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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
EBAY icon
126
eBay
EBAY
$50.6B
$760K 0.15%
+22,638
New +$736K
DRI icon
127
Darden Restaurants
DRI
$23.3B
$756K 0.15%
9,040
+5,176
+134% +$388K
LLY icon
128
Eli Lilly
LLY
$1.02T
$755K 0.15%
8,977
+3,922
+78% +$314K
XOM icon
129
ExxonMobil
XOM
$644B
$754K 0.15%
+9,195
New +$768K
BIV icon
130
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$753K 0.15%
9,012
+5,373
+148% +$447K
EWJ icon
131
iShares MSCI Japan ETF
EWJ
$21.9B
$749K 0.15%
14,541
-28,532
-66% -$1.46M
PBCT
132
DELISTED
People's United Financial Inc
PBCT
$746K 0.15%
+40,980
New +$775K
JDST icon
133
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.6M
$735K 0.14%
+2
New +$691K
ABT icon
134
Abbott
ABT
$183B
$729K 0.14%
16,406
-6,003
-27% -$260K
RTN
135
DELISTED
Raytheon Company
RTN
$720K 0.14%
+4,724
New +$711K
MRSH
136
Marsh
MRSH
$90.5B
$718K 0.14%
9,721
+2,548
+36% +$182K
TMO icon
137
Thermo Fisher Scientific
TMO
$213B
$713K 0.14%
4,642
+2,534
+120% +$387K
TSLA icon
138
Tesla
TSLA
$1.23T
$712K 0.14%
38,385
+21,480
+127% +$363K
RCL icon
139
Royal Caribbean
RCL
$85.1B
$711K 0.14%
+7,243
New +$677K
VTRS icon
140
Viatris
VTRS
$20.4B
$710K 0.14%
18,216
+12,894
+242% +$520K
IDXX icon
141
Idexx Laboratories
IDXX
$44.1B
$695K 0.14%
+4,492
New +$619K
NEM icon
142
Newmont
NEM
$98.7B
$693K 0.14%
+21,040
New +$735K
WMT icon
143
Walmart Inc
WMT
$885B
$693K 0.14%
28,839
+13,707
+91% +$315K
FXO icon
144
First Trust Financials AlphaDEX Fund
FXO
$1.13B
$690K 0.14%
+24,921
New +$693K
XYZ
145
Block Inc
XYZ
$48.4B
$686K 0.13%
+39,701
New +$621K
VUG icon
146
Vanguard Morningstar Growth ETF
VUG
$220B
$685K 0.13%
+33,804
New +$667K
RAD
147
DELISTED
Rite Aid Corporation
RAD
$684K 0.13%
8,050
+5,170
+180% +$623K
STOR
148
DELISTED
STORE Capital Corporation
STOR
$679K 0.13%
+28,438
New +$690K
M icon
149
Macy's
M
$6.53B
$678K 0.13%
+22,868
New +$707K
IWR icon
150
iShares Russell Mid-Cap ETF
IWR
$56B
$672K 0.13%
+14,356
New +$665K
4 5
6
7 8

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NOCM
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QIM
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OMG
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MCM
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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.