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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
GPK icon
801
Graphic Packaging
GPK
$3.3B
– –
-11,810
Closed -$165K
GS icon
802
Goldman Sachs
GS
$294B
– –
-7,340
Closed -$1.18M
GTE icon
803
Gran Tierra Energy
GTE
$234M
– –
-1,675
Closed -$50K
GUSH icon
804
Direxion Daily S&P Oil & Gas Exp. & Prod. Bull 2X ETF
GUSH
$240M
– –
-47
Closed -$209K
HEEM icon
805
iShares Currency Hedged MSCI Emerging Markets
HEEM
$266M
– –
-9,721
Closed -$214K
HES
806
DELISTED
Hess
HES
– –
-6,827
Closed -$366K
HL icon
807
Hecla Mining
HL
$9.47B
– –
-50,762
Closed -$289K
HON icon
808
Honeywell
HON
$76.7B
– –
-6,602
Closed -$692K
HOV icon
809
Hovnanian Enterprises
HOV
$794M
– –
-1,666
Closed -$70K
HST icon
810
Host Hotels & Resorts
HST
$17.4B
– –
-10,150
Closed -$158K
HYG icon
811
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-5,246
Closed -$458K
IBM icon
812
IBM
IBM
$215B
– –
-9,523
Closed -$1.45M
ICE icon
813
Intercontinental Exchange
ICE
$87.4B
– –
-10,930
Closed -$589K
IEFA icon
814
iShares Core MSCI EAFE ETF
IEFA
$187B
– –
-16,490
Closed -$909K
IEMG icon
815
iShares Core MSCI Emerging Markets ETF
IEMG
$145B
– –
-43,689
Closed -$1.99M
ILMN icon
816
Illumina
ILMN
$29.1B
– –
-1,370
Closed -$242K
INFY icon
817
Infosys
INFY
$50.5B
– –
-79,556
Closed -$628K
ING icon
818
ING
ING
$93.2B
– –
-40,108
Closed -$495K
IPG
819
DELISTED
Interpublic Group of Companies
IPG
– –
-22,051
Closed -$493K
IPI icon
820
Intrepid Potash
IPI
$471M
– –
-2,745
Closed -$31K
ITP icon
821
IT Tech Packaging
ITP
$2.88M
– –
-1,021
Closed -$11K
ITUB icon
822
Itaú Unibanco
ITUB
$89.8B
– –
-361,186
Closed -$1.74M
ITW icon
823
Illinois Tool Works
ITW
$83.9B
– –
-1,711
Closed -$205K
IWD icon
824
iShares Russell 1000 Value ETF
IWD
$81.9B
– –
-6,337
Closed -$669K
IWR icon
825
iShares Russell Mid-Cap ETF
IWR
$56.1B
– –
-5,852
Closed -$255K
31 32
33
34 35

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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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RB
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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.