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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.16%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 42.76%
2 Financials 12.76%
3 Healthcare 9.96%
4 Technology 6.15%
5 Materials 4.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VRTX icon
151
Vertex Pharmaceuticals
VRTX
$130B
$486K 0.16%
6,600
-2,580
-28% -$210K
MRSH
152
Marsh
MRSH
$86.2B
$485K 0.16%
7,173
+2,265
+46% +$152K
TMUS icon
153
T-Mobile US
TMUS
$196B
$482K 0.16%
+8,389
New +$439K
DBEF icon
154
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.17B
$479K 0.16%
17,056
-6,842
-29% -$185K
RAD
155
DELISTED
Rite Aid Corporation
RAD
$475K 0.16%
2,880
-90
-3% -$13.6K
RJI
156
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$473K 0.16%
91,229
+54,406
+148% +$275K
MORE
157
DELISTED
Monogram Residential Trust, Inc.
MORE
$472K 0.16%
43,622
+29,561
+210% +$311K
SPLS
158
DELISTED
Staples Inc
SPLS
$472K 0.16%
+52,122
New +$454K
AEE icon
159
Ameren
AEE
$28.7B
$466K 0.16%
8,883
-1,367
-13% -$67.8K
MS icon
160
Morgan Stanley
MS
$317B
$464K 0.16%
10,978
+3,610
+49% +$137K
FBIN icon
161
Fortune Brands Innovations
FBIN
$4.8B
$462K 0.15%
+10,101
New +$477K
RPAI
162
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$460K 0.15%
30,018
+11,650
+63% +$179K
STJ
163
DELISTED
St Jude Medical
STJ
$460K 0.15%
5,736
+547
+11% +$43.4K
SVXY icon
164
ProShares Short VIX Short-Term Futures ETF
SVXY
$257M
$456K 0.15%
+5,015
New +$407K
GLPI icon
165
Gaming and Leisure Properties
GLPI
$12B
$451K 0.15%
+14,730
New +$461K
SCG
166
DELISTED
Scana
SCG
$450K 0.15%
+6,143
New +$438K
EVR icon
167
Evercore
EVR
$10.4B
$448K 0.15%
+6,526
New +$401K
XIV
168
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$444K 0.15%
9,504
-33,783
-78% -$1.41M
IWO icon
169
iShares Russell 2000 Growth ETF
IWO
$14.1B
$442K 0.15%
+2,870
New +$428K
AEIS icon
170
Advanced Energy
AEIS
$10.1B
$440K 0.15%
+8,042
New +$412K
AAP icon
171
Advance Auto Parts
AAP
$2.71B
$438K 0.15%
+2,589
New +$407K
VV icon
172
Vanguard Morningstar Large-Cap ETF
VV
$53.6B
$438K 0.15%
+4,282
New +$429K
IVZ icon
173
Invesco
IVZ
$13.6B
$429K 0.14%
+14,128
New +$434K
FV icon
174
First Trust Dorsey Wright Focus 5 ETF
FV
$3.71B
$427K 0.14%
18,457
+265
+1% +$6.05K
AGNC icon
175
AGNC Investment
AGNC
$12B
$424K 0.14%
+23,399
New +$443K
5 6
7
8 9

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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 Miscellaneous at 43% of assets, up from 25% a quarter earlier, followed by Financials and Healthcare.

  • 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.