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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
MGEE icon
1026
MGE Energy Inc
MGEE
$3B
– –
-3,536
Closed -$231K
MGV icon
1027
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.2B
– –
-3,552
Closed -$238K
MHI
1028
DELISTED
Pioneer Municipal High Income Fund
MHI
– –
-20,740
Closed -$246K
MNST icon
1029
Monster Beverage
MNST
$94.3B
– –
-9,564
Closed -$212K
MOG.A icon
1030
Moog Inc Class A
MOG.A
$12.4B
– –
-4,079
Closed -$268K
MQT
1031
DELISTED
BlackRock MuniYield Quality Fund II
MQT
– –
-11,431
Closed -$146K
MRVL icon
1032
Marvell Technology
MRVL
$168B
– –
-13,016
Closed -$181K
MS icon
1033
Morgan Stanley
MS
$331B
– –
-10,978
Closed -$464K
MUC icon
1034
BlackRock MuniHoldings California Quality Fund
MUC
$996M
– –
-10,764
Closed -$152K
MUNI icon
1035
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.06B
– –
-4,362
Closed -$229K
BINI
1036
DELISTED
Bollinger Innovations
BINI
– –
0
– -$9K
MX icon
1037
Magnachip Semiconductor
MX
$119M
– –
-12,881
Closed -$80K
MXI icon
1038
iShares Global Materials ETF
MXI
$338M
– –
-3,992
Closed -$219K
MYI icon
1039
BlackRock MuniYield Quality Fund III
MYI
$709M
– –
-12,084
Closed -$165K
NBIX icon
1040
Neurocrine Biosciences
NBIX
$16.8B
– –
-5,185
Closed -$201K
NDSN icon
1041
Nordson
NDSN
$16.6B
– –
-1,868
Closed -$209K
NFJ
1042
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.41B
– –
-18,038
Closed -$227K
NFLT icon
1043
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$447M
– –
-9,725
Closed -$245K
NNVC icon
1044
NanoViricides
NNVC
$38.8M
– –
-748
Closed -$16K
NRO
1045
Neuberger Real Estate Securities Income Fund Inc
NRO
$191M
– –
-22,990
Closed -$118K
NUWE icon
1046
Nuwellis
NUWE
$160K
– –
0
– -$35K
NVO
1047
Novo Nordisk
NVO
$208B
– –
-22,578
Closed -$405K
NWS icon
1048
News Corp Class B
NWS
$16.9B
– –
-20,032
Closed -$236K
NYT icon
1049
New York Times
NYT
$12.1B
– –
-31,080
Closed -$413K
OFG icon
1050
OFG Bancorp
OFG
$2.23B
– –
-14,912
Closed -$195K
40 41
42
43 44

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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
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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.