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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
EWQ icon
176
iShares MSCI France ETF
EWQ
$329M
$419K 0.14%
+16,975
New +$406K
IDU icon
177
iShares US Utilities ETF
IDU
$1.39B
$419K 0.14%
+6,872
New +$411K
PSL icon
178
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$86M
$417K 0.14%
+7,769
New +$422K
MDY icon
179
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.9B
$415K 0.14%
1,375
+438
+47% +$127K
IWN icon
180
iShares Russell 2000 Value ETF
IWN
$14.5B
$413K 0.14%
+3,472
New +$384K
NYT icon
181
New York Times
NYT
$12.2B
$413K 0.14%
+31,080
New +$384K
ROST icon
182
Ross Stores
ROST
$80.5B
$413K 0.14%
+6,292
New +$412K
CHRD icon
183
Chord Energy
CHRD
$7.25B
$411K 0.14%
27,119
-1,765
-6% -$22.9K
TLH icon
184
iShares 10-20 Year Treasury Bond ETF
TLH
$11.1B
$410K 0.14%
+3,084
New +$423K
XME icon
185
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$407K 0.14%
+13,391
New +$386K
USO icon
186
United States Oil Fund
USO
$2B
$406K 0.14%
4,327
-226
-5% -$20K
KR icon
187
Kroger
KR
$36.3B
$405K 0.14%
11,724
-35,409
-75% -$1.15M
NVO
188
Novo Nordisk
NVO
$225B
$405K 0.14%
+22,578
New +$409K
CELG
189
DELISTED
Celgene Corp
CELG
$404K 0.14%
3,494
-17,414
-83% -$1.94M
HD icon
190
Home Depot
HD
$343B
$400K 0.13%
2,986
-4,600
-61% -$593K
HAR
191
DELISTED
Harman International Industries
HAR
$398K 0.13%
+3,579
New +$345K
UHS icon
192
Universal Health Services
UHS
$10.1B
$393K 0.13%
+3,697
New +$438K
EDC icon
193
Direxion Daily MSCI Emerging Markets Bull 3X ETF
EDC
$140M
$389K 0.13%
+7,354
New +$421K
IJH icon
194
iShares Core S&P Mid-Cap ETF
IJH
$123B
$388K 0.13%
+11,730
New +$372K
COST icon
195
Costco
COST
$429B
$385K 0.13%
+2,402
New +$367K
HWC icon
196
Hancock Whitney
HWC
$6.19B
$385K 0.13%
+8,925
New +$339K
INCY icon
197
Incyte
INCY
$26B
$385K 0.13%
+3,841
New +$375K
SPNT icon
198
SiriusPoint
SPNT
$3.09B
$383K 0.13%
+33,167
New +$400K
GG
199
DELISTED
Goldcorp Inc
GG
$382K 0.13%
+28,056
New +$391K
LVLT
200
DELISTED
Level 3 Communications Inc
LVLT
$379K 0.13%
6,727
+2,170
+48% +$115K
6 7
8
9 10

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OAM
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NOCM
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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.