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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
HOLX
401
DELISTED
Hologic
HOLX
$219K 0.07%
5,465
-2,860
-34% -$110K
MXI icon
402
iShares Global Materials ETF
MXI
$337M
$219K 0.07%
+3,992
New +$216K
VXX
403
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$219K 0.07%
+2,149
New +$258K
EMB icon
404
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.9B
$218K 0.07%
+1,980
New +$222K
GHY
405
PGIM Global High Yield Fund
GHY
$476M
$218K 0.07%
+14,666
New +$217K
CSM icon
406
ProShares Large Cap Core Plus
CSM
$506M
$217K 0.07%
+7,856
New +$211K
KBE icon
407
State Street SPDR S&P Bank ETF
KBE
$1.64B
$217K 0.07%
4,993
-3,480
-41% -$134K
PAG icon
408
Penske Automotive Group
PAG
$14.7B
$217K 0.07%
+4,190
New +$204K
QLTA icon
409
iShares AAA-A Rated Corporate Bond ETF
QLTA
$1.24B
$216K 0.07%
+4,197
New +$219K
DCOM icon
410
Dime Commercial Bancshares
DCOM
$1.79B
$215K 0.07%
+5,671
New +$181K
FAS icon
411
Direxion Daily Financial Bull 3x ETF
FAS
$2.4B
$215K 0.07%
+5,259
New +$182K
SLG icon
412
SL Green Realty
SLG
$3.83B
$215K 0.07%
+2,063
New +$209K
AOD
413
abrdn Total Dynamic Dividend Fund
AOD
$1.08B
$214K 0.07%
+28,275
New +$210K
BNDX icon
414
Vanguard Total International Bond ETF
BNDX
$82B
$214K 0.07%
+3,935
New +$216K
GOVT icon
415
iShares US Treasury Bond ETF
GOVT
$43.7B
$214K 0.07%
8,596
-128
-1% -$3.24K
PIO icon
416
Invesco Global Water ETF
PIO
$271M
$214K 0.07%
+10,302
New +$217K
RDOG icon
417
ALPS REIT Dividend Dogs ETF
RDOG
$11.6M
$214K 0.07%
+5,125
New +$214K
IJK icon
418
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.6B
$212K 0.07%
+4,660
New +$205K
MNST icon
419
Monster Beverage
MNST
$95.1B
$212K 0.07%
9,564
-3,636
-28% -$83.3K
PID icon
420
Invesco International Dividend Achievers ETF
PID
$936M
$212K 0.07%
+14,767
New +$212K
VGT icon
421
Vanguard Information Technology ETF
VGT
$133B
$212K 0.07%
+13,952
New +$210K
NEE.PRQ
422
DELISTED
NextEra Energy, Inc.
NEE.PRQ
$212K 0.07%
3,705
-217
-6% -$12.6K
CYNO
423
DELISTED
Cynosure, Inc. Class A
CYNO
$212K 0.07%
+4,658
New +$213K
PCRX icon
424
Pacira BioSciences
PCRX
$1.04B
$211K 0.07%
+6,522
New +$218K
QQXT icon
425
First Trust NASDAQ 100 ex-Technology Sector Index Fund
QQXT
$156M
$211K 0.07%
+5,217
New +$210K
15 16
17
18 19

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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.