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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
MSCI icon
651
MSCI
MSCI
$41.6B
$203K 0.04%
+2,092
New +$190K
SCHR
652
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
$203K 0.04%
+7,558
New +$202K
STI
653
DELISTED
SunTrust Banks, Inc.
STI
$203K 0.04%
+3,669
New +$210K
MORE
654
DELISTED
Monogram Residential Trust, Inc.
MORE
$203K 0.04%
20,348
-23,274
-53% -$238K
AME icon
655
Ametek
AME
$55.4B
$202K 0.04%
+3,737
New +$197K
MAS icon
656
Masco
MAS
$14.1B
$202K 0.04%
+5,946
New +$199K
WPP icon
657
WPP
WPP
$4.36B
$202K 0.04%
+1,847
New +$207K
ANDV
658
DELISTED
Andeavor
ANDV
$202K 0.04%
+2,492
New +$209K
XIV
659
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$202K 0.04%
2,770
-6,734
-71% -$431K
GNW icon
660
Genworth Financial
GNW
$3.76B
$200K 0.04%
+48,619
New +$187K
HYHG icon
661
ProShares High Yield-Interest Rate Hedged ETF
HYHG
$183M
$200K 0.04%
+2,914
New +$201K
TRST
662
Trustco Bank Corp NY
TRST
$970M
$199K 0.04%
5,069
-517
-9% -$21.4K
SIGM
663
DELISTED
Sigma Designs Inc
SIGM
$198K 0.04%
+31,710
New +$195K
MT icon
664
ArcelorMittal
MT
$52.9B
$196K 0.04%
+7,827
New +$198K
BRKL
665
DELISTED
Brookline Bancorp
BRKL
$195K 0.04%
12,437
-1,186
-9% -$18.7K
HMY icon
666
Harmony Gold Mining
HMY
$9.84B
$194K 0.04%
79,208
+61,202
+340% +$153K
CWST icon
667
Casella Waste Systems
CWST
$5.71B
$193K 0.04%
+13,649
New +$169K
ON icon
668
ON Semiconductor
ON
$31.8B
$191K 0.04%
12,359
-11,309
-48% -$164K
OFS icon
669
OFS Capital
OFS
$45M
$188K 0.04%
+13,249
New +$192K
UEC icon
670
Uranium Energy
UEC
$4.75B
$188K 0.04%
+132,593
New +$200K
GLBL
671
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$186K 0.04%
38,656
+21,295
+123% +$96.2K
CNH
672
CNH Industrial
CNH
$12.7B
$185K 0.04%
+22,049
New +$179K
CVE icon
673
Cenovus Energy
CVE
$55.7B
$182K 0.04%
+16,150
New +$217K
PBR icon
674
Petrobras
PBR
$125B
$182K 0.04%
18,736
-886
-5% -$9.1K
ASRT
675
DELISTED
Assertio
ASRT
$180K 0.04%
+239
New +$242K
25 26
27
28 29

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OAM
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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
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.