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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
ERIC icon
751
Ericsson
ERIC
$32.2B
$106K 0.02%
+15,950
New +$98.4K
TNK icon
752
Teekay Tankers
TNK
$2.75B
$106K 0.02%
6,469
+4,586
+244% +$85K
TKC icon
753
Turkcell
TKC
$4.68B
$105K 0.02%
+12,721
New +$98.9K
LPSN icon
754
LivePerson
LPSN
$21.8M
$102K 0.02%
+989
New +$106K
AVP
755
DELISTED
Avon Products, Inc.
AVP
$100K 0.02%
22,824
+420
+2% +$2.1K
QNRX
756
Quoin Pharmaceuticals
QNRX
$8.94M
– –
0
– –
GIG
757
DELISTED
GigPeak, Inc.
GIG
$98K 0.02%
31,715
+21,067
+198% +$59.8K
ADPT
758
DELISTED
Adeptus Health Inc
ADPT
$97K 0.02%
+53,784
New +$302K
MMT
759
Aberdeen Multi-Market Income Fund
MMT
$236M
$95K 0.02%
15,588
-13,358
-46% -$81.5K
RJI
760
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$94K 0.02%
18,466
-72,763
-80% -$377K
BV
761
DELISTED
Bazaarvoice, Inc.
BV
$94K 0.02%
+21,759
New +$97.7K
SMFG icon
762
Sumitomo Mitsui Financial
SMFG
$164B
$93K 0.02%
+12,872
New +$100K
NOG icon
763
Northern Oil and Gas
NOG
$2.3B
$90K 0.02%
3,458
-6
-0.2% -$184
NAT icon
764
Nordic American Tanker
NAT
$1.38B
$89K 0.02%
+10,942
New +$90.5K
BCRX icon
765
BioCryst Pharmaceuticals
BCRX
$2.28B
$87K 0.02%
+10,396
New +$72.3K
EVC icon
766
Entravision Communication
EVC
$1.03B
$87K 0.02%
14,095
+3,050
+28% +$17.7K
HLX icon
767
Helix Energy Solutions
HLX
$1.4B
$85K 0.02%
+10,996
New +$88.5K
CDE icon
768
Coeur Mining
CDE
$15.4B
$83K 0.02%
+10,251
New +$97.7K
MDR
769
DELISTED
McDermott International
MDR
$83K 0.02%
4,117
+546
+15% +$12K
STKL
770
DELISTED
SunOpta
STKL
$82K 0.02%
+11,796
New +$84.6K
SNAK
771
DELISTED
Inventure Foods, Inc.
SNAK
$82K 0.02%
+18,628
New +$112K
COOP
772
DELISTED
Mr. Cooper
COOP
$81K 0.02%
+4,639
New +$76.3K
ACTG icon
773
Acacia Research
ACTG
$428M
$79K 0.02%
13,718
+3,364
+32% +$19.6K
SGYP
774
DELISTED
Synergy Pharmaceuticals, Inc Common Stock
SGYP
$78K 0.02%
+16,813
New +$97.5K
ALTO icon
775
Alto Ingredients
ALTO
$369M
$75K 0.01%
11,013
-579
-5% -$4.41K
29 30
31
32 33

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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.