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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
OPK icon
876
Opko Health
OPK
$1.23B
– –
-13,962
Closed -$148K
ORI icon
877
Old Republic International
ORI
$10.8B
– –
-23,704
Closed -$418K
OSUR icon
878
OraSure Technologies
OSUR
$277M
– –
-10,286
Closed -$82K
PB icon
879
Prosperity Bancshares
PB
$8.82B
– –
-4,513
Closed -$248K
PCG icon
880
PG&E
PCG
$39.2B
– –
-3,562
Closed -$218K
PFF icon
881
iShares Preferred and Income Securities ETF
PFF
$13.2B
– –
-21,257
Closed -$840K
IFLN
882
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
– –
-13,767
Closed -$260K
PHM icon
883
Pultegroup
PHM
$25.7B
– –
-11,179
Closed -$224K
PJP icon
884
Invesco Pharmaceuticals ETF
PJP
$447M
– –
-12,022
Closed -$741K
PKG icon
885
Packaging Corp of America
PKG
$22.6B
– –
-6,041
Closed -$491K
PKW icon
886
Invesco BuyBack Achievers ETF
PKW
$1.73B
– –
-9,785
Closed -$464K
PLD icon
887
Prologis
PLD
$137B
– –
-6,933
Closed -$371K
PLUR icon
888
Pluri
PLUR
$18.1M
– –
-163
Closed -$21K
AGPU
889
Axe Compute Inc
AGPU
$83.5M
– –
-1
Closed -$14K
PPG icon
890
PPG Industries
PPG
$26.5B
– –
-4,373
Closed -$452K
PRPO icon
891
Precipio
PRPO
$40.5M
– –
-2
Closed -$5K
PSA icon
892
Public Storage
PSA
$61.7B
– –
-3,155
Closed -$704K
PSEC icon
893
Prospect Capital
PSEC
$1.12B
– –
-21,484
Closed -$174K
PSK icon
894
State Street SPDR ICE Preferred Securities ETF
PSK
$692M
– –
-5,308
Closed -$241K
PSX icon
895
Phillips 66
PSX
$82.5B
– –
-6,560
Closed -$528K
PUK icon
896
Prudential
PUK
$36.1B
– –
-7,185
Closed -$249K
QUIK icon
897
QuickLogic
QUIK
$217M
– –
-1,545
Closed -$16K
R icon
898
Ryder
R
$9.98B
– –
-8,315
Closed -$548K
RCON icon
899
Recon Technology
RCON
$39.6M
– –
-191
Closed -$19K
REGN icon
900
Regeneron Pharmaceuticals
REGN
$72.9B
– –
-627
Closed -$252K
34 35
36
37 38

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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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.