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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
DIA icon
926
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
– –
-21,319
Closed -$4.21M
DIAX
927
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
– –
-10,186
Closed -$153K
DOL icon
928
WisdomTree True Developed International Fund
DOL
$830M
– –
-5,623
Closed -$241K
DPG
929
Duff & Phelps Utility and Infrastructure Fund
DPG
$521M
– –
-11,833
Closed -$183K
DSL
930
DoubleLine Income Solutions Fund
DSL
$1.22B
– –
-12,187
Closed -$231K
DTE icon
931
DTE Energy
DTE
$29.5B
– –
-4,245
Closed -$356K
DUST icon
932
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.6M
– –
-7
Closed -$835K
DVAX
933
DELISTED
Dynavax Technologies
DVAX
– –
-31,848
Closed -$126K
DXD icon
934
ProShares UltraShort Dow 30
DXD
$42.2M
– –
-543
Closed -$154K
EAD
935
Allspring Income Opportunities Fund
EAD
$372M
– –
-11,887
Closed -$101K
EC icon
936
Ecopetrol
EC
$34.5B
– –
-13,332
Closed -$121K
ECON icon
937
Columbia Emerging Markets Consumer ETF
ECON
$328M
– –
-9,345
Closed -$207K
EDC icon
938
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$150M
– –
-7,354
Closed -$389K
EFA icon
939
iShares MSCI EAFE ETF
EFA
$78B
– –
-26,704
Closed -$1.54M
EFC
940
Ellington Financial
EFC
$1.67B
– –
-10,822
Closed -$168K
EFV icon
941
iShares MSCI EAFE Value ETF
EFV
$28.8B
– –
-4,937
Closed -$233K
ELTK icon
942
Eltek
ELTK
$56.9M
– –
-2,612
Closed -$10K
ENTG icon
943
Entegris
ENTG
$18.1B
– –
-11,306
Closed -$202K
EPU icon
944
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
– –
-7,036
Closed -$231K
ESEA icon
945
Euroseas
ESEA
$557M
– –
-3,396
Closed -$37K
ESGR
946
DELISTED
Enstar Group
ESGR
– –
-1,692
Closed -$335K
ESS icon
947
Essex Property Trust
ESS
$18.3B
– –
-947
Closed -$220K
ETW
948
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.03B
– –
-14,391
Closed -$145K
EUO icon
949
ProShares UltraShort Euro
EUO
$34.7M
– –
-9,574
Closed -$259K
EWA icon
950
iShares MSCI Australia ETF
EWA
$1.39B
– –
-14,477
Closed -$293K
36 37
38
39 40

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OAM
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NOCM
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TIM
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QIM
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RB
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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.