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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
RJA
1176
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
– –
-16,007
Closed -$101K
ATHX
1177
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-697
Closed -$27K
ENDP
1178
DELISTED
Endo International plc
ENDP
– –
-12,609
Closed -$208K
CDR
1179
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-3,645
Closed -$157K
SREV
1180
DELISTED
ServiceSource International, Inc.
SREV
– –
-13,422
Closed -$76K
SRRA
1181
DELISTED
Sierra Oncology, Inc. Common Stock
SRRA
– –
-331
Closed -$20K
SRGA
1182
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
– –
-418
Closed -$41K
ARNA
1183
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-3,516
Closed -$50K
ACBI
1184
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
– –
-11,698
Closed -$222K
NNA
1185
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-1,716
Closed -$44K
SMTX
1186
DELISTED
SMTC Corporation
SMTX
– –
-13,724
Closed -$21K
SYNC
1187
DELISTED
Synacor, Inc.
SYNC
– –
-12,194
Closed -$38K
OCSI
1188
DELISTED
Oaktree Strategic Income Corporation
OCSI
– –
-14,124
Closed -$123K
CZZ
1189
DELISTED
Cosan Limited
CZZ
– –
-13,514
Closed -$101K
MLPI
1190
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
– –
-10,250
Closed -$291K
MNK
1191
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
– –
-4,895
Closed -$244K
VQT
1192
DELISTED
iPath S&P VEQTOR ETN
VQT
– –
-1,608
Closed -$220K
SDRL
1193
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-796
Closed -$727K
AVEO
1194
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
– –
-1,474
Closed -$8K
PIR
1195
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-544
Closed -$93K
DWTR
1196
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
– –
-9,261
Closed -$225K
IPHS
1197
DELISTED
Innophos Holdings, Inc.
IPHS
– –
-6,950
Closed -$363K
PKD
1198
DELISTED
Parker Drilling Company
PKD
– –
-1,673
Closed -$65K
WAIR
1199
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
– –
-10,053
Closed -$150K
ANFI
1200
DELISTED
AMIRA NATURE FOODS LTD
ANFI
– –
-15,873
Closed -$98K
46 47
48
49 50

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NOCM
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QIM
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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.