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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
WM icon
176
Waste Management
WM
$90.6B
$552K 0.11%
7,574
+4,288
+130% +$306K
ETN icon
177
Eaton
ETN
$161B
$551K 0.11%
+7,431
New +$528K
TIF
178
DELISTED
Tiffany & Co.
TIF
$548K 0.11%
+5,747
New +$490K
VALE icon
179
Vale
VALE
$64.1B
$542K 0.11%
57,082
+30,408
+114% +$303K
PGR icon
180
Progressive
PGR
$123B
$539K 0.11%
+13,747
New +$525K
LUV icon
181
Southwest Airlines
LUV
$22B
$536K 0.11%
+9,967
New +$536K
TEVA icon
182
Teva Pharmaceuticals
TEVA
$40.8B
$533K 0.1%
16,595
-10,388
-38% -$355K
EFAV icon
183
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.34B
$532K 0.1%
8,060
-3,016
-27% -$193K
ADI icon
184
Analog Devices
ADI
$179B
$522K 0.1%
6,366
+2,770
+77% +$218K
BMY icon
185
Bristol-Myers Squibb
BMY
$133B
$522K 0.1%
9,596
+4,506
+89% +$247K
NUGT icon
186
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$848M
$517K 0.1%
2,874
-5,434
-65% -$1.1M
MUB icon
187
iShares National Muni Bond ETF
MUB
$45.1B
$515K 0.1%
+4,723
New +$512K
VTLE
188
DELISTED
Vital Energy
VTLE
$514K 0.1%
+1,760
New +$489K
SRCL
189
DELISTED
Stericycle Inc
SRCL
$514K 0.1%
+6,201
New +$498K
QCOM icon
190
Qualcomm
QCOM
$155B
$511K 0.1%
+8,916
New +$517K
T icon
191
AT&T
T
$159B
$511K 0.1%
16,272
-3,252
-17% -$102K
VALE.P
192
DELISTED
Vale S A
VALE.P
$508K 0.1%
+56,587
New +$531K
PEG icon
193
Public Service Enterprise Group
PEG
$38.2B
$506K 0.1%
11,404
-5,952
-34% -$263K
VCSH icon
194
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$504K 0.1%
6,317
-1,758
-22% -$140K
MPC icon
195
Marathon Petroleum
MPC
$92.4B
$502K 0.1%
+9,932
New +$494K
BDX icon
196
Becton Dickinson
BDX
$45.6B
$493K 0.1%
+2,753
New +$480K
DLN icon
197
WisdomTree US LargeCap Dividend Fund
DLN
$6.26B
$492K 0.1%
11,872
+6,676
+128% +$274K
ADP icon
198
Automatic Data Processing
ADP
$106B
$490K 0.1%
+4,786
New +$488K
HYG icon
199
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$490K 0.1%
+5,586
New +$488K
SHW icon
200
Sherwin-Williams
SHW
$82.7B
$490K 0.1%
+4,737
New +$477K
6 7
8
9 10

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NOCM
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QIM
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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.