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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
DHI icon
76
D.R. Horton
DHI
$40B
$1.2M 0.24%
36,150
+24,172
+202% +$750K
WFC icon
77
Wells Fargo
WFC
$261B
$1.2M 0.23%
21,494
+7,600
+55% +$431K
CACC icon
78
Credit Acceptance
CACC
$5.95B
$1.19M 0.23%
5,965
+4,952
+489% +$998K
GS icon
79
Goldman Sachs
GS
$300B
$1.18M 0.23%
+5,138
New +$1.24M
IYT icon
80
iShares US Transportation ETF
IYT
$2.26B
$1.18M 0.23%
28,716
+10,348
+56% +$431K
IYW icon
81
iShares US Technology ETF
IYW
$23.6B
$1.16M 0.23%
+34,304
New +$1.11M
LMT icon
82
Lockheed Martin
LMT
$134B
$1.14M 0.22%
+4,259
New +$1.12M
BAC icon
83
Bank of America
BAC
$435B
$1.09M 0.21%
46,297
-389,470
-89% -$9.24M
GOOGL icon
84
Alphabet (Google) Class A
GOOGL
$4.36T
$1.04M 0.2%
24,660
-820
-3% -$34.5K
PSX icon
85
Phillips 66
PSX
$84.9B
$1.04M 0.2%
+13,166
New +$1.06M
CPAY icon
86
Corpay
CPAY
$25B
$1.04M 0.2%
+6,843
New +$1.07M
IWD icon
87
iShares Russell 1000 Value ETF
IWD
$82.2B
$1.02M 0.2%
+8,921
New +$1.02M
NVDA icon
88
NVIDIA
NVDA
$4.86T
$1.01M 0.2%
371,080
+229,720
+163% +$611K
KMB icon
89
Kimberly-Clark
KMB
$36.3B
$1M 0.2%
+7,612
New +$960K
DD icon
90
DuPont de Nemours
DD
$18.5B
$982K 0.19%
6,104
-3,381
-36% -$525K
SHY icon
91
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$973K 0.19%
11,509
-1,434
-11% -$121K
HPQ icon
92
HP
HPQ
$24.9B
$972K 0.19%
54,383
+41,227
+313% +$667K
LEA icon
93
Lear
LEA
$6.54B
$969K 0.19%
+6,847
New +$972K
PEP icon
94
PepsiCo
PEP
$190B
$965K 0.19%
8,627
-1,351
-14% -$145K
ALK icon
95
Alaska Air
ALK
$5.29B
$955K 0.19%
+10,356
New +$980K
CMI icon
96
Cummins
CMI
$87.5B
$943K 0.18%
6,238
+2,443
+64% +$362K
VWO icon
97
Vanguard FTSE Emerging Markets ETF
VWO
$121B
$942K 0.18%
+23,709
New +$915K
SIRI icon
98
SiriusXM
SIRI
$9.97B
$940K 0.18%
18,243
-6,294
-26% -$309K
DE icon
99
Deere & Co
DE
$160B
$932K 0.18%
+8,557
New +$927K
QLD icon
100
ProShares Ultra QQQ
QLD
$12.7B
$898K 0.18%
133,888
+36,256
+37% +$226K
2 3
4
5 6

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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.