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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
JEF icon
551
Jefferies Financial Group
JEF
$12.6B
$227K 0.04%
+9,746
New +$218K
LABD icon
552
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$71M
$227K 0.04%
11
+5
+83% +$124K
PKG icon
553
Packaging Corp of America
PKG
$21.9B
$227K 0.04%
+2,475
New +$227K
RFI
554
Cohen & Steers Total Return Realty Fund
RFI
$308M
$227K 0.04%
18,431
+6,761
+58% +$84.3K
VTI icon
555
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
$227K 0.04%
1,872
-380
-17% -$45.5K
AXP icon
556
American Express
AXP
$227B
$226K 0.04%
2,862
-986
-26% -$77.1K
PICK icon
557
iShares MSCI Global Metals & Mining Producers ETF
PICK
$2.22B
$226K 0.04%
+8,042
New +$231K
NTRI
558
DELISTED
NutriSystem, Inc.
NTRI
$226K 0.04%
+4,081
New +$169K
AMLP icon
559
Alerian MLP ETF
AMLP
$13B
$225K 0.04%
+3,548
New +$228K
HSIC icon
560
Henry Schein
HSIC
$9.77B
$225K 0.04%
+3,374
New +$219K
IDU icon
561
iShares US Utilities ETF
IDU
$1.35B
$225K 0.04%
3,508
-3,364
-49% -$211K
LZB icon
562
La-Z-Boy
LZB
$1.58B
$225K 0.04%
+8,327
New +$236K
NAD icon
563
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$225K 0.04%
+16,450
New +$227K
PST icon
564
ProShares Trust UltraShort Lehman 7-10 Year Treasury
PST
$10.6M
$225K 0.04%
+10,199
New +$228K
XTN icon
565
State Street SPDR S&P Transportation ETF
XTN
$387M
$224K 0.04%
+4,240
New +$231K
TIER
566
DELISTED
TIER REIT, Inc.
TIER
$224K 0.04%
12,903
+1,570
+14% +$28.1K
LRCX icon
567
Lam Research
LRCX
$367B
$223K 0.04%
17,340
-57,760
-77% -$679K
NFLX icon
568
Netflix
NFLX
$299B
$223K 0.04%
+15,060
New +$211K
PFN
569
PIMCO Income Strategy Fund II
PFN
$698M
$223K 0.04%
+22,181
New +$218K
STNG icon
570
Scorpio Tankers
STNG
$3.9B
$223K 0.04%
+5,032
New +$210K
WTFC icon
571
Wintrust Financial
WTFC
$10.8B
$223K 0.04%
+3,223
New +$232K
FFC
572
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$777M
$222K 0.04%
10,781
+182
+2% +$3.61K
FOR icon
573
Forestar Group
FOR
$1.44B
$222K 0.04%
+16,260
New +$213K
MDYV icon
574
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.76B
$222K 0.04%
+4,614
New +$222K
MLI icon
575
Mueller Industries
MLI
$14.7B
$222K 0.04%
+25,988
New +$253K
21 22
23
24 25

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QIM
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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.