We are live on ! Find out more
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
HUM icon
201
Humana
HUM
$46.7B
$378K 0.13%
+1,851
New +$353K
NVDA icon
202
NVIDIA
NVDA
$4.77T
$377K 0.13%
+141,360
New +$295K
VYM icon
203
Vanguard High Dividend Yield ETF
VYM
$81.9B
$376K 0.13%
4,961
-1,832
-27% -$134K
IGV icon
204
iShares Expanded Tech-Software Sector ETF
IGV
$12.3B
$374K 0.13%
+17,160
New +$384K
GWRE icon
205
Guidewire Software
GWRE
$13.3B
$373K 0.12%
+7,557
New +$424K
LLY icon
206
Eli Lilly
LLY
$1.09T
$372K 0.12%
5,055
+1,087
+27% +$81K
FXL icon
207
First Trust Technology AlphaDEX Fund
FXL
$2.45B
$370K 0.12%
+9,753
New +$362K
STL
208
DELISTED
Sterling Bancorp
STL
$369K 0.12%
+15,787
New +$327K
AGN
209
DELISTED
Allergan plc
AGN
$368K 0.12%
1,752
+849
+94% +$176K
SHPG
210
DELISTED
Shire pic
SHPG
$366K 0.12%
+2,146
New +$380K
IPHS
211
DELISTED
Innophos Holdings, Inc.
IPHS
$363K 0.12%
+6,950
New +$338K
SCHE icon
212
Schwab Emerging Markets Equity ETF
SCHE
$12.3B
$362K 0.12%
16,810
+7,120
+73% +$159K
CERN
213
DELISTED
Cerner Corp
CERN
$359K 0.12%
7,582
+4,221
+126% +$224K
KGC icon
214
Kinross Gold
KGC
$28.1B
$358K 0.12%
+115,118
New +$404K
DTE icon
215
DTE Energy
DTE
$30.4B
$356K 0.12%
+4,245
New +$341K
USB icon
216
US Bancorp
USB
$100B
$353K 0.12%
6,872
-235
-3% -$11.2K
BSCK
217
DELISTED
Invesco BulletShares 2020 Corporate Bond ETF
BSCK
$353K 0.12%
+16,651
New +$356K
EWG icon
218
iShares MSCI Germany ETF
EWG
$1.56B
$350K 0.12%
13,229
-965
-7% -$24.8K
FXH icon
219
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$350K 0.12%
6,116
+1,642
+37% +$95.1K
TLT icon
220
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$350K 0.12%
+2,938
New +$368K
WMT icon
221
Walmart Inc
WMT
$900B
$349K 0.12%
15,132
-76,872
-84% -$1.79M
APD icon
222
Air Products & Chemicals
APD
$65.2B
$347K 0.12%
+2,411
New +$337K
ASB icon
223
Associated Banc-Corp
ASB
$5.86B
$347K 0.12%
+14,066
New +$310K
LHX icon
224
L3Harris
LHX
$56.9B
$347K 0.12%
+3,388
New +$335K
TSM icon
225
TSMC
TSM
$2.03T
$345K 0.12%
11,984
+4,175
+53% +$126K
7 8
9
10 11

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.