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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
VEA icon
26
Vanguard FTSE Developed Markets ETF
VEA
$229B
$2.47M 0.48%
62,921
+34,177
+119% +$1.31M
MRK icon
27
Merck
MRK
$322B
$2.47M 0.48%
40,674
+11,011
+37% +$668K
MSFT icon
28
Microsoft
MSFT
$3.45T
$2.33M 0.46%
35,373
+19,095
+117% +$1.22M
GE icon
29
GE Aerospace
GE
$374B
$2.33M 0.46%
16,301
+8,400
+106% +$1.22M
IEFA icon
30
iShares Core MSCI EAFE ETF
IEFA
$190B
$2.33M 0.46%
+40,136
New +$2.26M
XSD icon
31
State Street SPDR S&P Semiconductor ETF
XSD
$2.72B
$2.31M 0.45%
+38,237
New +$2.26M
UNP icon
32
Union Pacific
UNP
$174B
$2.29M 0.45%
+21,570
New +$2.3M
VGK icon
33
Vanguard FTSE Europe ETF
VGK
$30.7B
$2.26M 0.44%
43,909
+9,633
+28% +$481K
LOW icon
34
Lowe's Companies
LOW
$117B
$2.26M 0.44%
+27,489
New +$2.1M
PFE icon
35
Pfizer
PFE
$143B
$2.22M 0.43%
68,280
+24,313
+55% +$767K
GDX icon
36
VanEck Gold Miners ETF
GDX
$22.7B
$2.18M 0.43%
+95,553
New +$2.22M
MU icon
37
Micron Technology
MU
$930B
$2.14M 0.42%
74,093
-65,437
-47% -$1.6M
DD
38
DELISTED
Du Pont De Nemours E I
DD
$2.12M 0.41%
26,341
+9,157
+53% +$711K
XLK icon
39
State Street Technology Select Sector SPDR ETF
XLK
$115B
$2.09M 0.41%
78,334
+50,448
+181% +$1.3M
MDT icon
40
Medtronic
MDT
$109B
$2.07M 0.4%
25,650
-9,478
-27% -$740K
FXN icon
41
First Trust Energy AlphaDEX Fund
FXN
$388M
$2.06M 0.4%
+136,843
New +$2.16M
CAT icon
42
Caterpillar
CAT
$375B
$2.04M 0.4%
+22,045
New +$2.09M
EWU icon
43
iShares MSCI United Kingdom ETF
EWU
$4.14B
$1.97M 0.39%
+60,410
New +$1.92M
JNK icon
44
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$1.91M 0.37%
+17,250
New +$1.9M
HON icon
45
Honeywell
HON
$77B
$1.8M 0.35%
+15,976
New +$1.76M
RTX icon
46
RTX Corp
RTX
$290B
$1.8M 0.35%
+25,497
New +$1.79M
ABBV icon
47
AbbVie
ABBV
$443B
$1.8M 0.35%
27,627
+23,737
+610% +$1.49M
AMD icon
48
Advanced Micro Devices
AMD
$776B
$1.8M 0.35%
123,514
+106,434
+623% +$1.35M
ACWI icon
49
iShares MSCI ACWI ETF
ACWI
$32.9B
$1.74M 0.34%
27,439
+6,486
+31% +$402K
META icon
50
Meta Platforms (Facebook)
META
$1.42T
$1.71M 0.33%
12,023
-13,841
-54% -$1.85M
1
2
3 4 5

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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.