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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
+3.16%
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
$299M
AUM Growth
+$5.64M
Cap. Flow
+$3.69M
Cap. Flow %
1.23%
Top 10 Hldgs %
21.2%
Holding
1,105
New
453
Increased
116
Reduced
114
Closed
407

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$15.9M
2
SDS icon
ProShares UltraShort S&P500
SDS
+$8.63M
3
BAC icon
Bank of America
BAC
+$7.81M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$7.05M
5
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$4.02M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$6.16M
2
NEE icon
NextEra Energy
NEE
+$5.82M
3
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$4.79M
4
MCD icon
McDonald's
MCD
+$3.69M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$3.65M

Sector Composition

Rank Sector Weight
1 Financials 12.68%
2 Healthcare 9.43%
3 Technology 6.07%
4 Materials 4.8%
5 Industrials 4.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GIS icon
301
General Mills
GIS
$20.2B
$261K 0.09%
4,233
-1,334
-24% -$82.6K
MTGE
302
DELISTED
MTGE Investment Corp. Common Stock
MTGE
$261K 0.09%
+16,621
New +$276K
VCIT icon
303
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.2B
$260K 0.09%
+3,032
New +$264K
VTI icon
304
Vanguard Morningstar Total Stock Market ETF
VTI
$646B
$260K 0.09%
+2,252
New +$253K
EUO icon
305
ProShares UltraShort Euro
EUO
$35.2M
$259K 0.09%
+9,574
New +$247K
PGF icon
306
Invesco Financial Preferred ETF
PGF
$674M
$255K 0.09%
+14,183
New +$260K
PDI icon
307
PIMCO Dynamic Income Fund
PDI
$7.35B
$254K 0.08%
+9,168
New +$260K
DCUD
308
DELISTED
Dominion Energy, Inc 2016 Series A Corporate Units
DCUD
$254K 0.08%
+5,012
New +$249K
WIP icon
309
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$467M
$253K 0.08%
+4,868
New +$262K
BF.B icon
310
Brown-Forman Class B
BF.B
$13.5B
$252K 0.08%
+8,755
New +$256K
POT
311
DELISTED
Potash Corp Of Saskatchewan
POT
$251K 0.08%
+13,875
New +$240K
PDP icon
312
Invesco Dorsey Wright Momentum ETF
PDP
$1.38B
$250K 0.08%
5,962
-17
-0.3% -$711
BNCL
313
DELISTED
Beneficial Bancorp, Inc.
BNCL
$249K 0.08%
+13,534
New +$221K
MDLZ icon
314
Mondelez International
MDLZ
$82.9B
$248K 0.08%
+5,591
New +$241K
OIL
315
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$248K 0.08%
39,204
+9,620
+33% +$57K
FRED
316
DELISTED
Fred's Inc
FRED
$247K 0.08%
+13,319
New +$144K
IFV icon
317
First Trust Dorsey Wright International Focus 5 ETF
IFV
$221M
$246K 0.08%
+14,420
New +$249K
MHI
318
DELISTED
Pioneer Municipal High Income Fund
MHI
$246K 0.08%
+20,740
New +$255K
AGGP
319
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
$246K 0.08%
+12,501
New +$249K
EXG icon
320
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$2.93B
$245K 0.08%
30,576
+14,611
+92% +$121K
EXEL icon
321
Exelixis
EXEL
$13.9B
$245K 0.08%
16,445
-42,496
-72% -$613K
HBAN icon
322
Huntington Bancshares
HBAN
$34B
$245K 0.08%
18,563
-68,145
-79% -$794K
NFLT icon
323
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$445M
$245K 0.08%
9,725
+387
+4% +$9.92K
UAA icon
324
Under Armour
UAA
$3.01B
$245K 0.08%
+8,450
New +$277K
ABBV icon
325
AbbVie
ABBV
$465B
$244K 0.08%
3,890
-11,214
-74% -$685K
11 12
13
14 15

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Two Sigma Securities's Q4 2016 Portfolio in Review

As of Q4 2016, Two Sigma Securities held 1,105 positions worth $299M, up 1.9% from $293M the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Two Sigma Securities's Q4 2016 filing shows 453 new, 116 increased, 114 reduced and 407 closed positions. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 72,945 shares worth $16.3M. The largest sale was Amazon, an estimated $6.16M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 13% a quarter earlier, followed by Healthcare and Technology.

  • Two Sigma Securities's largest Q4 2016 buy was State Street SPDR S&P 500 ETF Trust: 72,945 shares worth $16.3M.
  • Two Sigma Securities added most to ProShares UltraShort S&P500 in Q4 2016, an estimated $8.63M increase.
  • Two Sigma Securities's biggest Q4 2016 reduction was State Street Consumer Staples Select Sector SPDR ETF, cutting an estimated $4.79M.
  • Two Sigma Securities fully exited Amazon in Q4 2016, selling an estimated $6.16M.
  • Two Sigma Securities's ten largest holdings make up 21% of its $299M portfolio in Q4 2016.
  • Two Sigma Securities opened 453 new positions and closed 407 in Q4 2016.
  • Two Sigma Securities's portfolio value rose 1.9% quarter-over-quarter to $299M.

Based on Two Sigma Securities's 13F filing for Q4 2016, filed 14 Feb 2017.