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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
WPRT
976
Westport Fuel Systems
WPRT
$32.9M
– –
-2,167
Closed -$35K
WSM icon
977
Williams-Sonoma
WSM
$27.8B
– –
-10,788
Closed -$276K
WYNN icon
978
Wynn Resorts
WYNN
$10.3B
– –
-2,899
Closed -$282K
XLRE icon
979
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.73B
– –
-57,935
Closed -$1.9M
XLU icon
980
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
– –
-141,030
Closed -$3.46M
XMLV icon
981
Invesco S&P MidCap Low Volatility ETF
XMLV
$766M
– –
-5,334
Closed -$207K
XOMA
982
DELISTED
Xoma
XOMA
– –
-4,099
Closed -$38K
XOM icon
983
ExxonMobil
XOM
$634B
– –
-25,810
Closed -$2.25M
YUM icon
984
Yum! Brands
YUM
$41.4B
– –
-9,524
Closed -$622K
ZBH icon
985
Zimmer Biomet
ZBH
$18.5B
– –
-4,732
Closed -$597K
CPAY icon
986
Corpay
CPAY
$25.1B
– –
-2,823
Closed -$490K
CNH
987
CNH Industrial
CNH
$14.2B
– –
-29,926
Closed -$188K
CMBT
988
CMB.TECH NV
CMBT
$4.47B
– –
-16,714
Closed -$128K
NBIS
989
Nebius Group N.V.
NBIS
$43.1B
– –
-10,100
Closed -$213K
FLG
990
Flagstar Bank National Association
FLG
$5.83B
– –
-3,585
Closed -$153K
NPKI
991
NPK International
NPKI
$1.09B
– –
-15,672
Closed -$115K
XYZ
992
Block Inc
XYZ
$49.5B
– –
-10,104
Closed -$118K
CTLT
993
DELISTED
CATALENT, INC.
CTLT
– –
-8,466
Closed -$219K
MRO
994
DELISTED
Marathon Oil Corporation
MRO
– –
-20,028
Closed -$317K
SAVE
995
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-16,086
Closed -$684K
EGIO
996
DELISTED
Edgio, Inc. Common Stock
EGIO
– –
-345
Closed -$26K
SPWR
997
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-22,119
Closed -$129K
EVBG
998
DELISTED
Everbridge, Inc. Common Stock
EVBG
– –
-12,171
Closed -$205K
TARO
999
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
– –
-4,748
Closed -$525K
CAMP
1000
DELISTED
CalAmp Corp.
CAMP
– –
-546
Closed -$175K
38 39
40
41 42

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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.