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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
EFAV icon
101
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.32B
$678K 0.23%
11,076
+7,221
+187% +$456K
RSP icon
102
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$677K 0.23%
+7,816
New +$660K
AMT icon
103
American Tower
AMT
$79.9B
$675K 0.23%
+6,383
New +$693K
XLK icon
104
State Street Technology Select Sector SPDR ETF
XLK
$112B
$674K 0.23%
27,886
-54,938
-66% -$1.31M
BIL icon
105
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$670K 0.22%
7,334
+4,456
+155% +$407K
JNJ icon
106
Johnson & Johnson
JNJ
$643B
$647K 0.22%
5,618
-6,707
-54% -$775K
VCSH icon
107
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
$641K 0.21%
+8,075
New +$644K
AEP icon
108
American Electric Power
AEP
$72.4B
$638K 0.21%
+10,139
New +$625K
FULT icon
109
Fulton Financial
FULT
$4.73B
$637K 0.21%
+33,893
New +$568K
HPE icon
110
Hewlett Packard
HPE
$60.4B
$637K 0.21%
+47,346
New +$632K
T icon
111
AT&T
T
$169B
$627K 0.21%
19,524
+4,219
+28% +$124K
XRX icon
112
Xerox
XRX
$360M
$617K 0.21%
26,816
+10,141
+61% +$253K
MAR icon
113
Marriott International
MAR
$101B
$610K 0.2%
7,381
+618
+9% +$46.5K
ISRG icon
114
Intuitive Surgical
ISRG
$130B
$607K 0.2%
+8,613
New +$633K
XLP icon
115
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$606K 0.2%
11,713
-92,551
-89% -$4.79M
IEF icon
116
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
$599K 0.2%
+5,718
New +$614K
WBA
117
DELISTED
Walgreens Boots Alliance
WBA
$598K 0.2%
+7,231
New +$598K
FTR
118
DELISTED
Frontier Communications Corp.
FTR
$594K 0.2%
+11,722
New +$643K
COF icon
119
Capital One
COF
$130B
$587K 0.2%
+6,730
New +$543K
EMN icon
120
Eastman Chemical
EMN
$7.79B
$582K 0.19%
+7,738
New +$559K
AKS
121
DELISTED
AK Steel Holding Corp
AKS
$582K 0.19%
57,030
+11,153
+24% +$84.8K
JPM icon
122
JPMorgan Chase
JPM
$950B
$577K 0.19%
6,682
-16,352
-71% -$1.25M
GXP
123
DELISTED
Great Plains Energy Incorporated
GXP
$576K 0.19%
21,076
-5,310
-20% -$145K
FE icon
124
FirstEnergy
FE
$28.7B
$568K 0.19%
+18,335
New +$587K
VEEV icon
125
Veeva Systems
VEEV
$32.7B
$568K 0.19%
+13,948
New +$570K
3 4
5
6 7

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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.