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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
PM icon
51
Philip Morris
PM
$297B
$1.68M 0.33%
14,858
+9,359
+170% +$966K
IBM icon
52
IBM
IBM
$211B
$1.63M 0.32%
+9,764
New +$1.64M
GILD icon
53
Gilead Sciences
GILD
$162B
$1.56M 0.31%
22,928
+9,230
+67% +$649K
MO icon
54
Altria Group
MO
$114B
$1.52M 0.3%
21,277
+8,442
+66% +$611K
OXY icon
55
Occidental Petroleum
OXY
$56.8B
$1.51M 0.3%
23,789
+19,520
+457% +$1.3M
IWM icon
56
iShares Russell 2000 ETF
IWM
$79.8B
$1.48M 0.29%
10,764
-2,024
-16% -$277K
INTU icon
57
Intuit
INTU
$86.5B
$1.48M 0.29%
12,744
+6,501
+104% +$779K
INCY icon
58
Incyte
INCY
$24.2B
$1.42M 0.28%
10,629
+6,788
+177% +$864K
DIS icon
59
Walt Disney
DIS
$167B
$1.42M 0.28%
12,510
+708
+6% +$78K
BIL icon
60
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$1.42M 0.28%
15,477
+8,143
+111% +$744K
MBLY
61
DELISTED
Mobileye N.V.
MBLY
$1.39M 0.27%
+22,636
New +$1.09M
CSCO icon
62
Cisco
CSCO
$457B
$1.38M 0.27%
40,788
+11,562
+40% +$375K
VZ icon
63
Verizon
VZ
$195B
$1.38M 0.27%
+28,251
New +$1.42M
NOC icon
64
Northrop Grumman
NOC
$77.1B
$1.37M 0.27%
+5,776
New +$1.37M
UPS icon
65
United Parcel Service
UPS
$88.6B
$1.35M 0.26%
+12,582
New +$1.37M
BLK icon
66
Blackrock
BLK
$169B
$1.34M 0.26%
+3,501
New +$1.34M
V icon
67
Visa
V
$684B
$1.34M 0.26%
15,028
+1,388
+10% +$119K
INTC icon
68
Intel
INTC
$455B
$1.33M 0.26%
37,016
+8,736
+31% +$316K
PG icon
69
Procter & Gamble
PG
$336B
$1.33M 0.26%
14,754
+6,089
+70% +$540K
USO icon
70
United States Oil Fund
USO
$2.15B
$1.32M 0.26%
15,499
+11,172
+258% +$990K
JPM icon
71
JPMorgan Chase
JPM
$935B
$1.3M 0.26%
14,856
+8,174
+122% +$721K
RSX
72
DELISTED
VanEck Russia ETF
RSX
$1.27M 0.25%
+61,264
New +$1.29M
CVX icon
73
Chevron
CVX
$392B
$1.26M 0.25%
+11,786
New +$1.32M
KO icon
74
Coca-Cola
KO
$377B
$1.26M 0.25%
29,643
+3,803
+15% +$159K
MON
75
DELISTED
Monsanto Co
MON
$1.23M 0.24%
10,862
+864
+9% +$95.6K
1 2
3
4 5

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NOCM
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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.