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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
EXTR icon
776
Extreme Networks
EXTR
$3.89B
– –
-14,613
Closed -$66K
FAZ icon
777
Direxion Daily Financial Bear 3x ETF
FAZ
$84.6M
– –
-30
Closed -$387K
FCNCA icon
778
First Citizens BancShares
FCNCA
$24.8B
– –
-725
Closed -$213K
FDUS icon
779
Fidus Investment
FDUS
$767M
– –
-12,979
Closed -$204K
FDX icon
780
FedEx
FDX
$73.5B
– –
-2,290
Closed -$400K
FET icon
781
Forum Energy Technologies
FET
$588M
– –
-573
Closed -$228K
FHLC icon
782
Fidelity MSCI Health Care Index ETF
FHLC
$3.37B
– –
-6,102
Closed -$210K
FISV
783
Fiserv Inc
FISV
$29.3B
– –
-12,638
Closed -$629K
FIS icon
784
Fidelity National Information Services
FIS
$23.8B
– –
-4,521
Closed -$348K
FITB
785
Fifth Third Bancorp
FITB
$51.9B
– –
-18,849
Closed -$386K
FLEX icon
786
Flex
FLEX
$39.3B
– –
-13,526
Closed -$139K
FNF icon
787
Fidelity National Financial
FNF
$14.7B
– –
-8,104
Closed -$208K
FRT icon
788
Federal Realty Investment Trust
FRT
$10.8B
– –
-3,851
Closed -$593K
FTEC icon
789
Fidelity MSCI Information Technology Index ETF
FTEC
$19.2B
– –
-5,803
Closed -$212K
FTNT icon
790
Fortinet
FTNT
$107B
– –
-43,830
Closed -$324K
FXC icon
791
Invesco CurrencyShares Canadian Dollar Trust
FXC
$72.8M
– –
-2,909
Closed -$219K
GAIN icon
792
Gladstone Investment Corp
GAIN
$650M
– –
-15,057
Closed -$134K
GALT icon
793
Galectin Therapeutics
GALT
$234M
– –
-15,429
Closed -$17K
GDDY icon
794
GoDaddy
GDDY
$13.6B
– –
-7,306
Closed -$252K
GERN icon
795
Geron
GERN
$911M
– –
-52,939
Closed -$120K
GFI icon
796
Gold Fields
GFI
$28.5B
– –
-11,718
Closed -$57K
GHC icon
797
Graham Holdings Company
GHC
$5.26B
– –
-489
Closed -$235K
GLW icon
798
Corning
GLW
$110B
– –
-34,803
Closed -$823K
GNW icon
799
Genworth Financial
GNW
$3.83B
– –
-54,196
Closed -$269K
GOOG icon
800
Alphabet (Google) Class C
GOOG
$4.04T
– –
-13,720
Closed -$533K
30 31
32
33 34

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BCM
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OAM
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NOCM
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TIM
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QIM
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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.