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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
PDS
801
Precision Drilling
PDS
$999M
$53K 0.01%
+567
New +$59.4K
DHY
802
Credit Suisse High Yield Credit Fund
DHY
$242M
$52K 0.01%
19,323
+8,025
+71% +$21.7K
DXLG icon
803
Destination XL Group
DXLG
$31.2M
$51K 0.01%
+18,051
New +$55.6K
CDXS icon
804
Codexis
CDXS
$151M
$50K 0.01%
+10,351
New +$47.2K
OPCH icon
805
Option Care Health
OPCH
$3.45B
$50K 0.01%
7,321
+2,574
+54% +$17K
RLGT icon
806
Radiant Logistics
RLGT
$386M
$50K 0.01%
+10,009
New +$46.1K
ODP
807
DELISTED
ODP
ODP
$49K 0.01%
1,051
-1,369
-57% -$62K
SPWH icon
808
Sportsman's Warehouse
SPWH
$44.5M
$49K 0.01%
+10,202
New +$63.5K
AMRN
809
Amarin Corp
AMRN
$299M
$48K 0.01%
752
-114
-13% -$7.24K
IPI icon
810
Intrepid Potash
IPI
$456M
$48K 0.01%
+2,813
New +$54.4K
IIP
811
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
$46K 0.01%
+12,280
New +$46K
SB icon
812
Safe Bulkers
SB
$795M
$45K 0.01%
+20,611
New +$31.7K
VVUS
813
DELISTED
Vivus Inc
VVUS
$44K 0.01%
3,948
+2,279
+137% +$25.8K
MYSZ icon
814
My Size
MYSZ
$1.98M
$43K 0.01%
+5
New +$54.6K
GLUU
815
DELISTED
Glu Mobile Inc.
GLUU
$43K 0.01%
18,963
-14,784
-44% -$31.9K
CIK
816
Credit Suisse Asset Management Income Fund
CIK
$134M
$41K 0.01%
12,426
-2,262
-15% -$7.43K
ASXC
817
DELISTED
Asensus Surgical, Inc.
ASXC
$40K 0.01%
+2,538
New +$44K
ALR
818
DELISTED
AlerisLife Inc
ALR
$40K 0.01%
+1,875
New +$45.9K
CIG icon
819
CEMIG Preferred Shares
CIG
$6.26B
$39K 0.01%
23,326
-8,059
-26% -$12.5K
PHIO icon
820
Phio Pharmaceuticals
PHIO
$11.9M
$39K 0.01%
+1
New +$43.2K
TRVN
821
DELISTED
Trevena, Inc.
TRVN
$39K 0.01%
+17
New +$57.9K
XRA
822
DELISTED
Exeter Resources Corporation
XRA
$37K 0.01%
+21,465
New +$23.3K
TRQ
823
DELISTED
Turquoise Hill Resources Ltd
TRQ
$36K 0.01%
+1,185
New +$39.9K
GALT icon
824
Galectin Therapeutics
GALT
$196M
$35K 0.01%
+15,243
New +$23K
ORIG
825
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$33K 0.01%
12
+8
+200% +$82.9K
31 32
33
34 35

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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.