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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.16%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 42.76%
2 Financials 12.76%
3 Healthcare 9.96%
4 Technology 6.15%
5 Materials 4.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MFIC icon
851
MidCap Financial Investment
MFIC
$745M
– –
-3,406
Closed -$59K
MHK icon
852
Mohawk Industries
MHK
$8.74B
– –
-1,833
Closed -$367K
MINT icon
853
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17.6B
– –
-9,574
Closed -$971K
MMM icon
854
3M
MMM
$84.9B
– –
-5,608
Closed -$826K
MNKD icon
855
MannKind Corp
MNKD
$1.14B
– –
-10,063
Closed -$31K
MPC icon
856
Marathon Petroleum
MPC
$115B
– –
-7,829
Closed -$318K
MT icon
857
ArcelorMittal
MT
$55.2B
– –
-32,221
Closed -$584K
MTX icon
858
Minerals Technologies
MTX
$2.11B
– –
-2,921
Closed -$206K
NAD icon
859
Nuveen Quality Municipal Income Fund
NAD
$2.51B
– –
-11,822
Closed -$178K
NBTB icon
860
NBT Bancorp
NBTB
$2.71B
– –
-6,209
Closed -$204K
NDAQ icon
861
Nasdaq
NDAQ
$49.9B
– –
-12,150
Closed -$274K
NEE icon
862
NextEra Energy
NEE
$169B
– –
-190,164
Closed -$5.82M
NEU icon
863
NewMarket
NEU
$8.13B
– –
-1,141
Closed -$490K
NFLX icon
864
Netflix
NFLX
$324B
– –
-41,100
Closed -$405K
NGD
865
DELISTED
New Gold Inc
NGD
– –
-36,099
Closed -$157K
NLY icon
866
Annaly Capital Management
NLY
$16.1B
– –
-6,023
Closed -$253K
NOK icon
867
Nokia
NOK
$55.1B
– –
-87,656
Closed -$508K
NOV icon
868
NOV
NOV
$7.48B
– –
-10,365
Closed -$381K
NSC icon
869
Norfolk Southern
NSC
$71.9B
– –
-2,844
Closed -$276K
NTRS icon
870
Northern Trust
NTRS
$32.7B
– –
-3,864
Closed -$263K
NVAX icon
871
Novavax
NVAX
$1.52B
– –
-18,042
Closed -$751K
NVR icon
872
NVR
NVR
$16.7B
– –
-281
Closed -$461K
NWSA icon
873
News Corp Class A
NWSA
$16.3B
– –
-12,273
Closed -$172K
OCSL icon
874
Oaktree Specialty Lending
OCSL
$1.09B
– –
-3,636
Closed -$63K
OGS icon
875
ONE Gas
OGS
$4.8B
– –
-7,068
Closed -$437K
33 34
35
36 37

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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 Miscellaneous at 43% of assets, up from 25% a quarter earlier, followed by Financials and Healthcare.

  • 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.