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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
AXP icon
276
American Express
AXP
$224B
$285K 0.1%
3,848
-3,563
-48% -$247K
AMGN icon
277
Amgen
AMGN
$209B
$284K 0.09%
1,941
-3,834
-66% -$577K
DRI icon
278
Darden Restaurants
DRI
$24.3B
$281K 0.09%
+3,864
New +$269K
HLT icon
279
Hilton Worldwide
HLT
$72.4B
$281K 0.09%
+3,440
New +$253K
TQQQ icon
280
ProShares UltraPro QQQ
TQQQ
$28.6B
$279K 0.09%
105,408
-34,752
-25% -$91K
XPH icon
281
State Street SPDR S&P Pharmaceuticals ETF
XPH
$481M
$279K 0.09%
+7,125
New +$290K
INDB icon
282
Independent Bank
INDB
$4.04B
$278K 0.09%
+3,944
New +$242K
MET icon
283
MetLife
MET
$62.4B
$276K 0.09%
5,741
-28,550
-83% -$1.31M
IMVP
284
Invesco India ETF
IMVP
$124M
$275K 0.09%
+14,263
New +$284K
VNO icon
285
Vornado Realty Trust
VNO
$7.65B
$275K 0.09%
+3,256
New +$256K
CAG icon
286
Conagra Brands
CAG
$7.42B
$274K 0.09%
6,918
-9,621
-58% -$360K
NKE icon
287
Nike
NKE
$64.1B
$274K 0.09%
5,395
-38,991
-88% -$2M
PUI icon
288
Invesco Dorsey Wright Utilities Momentum ETF
PUI
$54.3M
$273K 0.09%
10,647
+2,797
+36% +$70.4K
FFBC icon
289
First Financial Bancorp
FFBC
$3.55B
$270K 0.09%
+9,494
New +$234K
NWN icon
290
Northwest Natural Holdings
NWN
$2.15B
$270K 0.09%
4,520
+721
+19% +$41.9K
MOG.A icon
291
Moog Inc Class A
MOG.A
$12.4B
$268K 0.09%
+4,079
New +$260K
CB icon
292
Chubb
CB
$140B
$266K 0.09%
2,013
-312
-13% -$39.8K
RF icon
293
Regions Financial
RF
$26.4B
$266K 0.09%
18,493
-154,557
-89% -$1.91M
TOWN icon
294
Towne Bank
TOWN
$3.54B
$264K 0.09%
+7,946
New +$229K
PHO icon
295
Invesco Water Resources ETF
PHO
$2.03B
$263K 0.09%
10,714
-734
-6% -$17.9K
MBT
296
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$262K 0.09%
28,775
+8,590
+43% +$69.1K
ADI icon
297
Analog Devices
ADI
$172B
$261K 0.09%
3,596
-995
-22% -$67.6K
ALB icon
298
Albemarle
ALB
$13.4B
$261K 0.09%
+3,034
New +$257K
CVGW
299
DELISTED
Calavo Growers
CVGW
$261K 0.09%
+4,244
New +$258K
CVY icon
300
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$261K 0.09%
12,936
-15
-0.1% -$295
10 11
12
13 14

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AWP
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BCM
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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.