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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
AVTA
676
DELISTED
Avantax, Inc. Common Stock
AVTA
$180K 0.04%
+10,416
New +$163K
ABEV icon
677
Ambev
ABEV
$48.1B
$178K 0.03%
30,883
+13,066
+73% +$71.7K
AEO icon
678
American Eagle Outfitters
AEO
$2.88B
$177K 0.03%
+12,604
New +$187K
BOX icon
679
Box
BOX
$4.37B
$177K 0.03%
+10,862
New +$184K
UAM
680
DELISTED
Universal American Corp
UAM
$177K 0.03%
+17,772
New +$177K
PSP icon
681
Invesco Global Listed Private Equity ETF
PSP
$232M
$176K 0.03%
3,019
+987
+49% +$57.4K
HIMX
682
Himax Technologies
HIMX
$2.19B
$175K 0.03%
+19,184
New +$130K
STLA icon
683
Stellantis
STLA
$21.7B
$173K 0.03%
+15,898
New +$171K
UVXY icon
684
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
– –
0
– –
OXSQ icon
685
Oxford Square Capital
OXSQ
$163M
$170K 0.03%
23,071
+10,641
+86% +$76.9K
CNX icon
686
CNX Resources
CNX
$5.3B
$169K 0.03%
+12,074
New +$170K
PFLT icon
687
PennantPark Floating Rate Capital
PFLT
$689M
$169K 0.03%
+12,103
New +$168K
MUFG icon
688
Mitsubishi UFJ Financial
MUFG
$253B
$168K 0.03%
+26,565
New +$174K
SAND
689
DELISTED
Sandstorm Gold
SAND
$167K 0.03%
+39,117
New +$172K
NGD
690
DELISTED
New Gold Inc
NGD
$166K 0.03%
+55,698
New +$180K
PARR icon
691
Par Pacific Holdings
PARR
$4.31B
$166K 0.03%
+10,078
New +$150K
GMZ
692
DELISTED
Goldman Sachs MLP Income Opportunities Fund
GMZ
$164K 0.03%
2,195
+46
+2% +$3.45K
ELOS
693
DELISTED
Syneron Medical Ltd
ELOS
$164K 0.03%
+15,498
New +$150K
MUI
694
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$161K 0.03%
+11,634
New +$161K
NSM
695
DELISTED
Nationstar Mortgage Holdings
NSM
$161K 0.03%
+10,203
New +$180K
F icon
696
Ford
F
$58.5B
$158K 0.03%
13,588
-62,935
-82% -$782K
VLY icon
697
Valley National Bancorp
VLY
$7.9B
$158K 0.03%
+13,348
New +$160K
BSBR icon
698
Santander
BSBR
$42.5B
$155K 0.03%
+18,394
New +$180K
EZPW icon
699
Ezcorp Inc
EZPW
$1.83B
$153K 0.03%
+18,770
New +$172K
CS
700
DELISTED
Credit Suisse Group
CS
$153K 0.03%
+10,281
New +$157K
26 27
28
29 30

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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.