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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
IWS icon
826
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
– –
-20,259
Closed -$1.55M
IYF icon
827
iShares US Financials ETF
IYF
$4.74B
– –
-5,296
Closed -$238K
IYW icon
828
iShares US Technology ETF
IYW
$23B
– –
-14,768
Closed -$439K
JBLU icon
829
JetBlue
JBLU
$2.23B
– –
-18,823
Closed -$325K
JDST icon
830
Direxion Daily Junior Gold Miners Index Bear 2X ETF
JDST
$31.1M
– –
0
– -$214K
KALU icon
831
Kaiser Aluminum
KALU
$2.65B
– –
-2,471
Closed -$214K
KBWB icon
832
Invesco KBW Bank ETF
KBWB
$6.9B
– –
-5,761
Closed -$210K
KDP icon
833
Keurig Dr Pepper
KDP
$42.3B
– –
-4,359
Closed -$398K
KEY icon
834
KeyCorp
KEY
$24.3B
– –
-76,579
Closed -$932K
KMB icon
835
Kimberly-Clark
KMB
$37.5B
– –
-6,668
Closed -$841K
KRC icon
836
Kilroy Realty
KRC
$4.5B
– –
-2,958
Closed -$205K
KWR icon
837
Quaker Houghton
KWR
$2.67B
– –
-3,152
Closed -$334K
LEG icon
838
Leggett & Platt
LEG
$1.47B
– –
-31,978
Closed -$1.46M
LEN icon
839
Lennar Class A
LEN
$21.1B
– –
-9,297
Closed -$375K
LKQ icon
840
LKQ Corp
LKQ
$6.77B
– –
-6,825
Closed -$242K
LMT icon
841
Lockheed Martin
LMT
$134B
– –
-5,371
Closed -$1.29M
LNC icon
842
Lincoln National
LNC
$8.19B
– –
-6,834
Closed -$321K
LSCC icon
843
Lattice Semiconductor
LSCC
$17B
– –
-10,192
Closed -$66K
LUV icon
844
Southwest Airlines
LUV
$22.7B
– –
-10,206
Closed -$397K
LYB icon
845
LyondellBasell Industries
LYB
$18.8B
– –
-5,184
Closed -$418K
M icon
846
Macy's
M
$6.62B
– –
-8,798
Closed -$326K
MAT icon
847
Mattel
MAT
$4.49B
– –
-37,174
Closed -$1.13M
MCHI icon
848
iShares MSCI China ETF
MCHI
$6.16B
– –
-10,076
Closed -$489K
MCO icon
849
Moody's
MCO
$83.9B
– –
-3,860
Closed -$418K
MFA
850
MFA Financial
MFA
$935M
– –
-8,505
Closed -$254K
32 33
34
35 36

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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.