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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
AT
726
DELISTED
Atlantic Power Corporation
AT
$130K 0.03%
+48,941
New +$120K
EIM
727
Eaton Vance Municipal Bond Fund
EIM
$491M
$128K 0.03%
+10,195
New +$127K
BSMX
728
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$128K 0.03%
+14,165
New +$108K
CX icon
729
Cemex
CX
$17.1B
$126K 0.02%
+14,488
New +$122K
MUX icon
730
McEwen Inc
MUX
$1.03B
$125K 0.02%
+4,105
New +$148K
BKCC
731
DELISTED
BlackRock Capital Investment Corporation
BKCC
$125K 0.02%
16,500
-3,397
-17% -$25.5K
GOGL
732
DELISTED
Golden Ocean Group
GOGL
$123K 0.02%
+16,086
New +$101K
PFL
733
PIMCO Income Strategy Fund
PFL
$384M
$122K 0.02%
+10,942
New +$119K
RCKY icon
734
Rocky Brands
RCKY
$366M
$122K 0.02%
+10,532
New +$121K
SXC icon
735
SunCoke Energy
SXC
$720M
$121K 0.02%
+13,482
New +$132K
FTR
736
DELISTED
Frontier Communications Corp.
FTR
$120K 0.02%
3,746
-7,976
-68% -$365K
VVR icon
737
Invesco Senior Income Trust
VVR
$457M
$119K 0.02%
+25,790
New +$120K
ASX icon
738
ASE Group
ASX
$77.3B
$118K 0.02%
+18,191
New +$108K
NG icon
739
NovaGold Resources
NG
$2.56B
$117K 0.02%
23,972
-6,834
-22% -$36.1K
WFT
740
DELISTED
Weatherford International plc
WFT
$117K 0.02%
17,643
+2,238
+15% +$13.1K
PWE
741
DELISTED
Penn West Energy Petroleum Ltd
PWE
$115K 0.02%
+67,428
New +$116K
USA icon
742
Liberty All-Star Equity Fund
USA
$1.79B
$114K 0.02%
20,792
-42,060
-67% -$228K
GPL
743
DELISTED
Great Panther Mining Limited
GPL
$113K 0.02%
6,900
+4,639
+205% +$85.6K
HDGE icon
744
AdvisorShares Ranger Equity Bear ETF
HDGE
$60M
$112K 0.02%
1,278
-316
-20% -$28.3K
DS
745
DELISTED
Drive Shack Inc.
DS
$112K 0.02%
27,078
-26,267
-49% -$109K
BHR
746
Braemar Hotels & Resorts
BHR
$156M
$110K 0.02%
+10,515
New +$131K
GST
747
DELISTED
Gastar Exploration Inc.
GST
$110K 0.02%
+71,218
New +$117K
NML
748
Neuberger Energy Infrastructure and Income Fund Inc
NML
$593M
$108K 0.02%
+10,693
New +$108K
DMTX
749
DELISTED
Dimension Therapeutics, Inc
DMTX
$108K 0.02%
+61,833
New +$164K
FBR
750
DELISTED
Fibria Celulose Sa
FBR
$107K 0.02%
+11,745
New +$107K
28 29
30
31 32

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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.