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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
SLV icon
51
iShares Silver Trust
SLV
$27.6B
$1.01M 0.34%
+67,179
New +$1.09M
MSFT icon
52
Microsoft
MSFT
$2.92T
$1.01M 0.34%
16,278
+6,569
+68% +$395K
GOOGL icon
53
Alphabet (Google) Class A
GOOGL
$4.08T
$1.01M 0.34%
25,480
-5,480
-18% -$219K
WR
54
DELISTED
Westar Energy Inc
WR
$1.01M 0.34%
17,923
+13,064
+269% +$743K
BAX icon
55
Baxter International
BAX
$12.6B
$1M 0.34%
22,605
+14,139
+167% +$654K
GILD icon
56
Gilead Sciences
GILD
$167B
$981K 0.33%
13,698
+9,298
+211% +$691K
TEVA icon
57
Teva Pharmaceuticals
TEVA
$36.9B
$978K 0.33%
26,983
-28,113
-51% -$1.12M
IDV icon
58
iShares International Select Dividend ETF
IDV
$8.28B
$948K 0.32%
+32,082
New +$938K
NUE icon
59
Nucor
NUE
$60.5B
$943K 0.32%
+15,839
New +$886K
F icon
60
Ford
F
$59.6B
$928K 0.31%
76,523
-78,304
-51% -$950K
WPM icon
61
Wheaton Precious Metals
WPM
$49.8B
$896K 0.3%
46,394
-4,638
-9% -$96.7K
CSCO icon
62
Cisco
CSCO
$456B
$883K 0.3%
29,226
+3,018
+12% +$92K
MO icon
63
Altria Group
MO
$125B
$868K 0.29%
+12,835
New +$827K
ABT icon
64
Abbott
ABT
$187B
$861K 0.29%
22,409
+7,553
+51% +$299K
VB icon
65
Vanguard Small-Cap ETF
VB
$80.2B
$855K 0.29%
+6,627
New +$822K
DUST icon
66
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.9M
$835K 0.28%
7
+1
+17% +$123K
UNH icon
67
UnitedHealth
UNH
$389B
$805K 0.27%
5,031
-2,499
-33% -$373K
DEO icon
68
Diageo
DEO
$49.4B
$803K 0.27%
+7,727
New +$813K
LRCX icon
69
Lam Research
LRCX
$337B
$794K 0.27%
75,100
-169,430
-69% -$1.72M
MJN
70
DELISTED
Mead Johnson Nutrition Company
MJN
$792K 0.26%
+11,195
New +$834K
SPGI icon
71
S&P Global
SPGI
$126B
$777K 0.26%
+7,229
New +$864K
RIG icon
72
Transocean
RIG
$5.52B
$767K 0.26%
+52,018
New +$617K
MA icon
73
Mastercard
MA
$497B
$766K 0.26%
7,421
-4,472
-38% -$463K
WFC icon
74
Wells Fargo
WFC
$263B
$766K 0.26%
13,894
-47,308
-77% -$2.38M
MCK icon
75
McKesson
MCK
$104B
$765K 0.26%
+5,448
New +$801K
1 2
3
4 5

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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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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.