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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
FRGI
376
DELISTED
Fiesta Restaurant Group, Inc.
FRGI
$225K 0.08%
+7,527
New +$209K
DWTR
377
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
$225K 0.08%
+9,261
New +$226K
FIDU icon
378
Fidelity MSCI Industrials Index ETF
FIDU
$2.26B
$224K 0.07%
+6,959
New +$217K
PPH icon
379
VanEck Pharmaceutical ETF
PPH
$985M
$224K 0.07%
4,273
+303
+8% +$16.2K
PXH icon
380
Invesco FTSE RAFI Emerging Markets ETF
PXH
$1.89B
$224K 0.07%
+12,340
New +$225K
WGL
381
DELISTED
Wgl Holdings
WGL
$224K 0.07%
+2,943
New +$198K
BRKL
382
DELISTED
Brookline Bancorp
BRKL
$223K 0.07%
+13,623
New +$195K
CHCO icon
383
City Holding Co
CHCO
$2.05B
$223K 0.07%
+3,302
New +$192K
WBIG icon
384
WBI BullBear Yield 3000 ETF
WBIG
$30.4M
$223K 0.07%
+10,687
New +$216K
TMH
385
DELISTED
Team Health Holdings Inc
TMH
$223K 0.07%
+5,140
New +$212K
KIM icon
386
Kimco Realty
KIM
$17.5B
$222K 0.07%
8,819
-14,510
-62% -$382K
PVH icon
387
PVH
PVH
$4.07B
$222K 0.07%
+2,455
New +$258K
QAI icon
388
NYLI Hedge Multi-Strategy Tracker ETF
QAI
$1B
$222K 0.07%
+7,741
New +$223K
TMP icon
389
Tompkins Financial
TMP
$1.42B
$222K 0.07%
+2,353
New +$197K
ACBI
390
DELISTED
Atlantic Capital Bancshares, Inc. Common Stock
ACBI
$222K 0.07%
+11,698
New +$187K
ACM icon
391
Aecom
ACM
$9.46B
$221K 0.07%
+6,074
New +$202K
ARE icon
392
Alexandria Real Estate Equities
ARE
$9.37B
$220K 0.07%
+1,976
New +$212K
CACC icon
393
Credit Acceptance
CACC
$5.82B
$220K 0.07%
1,013
-1,926
-66% -$373K
ESS icon
394
Essex Property Trust
ESS
$19.1B
$220K 0.07%
947
-122
-11% -$26.4K
IAG icon
395
IAMGOLD
IAG
$8.05B
$220K 0.07%
+57,111
New +$213K
VQT
396
DELISTED
iPath S&P VEQTOR ETN
VQT
$220K 0.07%
+1,608
New +$216K
GRES
397
DELISTED
IQ ARB Global Resources
GRES
$220K 0.07%
+8,767
New +$223K
EGO icon
398
Eldorado Gold
EGO
$8.33B
$219K 0.07%
13,601
+7,370
+118% +$116K
FNB icon
399
FNB Corp
FNB
$6.76B
$219K 0.07%
+13,658
New +$195K
FXB icon
400
Invesco CurrencyShares British Pound Sterling Trust
FXB
$77.1M
$219K 0.07%
+1,817
New +$220K
14 15
16
17 18

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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.