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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
ICF icon
101
iShares Select U.S. REIT ETF
ICF
$2.09B
$848K 0.17%
+16,996
New +$851K
LQD icon
102
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$846K 0.17%
7,179
+4,523
+170% +$531K
HCA icon
103
HCA Healthcare
HCA
$87.2B
$844K 0.17%
+9,481
New +$791K
SO icon
104
Southern Company
SO
$109B
$842K 0.17%
+16,913
New +$836K
AA icon
105
Alcoa
AA
$11.9B
$841K 0.16%
+24,441
New +$855K
NKE icon
106
Nike
NKE
$61.9B
$837K 0.16%
15,015
+9,620
+178% +$532K
CELG
107
DELISTED
Celgene Corp
CELG
$836K 0.16%
6,719
+3,225
+92% +$386K
PRXL
108
DELISTED
Parexel International Corp
PRXL
$833K 0.16%
+13,192
New +$872K
FCX icon
109
Freeport-McMoran
FCX
$90B
$832K 0.16%
62,294
+44,344
+247% +$637K
TLT icon
110
iShares 20+ Year Treasury Bond ETF
TLT
$42.1B
$824K 0.16%
6,825
+3,887
+132% +$467K
CMCSA icon
111
Comcast
CMCSA
$85B
$815K 0.16%
21,684
+11,880
+121% +$441K
IEF icon
112
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$809K 0.16%
7,660
+1,942
+34% +$204K
XXIA
113
DELISTED
Ixia
XXIA
$804K 0.16%
+40,896
New +$767K
CSX icon
114
CSX Corp
CSX
$93.4B
$796K 0.16%
+51,321
New +$782K
RIG icon
115
Transocean
RIG
$5.89B
$794K 0.16%
63,813
+11,795
+23% +$162K
ITW icon
116
Illinois Tool Works
ITW
$82.6B
$789K 0.15%
+5,955
New +$770K
PH icon
117
Parker-Hannifin
PH
$123B
$785K 0.15%
+4,895
New +$743K
KR icon
118
Kroger
KR
$35.4B
$784K 0.15%
26,582
+14,858
+127% +$475K
LYG icon
119
Lloyds Banking Group
LYG
$89.5B
$782K 0.15%
229,881
+197,891
+619% +$667K
FULT icon
120
Fulton Financial
FULT
$4.66B
$777K 0.15%
43,555
+9,662
+29% +$179K
GOOG icon
121
Alphabet (Google) Class C
GOOG
$4.36T
$773K 0.15%
+18,640
New +$765K
ING icon
122
ING
ING
$99.8B
$769K 0.15%
+50,955
New +$746K
TRV icon
123
Travelers Companies
TRV
$78.1B
$767K 0.15%
+6,366
New +$765K
IEMG icon
124
iShares Core MSCI Emerging Markets ETF
IEMG
$150B
$763K 0.15%
+15,963
New +$735K
SVC
125
Service Properties Trust
SVC
$1.04B
$761K 0.15%
+4,825
New +$756K
3 4
5
6 7

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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.