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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
STJ
1251
DELISTED
St Jude Medical
STJ
– –
-5,736
Closed -$460K
RGSE
1252
DELISTED
Real Goods Solar, Inc. Class A
RGSE
– –
-4,635
Closed -$33K
DRWI
1253
DELISTED
DragonWave Inc
DRWI
– –
-11,325
Closed -$29K
MOBL
1254
DELISTED
MobileIron, Inc.
MOBL
– –
-14,637
Closed -$55K
CTIC
1255
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-6,042
Closed -$24K
EMKR
1256
DELISTED
Emcore Corp
EMKR
– –
-1,573
Closed -$137K
PSTB
1257
DELISTED
Park Sterling Corp.
PSTB
– –
-14,039
Closed -$151K
PGH
1258
DELISTED
Pengrowth Energy Corporation
PGH
– –
-42,689
Closed -$61K
KEM
1259
DELISTED
KEMET Corporation
KEM
– –
-12,574
Closed -$83K
FLY
1260
DELISTED
Fly Leasing Limited
FLY
– –
-11,782
Closed -$157K
ESV
1261
DELISTED
Ensco Rowan plc
ESV
– –
-5,109
Closed -$199K
BSCK
1262
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
– –
-16,651
Closed -$353K
GRES
1263
DELISTED
IQ ARB Global Resources
GRES
– –
-8,767
Closed -$220K
UBA
1264
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
– –
-9,851
Closed -$238K
REGI
1265
DELISTED
Renewable Energy Group, Inc.
REGI
– –
-19,629
Closed -$190K
BDSI
1266
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-27,884
Closed -$49K
CMO
1267
DELISTED
Capstead Mortgage Corp.
CMO
– –
-22,520
Closed -$229K
AGGP
1268
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
– –
-12,501
Closed -$246K
GG
1269
DELISTED
Goldcorp Inc
GG
– –
-28,056
Closed -$382K
SHPG
1270
DELISTED
Shire pic
SHPG
– –
-2,146
Closed -$366K
GLF
1271
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
– –
-10,455
Closed -$18K
MTGE
1272
DELISTED
MTGE Investment Corp. Common Stock
MTGE
– –
-16,621
Closed -$261K
WR
1273
DELISTED
Westar Energy Inc
WR
– –
-17,923
Closed -$1.01M
OREX
1274
DELISTED
Orexigen Therapeutics, Inc.
OREX
– –
-22,934
Closed -$40K
SPLS
1275
DELISTED
Staples Inc
SPLS
– –
-52,122
Closed -$472K
48 49 50
51
52

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NOCM
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TIM
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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.