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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
BSJH
1226
DELISTED
Guggenheim BulletShares 2017 High Yield Corporate Bond ETF
BSJH
– –
-9,139
Closed -$236K
PLPM
1227
DELISTED
Planet Payment, Inc
PLPM
– –
-10,016
Closed -$41K
ATW
1228
DELISTED
Atwood Oceanics
ATW
– –
-25,298
Closed -$332K
BSTG
1229
DELISTED
Biostage, Inc. Common Stock
BSTG
– –
-22,997
Closed -$20K
RNVA
1230
DELISTED
Rennova Health, Inc.
RNVA
– –
-31
Closed -$1K
ARNC.PRB
1231
DELISTED
Arconic Inc.
ARNC.PRB
– –
-7,986
Closed -$241K
MACK
1232
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
– –
-1,916
Closed -$62K
PPP
1233
DELISTED
Primero Mining Corp
PPP
– –
-23,160
Closed -$18K
TVIA
1234
DELISTED
TerraVia Holdings, Inc. Common Stock
TVIA
– –
-38,464
Closed -$44K
BNCN
1235
DELISTED
BNC Bancorp
BNCN
– –
-6,428
Closed -$205K
XCO
1236
DELISTED
Exco Resources
XCO
– –
-2,035
Closed -$27K
SALE
1237
DELISTED
RetailMeNot, Inc. Series 1
SALE
– –
-16,077
Closed -$150K
IKGH
1238
DELISTED
Iao Kun Group Holding Company Limited
IKGH
– –
-22,560
Closed -$6K
TPLM
1239
DELISTED
Triangle Petroleum Corporation
TPLM
– –
-30,854
Closed -$7K
CYNO
1240
DELISTED
Cynosure, Inc. Class A
CYNO
– –
-4,658
Closed -$212K
ROSG
1241
DELISTED
Rosetta Genomics Ltd.
ROSG
– –
-1,698
Closed -$9K
TNGO
1242
DELISTED
Tangoe, Inc.
TNGO
– –
-17,235
Closed -$136K
HAR
1243
DELISTED
Harman International Industries
HAR
– –
-3,579
Closed -$398K
CLC
1244
DELISTED
Clarcor
CLC
– –
-3,521
Closed -$290K
ELNK
1245
DELISTED
EarthLink Holdings Corp.
ELNK
– –
-10,871
Closed -$61K
TEAR
1246
DELISTED
TearLab Corporation
TEAR
– –
-3,370
Closed -$17K
CLMS
1247
DELISTED
Calamos Asset Management, Inc.
CLMS
– –
-11,846
Closed -$101K
ARIA
1248
DELISTED
Ariad Pharmaceuticals Inc
ARIA
– –
-15,539
Closed -$193K
TMH
1249
DELISTED
Team Health Holdings Inc
TMH
– –
-5,140
Closed -$223K
AFCO
1250
DELISTED
American Farmland Company
AFCO
– –
-10,610
Closed -$85K
48 49
50
51 52

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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.