR icon
419
Extra Space Storage
EXR
$31.3B
$274K 0.05%
+3,682
New +$278K
FNCL icon
420
Fidelity MSCI Financials Index ETF
FNCL
$2.38B
$273K 0.05%
+7,761
New +$275K
FXD icon
421
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$269M
$272K 0.05%
+7,395
New +$268K
PNFP icon
422
Pinnacle Financial Partners Inc
PNFP
$15.9B
$272K 0.05%
+4,092
New +$276K
WYNN icon
423
Wynn Resorts
WYNN
$10.3B
$271K 0.05%
+2,368
New +$236K
HDS
424
DELISTED
HD Supply Holdings, Inc.
HDS
$271K 0.05%
+6,587
New +$279K
SWC
425
DELISTED
Stillwater Mining Co
SWC
$271K 0.05%
+15,707
New +$268K
15 16
17
18 19

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NOCM
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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.