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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
BHC icon
26
Bausch Health
BHC
$1.69B
$1.52M 0.51%
+104,840
New +$1.92M
UUP icon
27
Invesco DB US Dollar Index Bullish Fund
UUP
$426M
$1.5M 0.5%
+56,606
New +$1.46M
IAU icon
28
iShares Gold Trust
IAU
$62.5B
$1.46M 0.49%
65,952
+54,643
+483% +$1.28M
JCI icon
29
Johnson Controls International
JCI
$85.6B
$1.39M 0.47%
+33,817
New +$1.48M
DD icon
30
DuPont de Nemours
DD
$19B
$1.37M 0.46%
9,485
+548
+6% +$76.3K
EZU icon
31
iShare MSCI Eurozone ETF
EZU
$9.44B
$1.36M 0.46%
+39,390
New +$1.33M
PFE icon
32
Pfizer
PFE
$144B
$1.35M 0.45%
43,967
+14,265
+48% +$435K
NUGT icon
33
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$855M
$1.27M 0.42%
8,308
+4,594
+124% +$952K
DD
34
DELISTED
Du Pont De Nemours E I
DD
$1.26M 0.42%
17,184
-4,765
-22% -$338K
ACWI icon
35
iShares MSCI ACWI ETF
ACWI
$32.5B
$1.24M 0.41%
+20,953
New +$1.23M
DIS icon
36
Walt Disney
DIS
$172B
$1.23M 0.41%
11,802
+3,599
+44% +$351K
TROW icon
37
T. Rowe Price
TROW
$26.1B
$1.22M 0.41%
+16,212
New +$1.15M
OEF icon
38
iShares S&P 100 ETF
OEF
$19.8B
$1.22M 0.41%
+12,247
New +$1.19M
CVS icon
39
CVS Health
CVS
$140B
$1.2M 0.4%
15,211
+8,624
+131% +$698K
GE icon
40
GE Aerospace
GE
$377B
$1.2M 0.4%
7,901
+5,358
+211% +$778K
CRM icon
41
Salesforce
CRM
$149B
$1.15M 0.39%
16,828
+9,692
+136% +$703K
SHY icon
42
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$1.09M 0.37%
12,943
+6,366
+97% +$539K
SIRI icon
43
SiriusXM
SIRI
$10.7B
$1.09M 0.37%
24,537
-20,039
-45% -$872K
C icon
44
Citigroup
C
$222B
$1.07M 0.36%
18,049
+3,285
+22% +$177K
KO icon
45
Coca-Cola
KO
$380B
$1.07M 0.36%
25,840
+5,245
+25% +$218K
V icon
46
Visa
V
$697B
$1.06M 0.36%
13,640
+7,983
+141% +$642K
MON
47
DELISTED
Monsanto Co
MON
$1.05M 0.35%
9,998
-1,804
-15% -$185K
VEA icon
48
Vanguard FTSE Developed Markets ETF
VEA
$225B
$1.05M 0.35%
28,744
+16,490
+135% +$602K
PEP icon
49
PepsiCo
PEP
$195B
$1.04M 0.35%
9,978
+6,276
+170% +$657K
INTC icon
50
Intel
INTC
$435B
$1.03M 0.34%
28,280
+18,569
+191% +$665K
1
2
3 4 5

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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.