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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
HOV icon
776
Hovnanian Enterprises
HOV
$726M
$74K 0.01%
+1,300
New +$76.8K
JIVE
777
DELISTED
Jive Software, Inc.
JIVE
$70K 0.01%
16,206
-971
-6% -$4.12K
ENOC
778
DELISTED
EnerNOC, Inc.
ENOC
$67K 0.01%
11,166
-4,342
-28% -$24.7K
VG
779
DELISTED
Vonage Holdings Corporation
VG
$67K 0.01%
+10,655
New +$70.9K
FCEL icon
780
FuelCell Energy
FCEL
$1.73B
$66K 0.01%
134
+62
+86% +$35K
VYNT
781
DELISTED
Vyant Bio, Inc. Common Stock
VYNT
$66K 0.01%
+107
New +$38.1K
PFSW
782
DELISTED
PFSweb, Inc.
PFSW
$66K 0.01%
+10,114
New +$76.4K
FSM icon
783
Fortuna Silver Mines
FSM
$2.55B
$65K 0.01%
+12,467
New +$73.6K
TUES
784
DELISTED
Tuesday Morning Corp
TUES
$65K 0.01%
+17,377
New +$70.7K
NTIP icon
785
Network-1 Technologies
NTIP
$37M
$63K 0.01%
+13,032
New +$51.5K
GNCA
786
DELISTED
Genocea Biosciences, Inc.
GNCA
$63K 0.01%
+1,302
New +$50.9K
AVXL icon
787
Anavex Life Sciences
AVXL
$255M
$62K 0.01%
+10,759
New +$55.6K
CLNE icon
788
Clean Energy Fuels
CLNE
$427M
$61K 0.01%
23,815
-14,224
-37% -$37.4K
CLD
789
DELISTED
Cloud Peak Energy Inc
CLD
$61K 0.01%
+13,421
New +$67.7K
MGNI icon
790
Magnite
MGNI
$2.76B
$60K 0.01%
+10,210
New +$79.5K
ANH
791
DELISTED
Anworth Mortgage Asset Corporation
ANH
$59K 0.01%
10,579
-17,545
-62% -$93.8K
ETRM
792
DELISTED
EnteroMedics Inc.
ETRM
$59K 0.01%
+10,273
New +$76K
SFUN
793
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$58K 0.01%
+354
New +$57.9K
TTI icon
794
TETRA Technologies
TTI
$1.14B
$57K 0.01%
+14,033
New +$63.1K
FAX
795
DELISTED
abrdn Asia-Pacific Income Fund
FAX
$56K 0.01%
1,879
-4,770
-72% -$139K
SCU
796
DELISTED
Sculptor Capital Management, Inc. Class A Common Stock
SCU
$56K 0.01%
+2,460
New +$72.8K
FLNA
797
Filana Therapeutics
FLNA
$48.8M
$55K 0.01%
8,794
+3,804
+76% +$17.3K
AXAS
798
DELISTED
Abraxas Petroleum Corp
AXAS
$55K 0.01%
+1,352
New +$61.8K
SVU
799
DELISTED
SUPERVALU Inc.
SVU
$54K 0.01%
+1,998
New +$54.6K
IAG icon
800
IAMGOLD
IAG
$8.2B
$53K 0.01%
13,211
-43,900
-77% -$187K
30 31
32
33 34

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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.