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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
HUN icon
251
Huntsman Corp
HUN
$2B
$314K 0.11%
+16,464
New +$299K
SOXX icon
252
iShares Semiconductor ETF
SOXX
$40.6B
$314K 0.11%
7,683
-9,372
-55% -$362K
TEAM icon
253
Atlassian
TEAM
$25.4B
$313K 0.1%
+13,016
New +$352K
MCD icon
254
McDonald's
MCD
$194B
$312K 0.1%
2,562
-31,509
-92% -$3.69M
LQD icon
255
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
$311K 0.1%
+2,656
New +$316K
RWM icon
256
ProShares Short Russell2000
RWM
$131M
$307K 0.1%
+6,261
New +$327K
NMFC icon
257
New Mountain Finance
NMFC
$668M
$305K 0.1%
+21,626
New +$298K
OXY icon
258
Occidental Petroleum
OXY
$53.6B
$304K 0.1%
4,269
-1,171
-22% -$83.2K
FXU icon
259
First Trust Utilities AlphaDEX Fund
FXU
$836M
$303K 0.1%
+11,327
New +$294K
IP icon
260
International Paper
IP
$23.3B
$303K 0.1%
6,026
+766
+15% +$35.4K
NBL
261
DELISTED
Noble Energy, Inc.
NBL
$303K 0.1%
+7,949
New +$296K
BIV icon
262
Vanguard Intermediate-Term Bond ETF
BIV
$29B
$302K 0.1%
+3,639
New +$309K
ON icon
263
ON Semiconductor
ON
$32.8B
$302K 0.1%
+23,668
New +$282K
TT icon
264
Trane Technologies
TT
$104B
$301K 0.1%
+4,017
New +$290K
FSK icon
265
FS KKR Capital
FSK
$3.08B
$299K 0.1%
+7,255
New +$284K
BMY icon
266
Bristol-Myers Squibb
BMY
$130B
$297K 0.1%
+5,090
New +$278K
TMO icon
267
Thermo Fisher Scientific
TMO
$214B
$297K 0.1%
2,108
-794
-27% -$117K
HYLS icon
268
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.6B
$294K 0.1%
+6,104
New +$294K
EWA icon
269
iShares MSCI Australia ETF
EWA
$1.39B
$293K 0.1%
+14,477
New +$298K
GM icon
270
General Motors
GM
$81.7B
$293K 0.1%
+8,413
New +$283K
FNSR
271
DELISTED
Finisar Corp
FNSR
$293K 0.1%
9,672
-2,640
-21% -$81.1K
BERY
272
DELISTED
Berry Global Group, Inc.
BERY
$291K 0.1%
6,505
-9,443
-59% -$404K
MLPI
273
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$291K 0.1%
10,250
+1,980
+24% +$54K
CLC
274
DELISTED
Clarcor
CLC
$290K 0.1%
+3,521
New +$248K
BSX icon
275
Boston Scientific
BSX
$68.5B
$288K 0.1%
+13,292
New +$290K
9 10
11
12 13

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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.