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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
IJK icon
1001
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
– –
-4,660
Closed -$212K
IJR icon
1002
iShares Core S&P Small-Cap ETF
IJR
$109B
– –
-7,604
Closed -$523K
IJS icon
1003
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
– –
-6,970
Closed -$488K
INDB icon
1004
Independent Bank
INDB
$3.99B
– –
-3,944
Closed -$278K
IRDM icon
1005
Iridium Communications
IRDM
$5.02B
– –
-19,631
Closed -$188K
IVV icon
1006
iShares Core S&P 500 ETF
IVV
$878B
– –
-9,127
Closed -$2.05M
IVW icon
1007
iShares S&P 500 Growth ETF
IVW
$73.8B
– –
-77,152
Closed -$2.35M
IVZ icon
1008
Invesco
IVZ
$13.1B
– –
-14,128
Closed -$429K
IWO icon
1009
iShares Russell 2000 Growth ETF
IWO
$14.3B
– –
-2,870
Closed -$442K
IXN icon
1010
iShares Global Tech ETF
IXN
$8.32B
– –
-11,136
Closed -$204K
JAZZ icon
1011
Jazz Pharmaceuticals
JAZZ
$15.9B
– –
-2,944
Closed -$321K
JBL icon
1012
Jabil
JBL
$33B
– –
-20,757
Closed -$491K
JNUG icon
1013
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$349M
– –
-166
Closed -$185K
KHC icon
1014
Kraft Heinz
KHC
$30.7B
– –
-2,344
Closed -$205K
KIM icon
1015
Kimco Realty
KIM
$17.2B
– –
-8,819
Closed -$222K
KMI icon
1016
Kinder Morgan
KMI
$71.7B
– –
-26,473
Closed -$548K
LEMB icon
1017
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$741M
– –
-5,610
Closed -$240K
LHX icon
1018
L3Harris
LHX
$51.6B
– –
-3,388
Closed -$347K
LVS icon
1019
Las Vegas Sands
LVS
$31.7B
– –
-28,853
Closed -$1.54M
MAR icon
1020
Marriott International
MAR
$98.3B
– –
-7,381
Closed -$610K
MDIV icon
1021
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$429M
– –
-11,004
Closed -$210K
MDLZ icon
1022
Mondelez International
MDLZ
$79.5B
– –
-5,591
Closed -$248K
MDY icon
1023
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
– –
-1,375
Closed -$415K
MET icon
1024
MetLife
MET
$61.9B
– –
-5,741
Closed -$276K
MFC icon
1025
Manulife Financial
MFC
$73.9B
– –
-12,698
Closed -$226K
39 40
41
42 43

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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.