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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
NWS icon
351
News Corp Class B
NWS
$17.7B
$236K 0.08%
20,032
+7,918
+65% +$101K
BSJH
352
DELISTED
Guggenheim BulletShares 2017 High Yield Corporate Bond ETF
BSJH
$236K 0.08%
9,139
-556
-6% -$14.3K
COL
353
DELISTED
Rockwell Collins
COL
$235K 0.08%
+2,537
New +$224K
SPLV icon
354
Invesco S&P 500 Low Volatility ETF
SPLV
$7.24B
$234K 0.08%
5,629
-3,440
-38% -$140K
ANIP icon
355
ANI Pharmaceuticals
ANIP
$1.86B
$233K 0.08%
3,837
-790
-17% -$48.3K
EFV icon
356
iShares MSCI EAFE Value ETF
EFV
$28.3B
$233K 0.08%
+4,937
New +$229K
SPG icon
357
Simon Property Group
SPG
$76.4B
$233K 0.08%
+1,309
New +$243K
WM icon
358
Waste Management
WM
$95B
$233K 0.08%
+3,286
New +$220K
WSFS icon
359
WSFS Financial
WSFS
$4.14B
$233K 0.08%
+5,037
New +$203K
DSL
360
DoubleLine Income Solutions Fund
DSL
$1.22B
$231K 0.08%
+12,187
New +$226K
EPU icon
361
iShares MSCI Peru and Global Exposure ETF
EPU
$521M
$231K 0.08%
+7,036
New +$229K
MGEE icon
362
MGE Energy Inc
MGEE
$3.03B
$231K 0.08%
+3,536
New +$211K
OSK icon
363
Oshkosh
OSK
$8.82B
$231K 0.08%
+3,571
New +$221K
HYEM icon
364
VanEck Emerging Markets High Yield Bond ETF
HYEM
$522M
$229K 0.08%
+9,518
New +$229K
MUNI icon
365
PIMCO Intermediate Municipal Bond Active Exchange-Traded Fund
MUNI
$3.06B
$229K 0.08%
+4,362
New +$233K
RDUS
366
DELISTED
Radius Recycling
RDUS
$229K 0.08%
+8,921
New +$229K
CXO
367
DELISTED
CONCHO RESOURCES INC.
CXO
$229K 0.08%
+1,726
New +$235K
CMO
368
DELISTED
Capstead Mortgage Corp.
CMO
$229K 0.08%
+22,520
New +$221K
PFXF icon
369
VanEck Preferred Securities ex Financials ETF
PFXF
$2.37B
$228K 0.08%
+11,804
New +$233K
PPT
370
Franklin Premier Income Trust
PPT
$323M
$228K 0.08%
+45,898
New +$223K
VTR icon
371
Ventas
VTR
$47.5B
$228K 0.08%
3,654
-2,681
-42% -$170K
ANET icon
372
Arista Networks
ANET
$199B
$227K 0.08%
37,504
-848
-2% -$4.74K
NFJ
373
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.39B
$227K 0.08%
+18,038
New +$226K
MFC icon
374
Manulife Financial
MFC
$73B
$226K 0.08%
+12,698
New +$207K
BAB icon
375
Invesco Taxable Municipal Bond ETF
BAB
$1.02B
$225K 0.08%
+7,727
New +$231K
13 14
15
16 17

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NOCM
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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.