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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
TYL icon
951
Tyler Technologies
TYL
$13.7B
– –
-1,820
Closed -$312K
TZA icon
952
Direxion Daily Small Cap Bear 3x ETF
TZA
$245M
– –
-57
Closed -$618K
UAL icon
953
United Airlines
UAL
$40.2B
– –
-6,828
Closed -$358K
UBS icon
954
UBS Group
UBS
$171B
– –
-32,808
Closed -$447K
UDR icon
955
UDR
UDR
$12.7B
– –
-9,783
Closed -$352K
UEC icon
956
Uranium Energy
UEC
$4.67B
– –
-12,131
Closed -$12K
UFPI icon
957
UFP Industries
UFPI
$5.14B
– –
-7,074
Closed -$232K
UHAL icon
958
U-Haul Holding Co
UHAL
$14.3B
– –
-11,240
Closed -$364K
UNIT
959
Uniti Group
UNIT
$2.53B
– –
-8,295
Closed -$261K
UNP icon
960
Union Pacific
UNP
$175B
– –
-20,970
Closed -$2.04M
UPRO icon
961
ProShares UltraPro S&P 500
UPRO
$5.12B
– –
-221,316
Closed -$2.72M
USMV icon
962
iShares MSCI USA Min Vol Factor ETF
USMV
$23.7B
– –
-23,725
Closed -$1.08M
VBR icon
963
Vanguard Small-Cap Value ETF
VBR
$37.7B
– –
-4,085
Closed -$452K
VEU icon
964
Vanguard FTSE All-World ex-US ETF
VEU
$65.6B
– –
-8,194
Closed -$372K
VIAV icon
965
Viavi Solutions
VIAV
$8.66B
– –
-17,370
Closed -$128K
VIG icon
966
Vanguard Dividend Appreciation ETF
VIG
$113B
– –
-2,846
Closed -$239K
VLO icon
967
Valero Energy
VLO
$88.7B
– –
-19,138
Closed -$1.01M
VLY icon
968
Valley National Bancorp
VLY
$8.01B
– –
-23,541
Closed -$229K
VNQ icon
969
Vanguard Real Estate ETF
VNQ
$40B
– –
-3,596
Closed -$312K
VPU
970
Vanguard Utilities ETF
VPU
$8.68B
– –
-2,631
Closed -$281K
VRTS icon
971
Virtus Investment Partners
VRTS
$1.14B
– –
-2,404
Closed -$235K
VZ icon
972
Verizon
VZ
$201B
– –
-22,269
Closed -$1.16M
WBIL icon
973
WBI BullBear Quality 3000 ETF
WBIL
$30.3M
– –
-9,965
Closed -$214K
WEN icon
974
Wendy's
WEN
$1.46B
– –
-53,392
Closed -$577K
WFC.PRL icon
975
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.69B
– –
-201
Closed -$263K
37 38
39
40 41

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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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RB
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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.