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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
DAL icon
151
Delta Air Lines
DAL
$57.5B
$659K 0.13%
+14,345
New +$700K
IJJ icon
152
iShares S&P Mid-Cap 400 Value ETF
IJJ
$8.83B
$659K 0.13%
+8,872
New +$658K
EMR icon
153
Emerson Electric
EMR
$83.9B
$657K 0.13%
+10,983
New +$656K
TPR icon
154
Tapestry
TPR
$30.8B
$648K 0.13%
+15,670
New +$591K
BBD icon
155
Banco Bradesco
BBD
$39.3B
$635K 0.12%
+119,820
New +$633K
LYB icon
156
LyondellBasell Industries
LYB
$20B
$633K 0.12%
+6,941
New +$633K
GD icon
157
General Dynamics
GD
$104B
$620K 0.12%
+3,311
New +$612K
TEF
158
DELISTED
Telefonica
TEF
$616K 0.12%
+68,138
New +$561K
PSEC icon
159
Prospect Capital
PSEC
$1.07B
$613K 0.12%
+67,828
New +$608K
DHR icon
160
Danaher
DHR
$137B
$611K 0.12%
+8,057
New +$600K
FDX icon
161
FedEx
FDX
$72.7B
$611K 0.12%
+3,129
New +$598K
O icon
162
Realty Income
O
$59.6B
$600K 0.12%
+10,402
New +$602K
IYF icon
163
iShares US Financials ETF
IYF
$4.67B
$598K 0.12%
+11,496
New +$600K
SITC icon
164
SITE Centers
SITC
$225M
$598K 0.12%
+37,022
New +$683K
JCI icon
165
Johnson Controls International
JCI
$88.8B
$593K 0.12%
14,088
-19,729
-58% -$834K
VER
166
DELISTED
VEREIT, Inc.
VER
$593K 0.12%
13,971
-2,402
-15% -$104K
MASI
167
DELISTED
Masimo
MASI
$583K 0.11%
+6,247
New +$514K
BSV icon
168
Vanguard Short-Term Bond ETF
BSV
$44.7B
$576K 0.11%
7,220
-2,218
-24% -$177K
CI icon
169
Cigna
CI
$73.7B
$575K 0.11%
3,926
+2,154
+122% +$317K
IWP icon
170
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$572K 0.11%
+11,034
New +$563K
MGM icon
171
MGM Resorts International
MGM
$11.4B
$569K 0.11%
+20,762
New +$576K
SPLV icon
172
Invesco S&P 500 Low Volatility ETF
SPLV
$7.12B
$565K 0.11%
13,008
+7,379
+131% +$315K
GWW icon
173
W.W. Grainger
GWW
$65.3B
$563K 0.11%
+2,417
New +$595K
LW icon
174
Lamb Weston
LW
$7.22B
$562K 0.11%
+13,359
New +$527K
ATH
175
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$559K 0.11%
+11,191
New +$555K
5 6
7
8 9

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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.