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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
OMC icon
1051
Omnicom Group
OMC
$21.6B
– –
-2,384
Closed -$203K
OSK icon
1052
Oshkosh
OSK
$8.79B
– –
-3,571
Closed -$231K
OTTR icon
1053
Otter Tail
OTTR
$3.71B
– –
-5,067
Closed -$207K
PARA
1054
DELISTED
Paramount Global Class B
PARA
– –
-3,303
Closed -$210K
PBPB
1055
DELISTED
Potbelly
PBPB
– –
-11,931
Closed -$154K
PBW icon
1056
Invesco WilderHill Clean Energy ETF
PBW
$407M
– –
-10,063
Closed -$185K
PDI icon
1057
PIMCO Dynamic Income Fund
PDI
$7.39B
– –
-9,168
Closed -$254K
PDP icon
1058
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
– –
-5,962
Closed -$250K
PFXF icon
1059
VanEck Preferred Securities ex Financials ETF
PFXF
$2.41B
– –
-11,804
Closed -$228K
PGF icon
1060
Invesco Financial Preferred ETF
PGF
$677M
– –
-14,183
Closed -$255K
PGX icon
1061
Invesco Preferred ETF
PGX
$3.81B
– –
-22,422
Closed -$319K
PIE icon
1062
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$237M
– –
-11,817
Closed -$174K
IMVP
1063
Invesco India ETF
IMVP
$125M
– –
-14,263
Closed -$275K
PIO icon
1064
Invesco Global Water ETF
PIO
$274M
– –
-10,302
Closed -$214K
PLAB icon
1065
Photronics
PLAB
$1.79B
– –
-14,417
Closed -$163K
PLUG icon
1066
Plug Power
PLUG
$2.87B
– –
-36,324
Closed -$44K
PMM
1067
Franklin Managed Municipal Income Trust
PMM
$267M
– –
-18,301
Closed -$129K
PNNT
1068
Pennant Park Investment Corp
PNNT
$215M
– –
-17,893
Closed -$137K
PPH icon
1069
VanEck Pharmaceutical ETF
PPH
$959M
– –
-4,273
Closed -$224K
PPT
1070
Franklin Premier Income Trust
PPT
$324M
– –
-45,898
Closed -$228K
PRGO icon
1071
Perrigo
PRGO
$1.4B
– –
-3,858
Closed -$321K
PSHG icon
1072
Performance Shipping
PSHG
$21.6M
– –
0
– -$28K
PSL icon
1073
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$84.8M
– –
-7,769
Closed -$417K
PSLV icon
1074
Sprott Physical Silver Trust
PSLV
$12B
– –
-16,140
Closed -$98K
PUI icon
1075
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.7M
– –
-10,647
Closed -$273K
41 42
43
44 45

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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.