We are live on ! Find out more
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
AREX
1201
DELISTED
Approach Resources Inc.
AREX
– –
-10,091
Closed -$34K
EGI
1202
DELISTED
Entre Resources Ltd. Common Shares
EGI
– –
-10,662
Closed -$3K
DTV
1203
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
– –
-6,295
Closed -$334K
FRED
1204
DELISTED
Fred's Inc
FRED
– –
-13,319
Closed -$247K
DCUD
1205
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
– –
-5,012
Closed -$254K
ADYX
1206
DELISTED
Adynxx Inc
ADYX
– –
-331
Closed -$12K
NAVB
1207
DELISTED
Navidea Biopharmaceuticals Inc.
NAVB
– –
-1,341
Closed -$17K
BEL
1208
DELISTED
Belmond Ltd.
BEL
– –
-38,505
Closed -$514K
ATHN
1209
DELISTED
Athenahealth, Inc.
ATHN
– –
-3,139
Closed -$330K
ECYT
1210
DELISTED
Endocyte, Inc. Common Stock
ECYT
– –
-26,758
Closed -$68K
AET
1211
DELISTED
Aetna Inc
AET
– –
-6,096
Closed -$756K
COL
1212
DELISTED
Rockwell Collins
COL
– –
-2,537
Closed -$235K
GPT
1213
DELISTED
Gramercy Property Trust
GPT
– –
-4,145
Closed -$114K
IMNP
1214
DELISTED
Immune Pharmaceuticals Inc.
IMNP
– –
-7,950
Closed -$29K
WGL
1215
DELISTED
Wgl Holdings
WGL
– –
-2,943
Closed -$224K
ANTH
1216
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
– –
-1,467
Closed -$8K
GXP
1217
DELISTED
Great Plains Energy Incorporated
GXP
– –
-21,076
Closed -$576K
IBDB
1218
DELISTED
iShares iBonds Mar 2018 Term Corporate ETF
IBDB
– –
-9,262
Closed -$237K
CEI
1219
DELISTED
Camber Energy, Inc
CEI
– –
0
– -$27K
SCMP
1220
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
– –
-10,847
Closed -$147K
PZRX
1221
DELISTED
PhaseRx, Inc.
PZRX
– –
-25,708
Closed -$40K
YUME
1222
DELISTED
YuMe, Inc.
YUME
– –
-14,555
Closed -$52K
BKMU
1223
DELISTED
Bank Mutual Corp
BKMU
– –
-10,508
Closed -$99K
TIME
1224
DELISTED
Time Inc.
TIME
– –
-13,696
Closed -$244K
RLOG
1225
DELISTED
Rand Logistics, Inc.
RLOG
– –
-48,455
Closed -$40K
47 48
49
50 51

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.