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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
VMC icon
426
Vulcan Materials
VMC
$36.8B
$211K 0.07%
+1,684
New +$204K
DCUC
427
DELISTED
Dominion Energy, Inc.
DCUC
$211K 0.07%
+4,221
New +$211K
MDIV icon
428
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$431M
$210K 0.07%
+11,004
New +$206K
PARA
429
DELISTED
Paramount Global Class B
PARA
$210K 0.07%
+3,303
New +$196K
NDSN icon
430
Nordson
NDSN
$16.4B
$209K 0.07%
+1,868
New +$196K
HYLD
431
DELISTED
High Yield ETF
HYLD
$209K 0.07%
+5,872
New +$205K
DLN icon
432
WisdomTree US LargeCap Dividend Fund
DLN
$6.21B
$208K 0.07%
+5,196
New +$201K
EWI icon
433
iShares MSCI Italy ETF
EWI
$987M
$208K 0.07%
+8,607
New +$194K
WBIF icon
434
WBI BullBear Value 3000 ETF
WBIF
$23.7M
$208K 0.07%
+8,506
New +$197K
KAMN
435
DELISTED
Kaman Corp
KAMN
$208K 0.07%
+4,259
New +$198K
ENDP
436
DELISTED
Endo International plc
ENDP
$208K 0.07%
+12,609
New +$222K
ECON icon
437
Columbia Emerging Markets Consumer ETF
ECON
$312M
$207K 0.07%
+9,345
New +$217K
OTTR icon
438
Otter Tail
OTTR
$3.81B
$207K 0.07%
+5,067
New +$188K
GDXJ icon
439
VanEck Junior Gold Miners ETF
GDXJ
$6.86B
$206K 0.07%
6,526
-5,391
-45% -$196K
IYG icon
440
iShares US Financial Services ETF
IYG
$2.13B
$206K 0.07%
+5,823
New +$190K
KHC icon
441
Kraft Heinz
KHC
$32.8B
$205K 0.07%
+2,344
New +$201K
PRK icon
442
Park National Corp
PRK
$3.84B
$205K 0.07%
+1,712
New +$183K
SPHD icon
443
Invesco S&P 500 High Dividend Low Volatility ETF
SPHD
$3.41B
$205K 0.07%
+5,241
New +$201K
BNCN
444
DELISTED
BNC Bancorp
BNCN
$205K 0.07%
+6,428
New +$180K
AUB icon
445
Atlantic Union Bankshares
AUB
$6.05B
$204K 0.07%
+5,695
New +$179K
FLTB icon
446
Fidelity Limited Term Bond ETF
FLTB
$416M
$204K 0.07%
+4,082
New +$206K
GURU icon
447
Global X Guru Index ETF
GURU
$60.2M
$204K 0.07%
+8,482
New +$200K
IXN icon
448
iShares Global Tech ETF
IXN
$7.87B
$204K 0.07%
+11,136
New +$204K
CACI icon
449
CACI
CACI
$10.8B
$203K 0.07%
+1,634
New +$189K
OMC icon
450
Omnicom Group
OMC
$23.5B
$203K 0.07%
+2,384
New +$200K
16 17
18
19 20

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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.