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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
PEG icon
76
Public Service Enterprise Group
PEG
$39.3B
$762K 0.25%
17,356
-12,709
-42% -$530K
STZ icon
77
Constellation Brands
STZ
$22.5B
$757K 0.25%
+4,940
New +$785K
AET
78
DELISTED
Aetna Inc
AET
$756K 0.25%
+6,096
New +$730K
ELV icon
79
Elevance Health
ELV
$83.7B
$753K 0.25%
5,236
+2,354
+82% +$315K
AGG icon
80
iShares Core US Aggregate Bond ETF
AGG
$138B
$750K 0.25%
+6,937
New +$760K
BSV icon
81
Vanguard Short-Term Bond ETF
BSV
$44.7B
$750K 0.25%
9,438
+5,715
+154% +$457K
WPC icon
82
W.P. Carey
WPC
$16.8B
$750K 0.25%
+12,959
New +$758K
IYT icon
83
iShares US Transportation ETF
IYT
$2.31B
$748K 0.25%
+18,368
New +$713K
DGAZ
84
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$748K 0.25%
+2,468
New +$1.3M
EL icon
85
Estee Lauder
EL
$30.7B
$744K 0.25%
9,729
+6,801
+232% +$553K
XEL icon
86
Xcel Energy
XEL
$50.1B
$737K 0.25%
+18,096
New +$724K
XLB icon
87
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$736K 0.25%
+29,624
New +$719K
AAPL icon
88
Apple
AAPL
$4.99T
$733K 0.25%
25,300
-37,800
-60% -$1.07M
PCAR icon
89
PACCAR
PCAR
$72.7B
$732K 0.24%
+17,175
New +$693K
PG icon
90
Procter & Gamble
PG
$347B
$729K 0.24%
8,665
+4,678
+117% +$399K
SDRL
91
DELISTED
Seadrill Limited Common Stock
SDRL
$727K 0.24%
796
+527
+196% +$386K
INTU icon
92
Intuit
INTU
$85.6B
$716K 0.24%
+6,243
New +$699K
URI icon
93
United Rentals
URI
$67.9B
$715K 0.24%
+6,773
New +$616K
XLV icon
94
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$714K 0.24%
10,351
+2,464
+31% +$171K
CMG icon
95
Chipotle Mexican Grill
CMG
$43B
$707K 0.24%
+93,700
New +$739K
FFIV icon
96
F5
FFIV
$22.8B
$698K 0.23%
+4,820
New +$653K
COP icon
97
ConocoPhillips
COP
$139B
$697K 0.23%
13,901
+1,568
+13% +$72.3K
SPLK
98
DELISTED
Splunk Inc
SPLK
$695K 0.23%
13,587
+5,375
+65% +$309K
IWB icon
99
iShares Russell 1000 ETF
IWB
$47.9B
$694K 0.23%
+5,576
New +$678K
VER
100
DELISTED
VEREIT, Inc.
VER
$693K 0.23%
16,373
+6,721
+70% +$297K
2 3
4
5 6

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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.