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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
LLL
201
DELISTED
L3 Technologies, Inc.
LLL
$490K 0.1%
+2,962
New +$479K
GLD icon
202
SPDR Gold Trust
GLD
$131B
$487K 0.1%
+4,100
New +$477K
IDV icon
203
iShares International Select Dividend ETF
IDV
$8.45B
$484K 0.09%
15,397
-16,685
-52% -$514K
SQQQ icon
204
ProShares UltraPro Short QQQ
SQQQ
$2.04B
$483K 0.09%
5
+1
+25% +$104K
ELV icon
205
Elevance Health
ELV
$81.5B
$481K 0.09%
2,907
-2,329
-44% -$370K
EWW icon
206
iShares MSCI Mexico ETF
EWW
$1.92B
$479K 0.09%
+9,366
New +$435K
SBUX icon
207
Starbucks
SBUX
$120B
$479K 0.09%
+8,201
New +$464K
AIRM
208
DELISTED
Air Methods Corp
AIRM
$479K 0.09%
+11,140
New +$431K
BTG icon
209
B2Gold
BTG
$5B
$476K 0.09%
168,140
+95,150
+130% +$286K
NUE icon
210
Nucor
NUE
$58.6B
$476K 0.09%
7,964
-7,875
-50% -$481K
WPM icon
211
Wheaton Precious Metals
WPM
$49.5B
$476K 0.09%
22,846
-23,548
-51% -$490K
ITM icon
212
VanEck Intermediate Muni ETF
ITM
$2.14B
$475K 0.09%
10,138
-1,886
-16% -$88.1K
FXR icon
213
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$728M
$470K 0.09%
+13,702
New +$468K
NE
214
DELISTED
Noble Corporation
NE
$470K 0.09%
+75,998
New +$512K
EWT icon
215
iShares MSCI Taiwan ETF
EWT
$9.86B
$467K 0.09%
+14,050
New +$450K
VC icon
216
Visteon
VC
$2.79B
$467K 0.09%
+4,765
New +$439K
AMAT icon
217
Applied Materials
AMAT
$403B
$465K 0.09%
+11,963
New +$430K
IYG icon
218
iShares US Financial Services ETF
IYG
$2.16B
$465K 0.09%
12,786
+6,963
+120% +$255K
MSA icon
219
Mine Safety
MSA
$7.35B
$464K 0.09%
+6,560
New +$458K
IWB icon
220
iShares Russell 1000 ETF
IWB
$48.2B
$460K 0.09%
3,505
-2,071
-37% -$268K
FXU icon
221
First Trust Utilities AlphaDEX Fund
FXU
$814M
$456K 0.09%
16,643
+5,316
+47% +$145K
SCHG icon
222
Schwab US Large-Cap Growth ETF
SCHG
$59.8B
$455K 0.09%
+60,208
New +$445K
VCLT icon
223
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.81B
$455K 0.09%
+5,063
New +$453K
ORCL icon
224
Oracle
ORCL
$374B
$454K 0.09%
10,184
+4,955
+95% +$206K
EXEL icon
225
Exelixis
EXEL
$13.3B
$453K 0.09%
20,896
+4,451
+27% +$90.5K
7 8
9
10 11

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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.