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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
DRRX
751
DELISTED
DURECT Corp
DRRX
– –
-2,715
Closed -$38K
DXF
752
Eason Technology Ltd
DXF
$1.43M
– –
-3
Closed -$22K
DZZ icon
753
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.42M
– –
-31,590
Closed -$168K
EBAY icon
754
eBay
EBAY
$51.2B
– –
-20,273
Closed -$667K
ECL icon
755
Ecolab
ECL
$79.9B
– –
-4,580
Closed -$557K
EEM icon
756
iShares MSCI Emerging Markets ETF
EEM
$27.5B
– –
-14,995
Closed -$562K
ELD icon
757
WisdomTree Emerging Markets Local Debt Fund
ELD
$140M
– –
-5,725
Closed -$218K
ELDN icon
758
Eledon Pharmaceuticals
ELDN
$255M
– –
-74
Closed -$18K
ELME
759
Elme Communities
ELME
$144M
– –
-14,933
Closed -$465K
EMLC icon
760
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.76B
– –
-5,139
Closed -$196K
ENPH icon
761
Enphase Energy
ENPH
$4.62B
– –
-12,360
Closed -$15K
EOD
762
Allspring Global Dividend Opportunity Fund
EOD
$273M
– –
-10,013
Closed -$58K
EOG icon
763
EOG Resources
EOG
$77.7B
– –
-4,903
Closed -$474K
EQIX icon
764
Equinix
EQIX
$99.5B
– –
-1,337
Closed -$482K
EQR icon
765
Equity Residential
EQR
$25.8B
– –
-3,300
Closed -$212K
ERIC icon
766
Ericsson
ERIC
$32.1B
– –
-41,930
Closed -$302K
ES icon
767
Eversource Energy
ES
$28.1B
– –
-4,581
Closed -$248K
ESI icon
768
Element Solutions
ESI
$8.49B
– –
-25,257
Closed -$205K
ETR icon
769
Entergy
ETR
$50.3B
– –
-9,394
Closed -$360K
ETSY icon
770
Etsy
ETSY
$8.12B
– –
-15,476
Closed -$221K
EW icon
771
Edwards Lifesciences
EW
$49.4B
– –
-18,090
Closed -$727K
EWS icon
772
iShares MSCI Singapore ETF
EWS
$1.04B
– –
-13,722
Closed -$298K
EWT icon
773
iShares MSCI Taiwan ETF
EWT
$9.13B
– –
-15,023
Closed -$472K
EWU icon
774
iShares MSCI United Kingdom ETF
EWU
$4.1B
– –
-9,036
Closed -$286K
EXR icon
775
Extra Space Storage
EXR
$32.3B
– –
-4,032
Closed -$320K
29 30
31
32 33

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OAM
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NOCM
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TIM
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SLT
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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.