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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
EWG icon
951
iShares MSCI Germany ETF
EWG
$1.59B
– –
-13,229
Closed -$350K
EWI icon
952
iShares MSCI Italy ETF
EWI
$1.01B
– –
-8,607
Closed -$208K
EWQ icon
953
iShares MSCI France ETF
EWQ
$335M
– –
-16,975
Closed -$419K
EZU icon
954
iShare MSCI Eurozone ETF
EZU
$9.64B
– –
-39,390
Closed -$1.36M
FAS icon
955
Direxion Daily Financial Bull 3x ETF
FAS
$2.44B
– –
-5,259
Closed -$215K
FBIN icon
956
Fortune Brands Innovations
FBIN
$5.88B
– –
-10,101
Closed -$462K
FDN icon
957
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.12B
– –
-6,697
Closed -$535K
FFBC icon
958
First Financial Bancorp
FFBC
$3.55B
– –
-9,494
Closed -$270K
FFIV icon
959
F5
FFIV
$22.9B
– –
-4,820
Closed -$698K
FIDU icon
960
Fidelity MSCI Industrials Index ETF
FIDU
$2.3B
– –
-6,959
Closed -$224K
FORM icon
961
FormFactor
FORM
$8.28B
– –
-16,430
Closed -$184K
FV icon
962
First Trust Dorsey Wright Focus 5 ETF
FV
$3.61B
– –
-18,457
Closed -$427K
FXB icon
963
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.8M
– –
-1,817
Closed -$219K
FXH icon
964
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
– –
-6,116
Closed -$350K
FXL icon
965
First Trust Technology AlphaDEX Fund
FXL
$2.53B
– –
-9,753
Closed -$370K
GAU
966
Galiano Gold
GAU
$455M
– –
-10,117
Closed -$31K
GDXJ icon
967
VanEck Junior Gold Miners ETF
GDXJ
$6.89B
– –
-6,526
Closed -$206K
GEVO icon
968
Gevo
GEVO
$360M
– –
-333
Closed -$23K
GHY
969
PGIM Global High Yield Fund
GHY
$478M
– –
-14,666
Closed -$218K
GIS icon
970
General Mills
GIS
$19.1B
– –
-4,233
Closed -$261K
GLDD
971
DELISTED
Great Lakes Dredge & Dock
GLDD
– –
-17,562
Closed -$74K
GLDI icon
972
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$31.1M
– –
-1,095
Closed -$196K
GLO
973
Clough Global Opportunities Fund
GLO
$250M
– –
-26,809
Closed -$240K
GLPI icon
974
Gaming and Leisure Properties
GLPI
$12.7B
– –
-14,730
Closed -$451K
GNL icon
975
Global Net Lease
GNL
$1.84B
– –
-3,524
Closed -$83K
37 38
39
40 41

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NOCM
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QIM
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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.