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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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$33.9M 6.64%
143,727
+70,782
+97% +$16.4M
XLF icon
2
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$16.1M 3.15%
677,152
+654,790
+2,928% +$15.7M
IBB icon
3
iShares Biotechnology ETF
IBB
$9.34B
$12.4M 2.43%
+126,795
New +$12.1M
IYR icon
4
iShares US Real Estate ETF
IYR
$4.66B
$12M 2.35%
152,966
+148,858
+3,624% +$11.6M
IVE icon
5
iShares S&P 500 Value ETF
IVE
$49B
$11.5M 2.26%
+110,905
New +$11.5M
XBI icon
6
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$10.2M 2%
+147,327
New +$9.89M
XLE icon
7
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$7.87M 1.54%
225,098
+30,124
+15% +$1.09M
RWR icon
8
State Street SPDR Dow Jones REIT ETF
RWR
$1.86B
$6.53M 1.28%
70,748
+65,274
+1,192% +$6.07M
JNJ icon
9
Johnson & Johnson
JNJ
$618B
$5.88M 1.15%
47,231
+41,613
+741% +$4.97M
CME icon
10
CME Group
CME
$96.3B
$5.83M 1.14%
49,101
+2,508
+5% +$302K
AAPL icon
11
Apple
AAPL
$4.54T
$5.56M 1.09%
154,924
+129,624
+512% +$4.27M
IHE icon
12
iShares US Pharmaceuticals ETF
IHE
$1.46B
$5.48M 1.07%
+108,912
New +$5.39M
XPH icon
13
State Street SPDR S&P Pharmaceuticals ETF
XPH
$476M
$5.24M 1.03%
125,333
+118,208
+1,659% +$4.82M
XLU icon
14
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$4.54M 0.89%
+176,874
New +$4.42M
MCD icon
15
McDonald's
MCD
$192B
$4.23M 0.83%
32,628
+30,066
+1,174% +$3.77M
C icon
16
Citigroup
C
$222B
$3.56M 0.7%
59,466
+41,417
+229% +$2.45M
XRT icon
17
State Street SPDR S&P Retail ETF
XRT
$449M
$3.44M 0.68%
+81,555
New +$3.51M
MMM icon
18
3M
MMM
$90.9B
$3.31M 0.65%
+20,724
New +$3.18M
HD icon
19
Home Depot
HD
$331B
$3.25M 0.64%
22,141
+19,155
+641% +$2.72M
BA icon
20
Boeing
BA
$171B
$3.08M 0.6%
+17,395
New +$2.96M
UNH icon
21
UnitedHealth
UNH
$376B
$2.94M 0.58%
17,915
+12,884
+256% +$2.11M
VO icon
22
Vanguard Morningstar Mid-Cap ETF
VO
$106B
$2.69M 0.53%
+77,400
New +$2.66M
AVGO icon
23
Broadcom
AVGO
$1.85T
$2.67M 0.52%
+121,900
New +$2.51M
AMZN icon
24
Amazon
AMZN
$2.92T
$2.53M 0.5%
+57,000
New +$2.38M
ITA icon
25
iShares US Aerospace & Defense ETF
ITA
$14.2B
$2.52M 0.49%
+33,942
New +$2.5M
1
2 3 4 5

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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.