We are live on ! Find out more
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
SPG icon
1101
Simon Property Group
SPG
$74.4B
– –
-1,309
Closed -$233K
SPHD icon
1102
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.34B
– –
-5,241
Closed -$205K
SPXU icon
1103
ProShares UltraPro Short S&P 500
SPXU
$406M
– –
-60
Closed -$489K
TEAM icon
1104
Atlassian
TEAM
$25.6B
– –
-13,016
Closed -$313K
THQ
1105
abrdn Healthcare Opportunities Fund
THQ
$781M
– –
-11,663
Closed -$181K
THW
1106
abrdn World Healthcare Fund
THW
$536M
– –
-15,649
Closed -$201K
TLH icon
1107
iShares 10-20 Year Treasury Bond ETF
TLH
$10.9B
– –
-3,084
Closed -$410K
TLPH icon
1108
Talphera
TLPH
$66.4M
– –
-876
Closed -$46K
TMP icon
1109
Tompkins Financial
TMP
$1.43B
– –
-2,353
Closed -$222K
TMUS icon
1110
T-Mobile US
TMUS
$185B
– –
-8,389
Closed -$482K
TOPS icon
1111
TOP Ships
TOPS
$3.49M
– –
0
– -$34K
TOVX icon
1112
Theriva Biologics
TOVX
$9.64M
– –
-3
Closed -$23K
TOWN icon
1113
Towne Bank
TOWN
$3.46B
– –
-7,946
Closed -$264K
TQQQ icon
1114
ProShares UltraPro QQQ
TQQQ
$32.1B
– –
-105,408
Closed -$279K
TROW icon
1115
T. Rowe Price
TROW
$23.9B
– –
-16,212
Closed -$1.22M
TSM icon
1116
TSMC
TSM
$2.1T
– –
-11,984
Closed -$345K
UAVS icon
1117
AgEagle Aerial Systems
UAVS
$40.9M
– –
0
– -$3K
UDOW icon
1118
ProShares UltraPro Dow 30
UDOW
$841M
– –
-19,976
Closed -$237K
ULTA icon
1119
Ulta Beauty
ULTA
$22B
– –
-938
Closed -$239K
UMBF icon
1120
UMB Financial
UMBF
$11.1B
– –
-3,152
Closed -$243K
UNG icon
1121
United States Natural Gas Fund
UNG
$456M
– –
-838
Closed -$125K
USB icon
1122
US Bancorp
USB
$98.2B
– –
-6,872
Closed -$353K
USAU icon
1123
US Gold Corp
USAU
$214M
– –
-373
Closed -$33K
UUP icon
1124
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
– –
-56,606
Closed -$1.5M
UYG icon
1125
ProShares Ultra Financials
UYG
$828M
– –
-11,112
Closed -$342K
43 44
45
46 47

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.