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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
RAI
126
DELISTED
Reynolds American Inc
RAI
$562K 0.19%
+10,034
New +$532K
ITM icon
127
VanEck Intermediate Muni ETF
ITM
$2.15B
$558K 0.19%
+12,024
New +$569K
SQQQ icon
128
ProShares UltraPro Short QQQ
SQQQ
$2.17B
$551K 0.18%
+4
New +$538K
KMI icon
129
Kinder Morgan
KMI
$70.3B
$548K 0.18%
26,473
+9,712
+58% +$205K
MYCC
130
DELISTED
ClubCorp Holdings, Inc.
MYCC
$548K 0.18%
+38,155
New +$508K
CE icon
131
Celanese
CE
$4.77B
$545K 0.18%
6,927
+2,729
+65% +$205K
UGAZ
132
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
$538K 0.18%
+116
New +$438K
FDN icon
133
First Trust Dow Jones Internet Index Fund ETF
FDN
$5B
$535K 0.18%
+6,697
New +$540K
BABA icon
134
Alibaba
BABA
$276B
$531K 0.18%
+6,047
New +$582K
WDC icon
135
Western Digital
WDC
$160B
$527K 0.18%
+10,264
New +$473K
BIIB icon
136
Biogen
BIIB
$30.4B
$526K 0.18%
+1,856
New +$550K
QLD icon
137
ProShares Ultra QQQ
QLD
$12.2B
$526K 0.18%
+97,632
New +$521K
XLI icon
138
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$526K 0.18%
8,451
-60,622
-88% -$3.65M
IJR icon
139
iShares Core S&P Small-Cap ETF
IJR
$110B
$523K 0.17%
+7,604
New +$490K
XLF icon
140
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$520K 0.17%
22,362
+896
+4% +$19.2K
CMI icon
141
Cummins
CMI
$88.5B
$519K 0.17%
3,795
-4,043
-52% -$541K
BEL
142
DELISTED
Belmond Ltd.
BEL
$514K 0.17%
+38,505
New +$495K
GSK icon
143
GSK
GSK
$108B
$511K 0.17%
+10,624
New +$525K
RWR icon
144
State Street SPDR Dow Jones REIT ETF
RWR
$1.91B
$511K 0.17%
+5,474
New +$501K
PM icon
145
Philip Morris
PM
$312B
$503K 0.17%
+5,499
New +$510K
ONB icon
146
Old National Bancorp
ONB
$10.3B
$492K 0.16%
+27,124
New +$436K
JBL icon
147
Jabil
JBL
$31.7B
$491K 0.16%
+20,757
New +$452K
SPXU icon
148
ProShares UltraPro Short S&P 500
SPXU
$416M
$489K 0.16%
+60
New +$537K
IJS icon
149
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$488K 0.16%
+6,970
New +$456K
TXN icon
150
Texas Instruments
TXN
$253B
$488K 0.16%
+6,685
New +$477K
4 5
6
7 8

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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.