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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
XXII
1151
22nd Century Group
XXII
$1.38M
– –
0
– -$22K
CCEC
1152
Capital Clean Energy Carriers
CCEC
$1.34B
– –
-3,491
Closed -$78K
GPUS
1153
Hyperscale Data Inc
GPUS
$55.4M
– –
0
– -$9K
IRD
1154
Opus Genetics
IRD
$306M
– –
-227
Closed -$15K
BERY
1155
DELISTED
Berry Global Group, Inc.
BERY
– –
-6,505
Closed -$291K
ENSV
1156
DELISTED
Enservco Corp.
ENSV
– –
-880
Closed -$7K
ALIM
1157
DELISTED
Alimera Sciences
ALIM
– –
-1,546
Closed -$25K
AIF
1158
DELISTED
Apollo Tactical Income Fund Inc.
AIF
– –
-10,151
Closed -$157K
ERF
1159
DELISTED
Enerplus Corporation
ERF
– –
-13,146
Closed -$125K
CMLS
1160
DELISTED
Cumulus Media Inc. Class A Common Stock
CMLS
– –
-16,503
Closed -$17K
NURO
1161
DELISTED
NeuroMetrix, Inc. Common Stock
NURO
– –
-21
Closed -$10K
GENE
1162
DELISTED
Genetic Technologies Ltd.
GENE
– –
-2,450
Closed -$53K
NBSE
1163
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
– –
-63
Closed -$38K
SPLK
1164
DELISTED
Splunk Inc
SPLK
– –
-13,587
Closed -$695K
NM
1165
DELISTED
Navios Maritime Holdings Inc.
NM
– –
-1,341
Closed -$19K
ACER
1166
DELISTED
Acer Therapeutics Inc
ACER
– –
-1,103
Closed -$11K
FRGI
1167
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
– –
-7,527
Closed -$225K
HYLD
1168
DELISTED
High Yield ETF
HYLD
– –
-5,872
Closed -$209K
FRBK
1169
DELISTED
Republic First Bancorp Inc
FRBK
– –
-18,493
Closed -$154K
ACGN
1170
DELISTED
Aceragen Inc
ACGN
– –
-133
Closed -$27K
NSL
1171
DELISTED
NUVEEN SENIOR INCM FD
NSL
– –
-13,820
Closed -$94K
APTO
1172
DELISTED
Aptose Biosciences, Inc.
APTO
– –
-38
Closed -$24K
HIL
1173
DELISTED
Hill International, Inc. Common Stock
HIL
– –
-10,456
Closed -$45K
TMBR
1174
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
– –
-1
Closed -$4K
CCXI
1175
DELISTED
ChemoCentryx, Inc.
CCXI
– –
-13,382
Closed -$99K
45 46
47
48 49

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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.