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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
(+1.9%)
Cap. Flow
+$3.69M
Cap. Flow
% of AUM
1.23%
Top 10 Holdings %
Top 10 Hldgs %
21.2%
Holding
1,105
New
453
Increased
116
Reduced
114
Closed
407
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$15.9M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$8.63M |
| 3 |
Bank of America
BAC
|
+$7.81M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$7.05M |
| 5 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$4.02M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$6.16M |
| 2 |
NextEra Energy
NEE
|
+$5.82M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$4.79M |
| 4 |
McDonald's
MCD
|
+$3.69M |
| 5 |
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% |
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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.