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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
WMB icon
226
Williams Companies
WMB
$85.8B
$343K 0.11%
11,017
+2,002
+22% +$60.3K
UYG icon
227
ProShares Ultra Financials
UYG
$847M
$342K 0.11%
+11,112
New +$303K
CMCSA icon
228
Comcast
CMCSA
$85.8B
$338K 0.11%
+9,804
New +$327K
ESGR
229
DELISTED
Enstar Group
ESGR
$335K 0.11%
+1,692
New +$311K
SAFT icon
230
Safety Insurance
SAFT
$1.51B
$334K 0.11%
+4,536
New +$317K
DTV
231
DELISTED
DTE Energy Company 2016 Corporate Units
DTV
$334K 0.11%
+6,295
New +$327K
ATW
232
DELISTED
Atwood Oceanics
ATW
$332K 0.11%
+25,298
New +$249K
ATHN
233
DELISTED
Athenahealth, Inc.
ATHN
$330K 0.11%
+3,139
New +$337K
FL
234
DELISTED
Foot Locker
FL
$328K 0.11%
+4,624
New +$329K
DHI icon
235
D.R. Horton
DHI
$42.3B
$327K 0.11%
11,978
-926
-7% -$26.5K
SPAB icon
236
State Street SPDR Portfolio Aggregate Bond ETF
SPAB
$9.81B
$327K 0.11%
+11,494
New +$332K
KRNY icon
237
Kearny Financial
KRNY
$607M
$325K 0.11%
+20,905
New +$307K
USA icon
238
Liberty All-Star Equity Fund
USA
$1.79B
$324K 0.11%
+62,852
New +$319K
SHM icon
239
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$323K 0.11%
+6,743
New +$326K
SJB icon
240
ProShares Short High Yield
SJB
$51.7M
$323K 0.11%
+13,120
New +$329K
JAZZ icon
241
Jazz Pharmaceuticals
JAZZ
$16.1B
$321K 0.11%
+2,944
New +$328K
PRGO icon
242
Perrigo
PRGO
$1.43B
$321K 0.11%
+3,858
New +$335K
CW icon
243
Curtiss-Wright
CW
$26.9B
$320K 0.11%
+3,256
New +$310K
DBP icon
244
Invesco DB Precious Metals Fund
DBP
$235M
$319K 0.11%
+9,149
New +$340K
PGX icon
245
Invesco Preferred ETF
PGX
$3.81B
$319K 0.11%
22,422
-18,152
-45% -$264K
SPXL icon
246
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
$319K 0.11%
11,852
+2,748
+30% +$68.6K
SKX
247
DELISTED
Skechers
SKX
$318K 0.11%
12,937
+377
+3% +$8.7K
CODI icon
248
Compass Diversified
CODI
$777M
$317K 0.11%
+17,701
New +$322K
CHD icon
249
Church & Dwight Co
CHD
$23.7B
$316K 0.11%
+7,153
New +$326K
IYR icon
250
iShares US Real Estate ETF
IYR
$4.76B
$316K 0.11%
4,108
-2,862
-41% -$217K
8 9
10
11 12

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OAM
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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.