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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
JQC icon
701
Nuveen Credit Strategies Income Fund
JQC
$704M
$152K 0.03%
17,453
-10,058
-37% -$88.8K
CHK
702
DELISTED
Chesapeake Energy Corporation
CHK
$152K 0.03%
+128
New +$156K
CEF icon
703
Sprott Physical Gold and Silver Trust
CEF
$7.4B
$151K 0.03%
+11,705
New +$145K
ADAM
704
Adamas Trust
ADAM
$815M
$151K 0.03%
+6,129
New +$158K
HTBK
705
DELISTED
Heritage Commerce
HTBK
$150K 0.03%
+10,629
New +$149K
NOK icon
706
Nokia
NOK
$51B
$150K 0.03%
+27,609
New +$139K
HTGM
707
DELISTED
HTG Molecular Diagnostics, Inc. Common Stock
HTGM
$150K 0.03%
+120
New +$57.8K
ITCL
708
DELISTED
Banco Itau Chile American Depositary Shares (each representing one third of one (1/3) Common Share)
ITCL
$149K 0.03%
+10,998
New +$138K
DZZ icon
709
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.42M
$148K 0.03%
+25,487
New +$155K
GFI icon
710
Gold Fields
GFI
$29B
$148K 0.03%
+42,058
New +$142K
SILJ icon
711
Amplify Junior Silver Miners ETF
SILJ
$3.18B
$148K 0.03%
+11,436
New +$160K
PDLI
712
DELISTED
PDL BioPharma, Inc.
PDLI
$148K 0.03%
+65,417
New +$145K
FSK icon
713
FS KKR Capital
FSK
$2.96B
$145K 0.03%
3,702
-3,553
-49% -$145K
ESI icon
714
Element Solutions
ESI
$8.95B
$143K 0.03%
+10,977
New +$135K
ETJ
715
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$567M
$143K 0.03%
15,770
-4,644
-23% -$43.3K
CBZ icon
716
CBIZ
CBZ
$2.99B
$141K 0.03%
+10,412
New +$140K
GPK icon
717
Graphic Packaging
GPK
$3.17B
$140K 0.03%
+10,849
New +$141K
CRDF icon
718
Cardiff Oncology
CRDF
$66.5M
$139K 0.03%
1,674
+1,212
+262% +$165K
MBT
719
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$137K 0.03%
12,453
-16,322
-57% -$169K
PHT
720
DELISTED
Pioneer High Income Fund
PHT
$136K 0.03%
+13,770
New +$136K
P
721
DELISTED
Pandora Media Inc
P
$136K 0.03%
+11,533
New +$145K
DBO icon
722
Invesco DB Oil Fund
DBO
$403M
$131K 0.03%
+14,863
New +$135K
NMIH icon
723
NMI Holdings
NMIH
$3.33B
$131K 0.03%
+11,499
New +$126K
AKS
724
DELISTED
AK Steel Holding Corp
AKS
$131K 0.03%
18,234
-38,796
-68% -$332K
KND
725
DELISTED
Kindred Healthcare
KND
$131K 0.03%
15,632
+5,511
+54% +$43.1K
27 28
29
30 31

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OAM
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NOCM
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QIM
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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.