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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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$16.3M 5.45%
+72,945
New +$15.9M
BAC icon
2
Bank of America
BAC
$439B
$9.63M 3.22%
435,767
+405,389
+1,334% +$7.81M
SDS icon
3
ProShares UltraShort S&P500
SDS
$422M
$8.54M 2.85%
5,650
+5,379
+1,985% +$8.63M
XLE icon
4
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$7.34M 2.45%
+194,974
New +$7.05M
CME icon
5
CME Group
CME
$93.5B
$5.38M 1.8%
46,593
-729
-2% -$81.1K
DIA icon
6
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$4.21M 1.41%
+21,319
New +$4.02M
XLY icon
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$3.46M 1.16%
85,132
-9,362
-10% -$378K
MU icon
8
Micron Technology
MU
$927B
$3.06M 1.02%
139,530
+102,808
+280% +$1.93M
META icon
9
Meta Platforms (Facebook)
META
$1.51T
$2.98M 0.99%
25,864
+20,465
+379% +$2.51M
MDT icon
10
Medtronic
MDT
$111B
$2.5M 0.84%
35,128
+28,114
+401% +$2.21M
CP icon
11
Canadian Pacific Kansas City
CP
$81.4B
$2.44M 0.82%
+85,585
New +$2.53M
B
12
Barrick Mining
B
$61.5B
$2.35M 0.79%
147,130
+103,616
+238% +$1.64M
IVW icon
13
iShares S&P 500 Growth ETF
IVW
$71.9B
$2.35M 0.79%
+77,152
New +$2.33M
EWJ icon
14
iShares MSCI Japan ETF
EWJ
$21.3B
$2.1M 0.7%
43,073
+35,039
+436% +$1.75M
IVV icon
15
iShares Core S&P 500 ETF
IVV
$871B
$2.05M 0.69%
+9,127
New +$2.01M
SCHF icon
16
Schwab International Equity ETF
SCHF
$65.5B
$1.88M 0.63%
135,788
+104,026
+328% +$1.46M
IWM icon
17
iShares Russell 2000 ETF
IWM
$80.4B
$1.72M 0.58%
12,788
+7,049
+123% +$901K
CL icon
18
Colgate-Palmolive
CL
$74.2B
$1.71M 0.57%
+26,103
New +$1.79M
MRK icon
19
Merck
MRK
$326B
$1.67M 0.56%
29,663
+16,864
+132% +$987K
VGK icon
20
Vanguard FTSE Europe ETF
VGK
$30.2B
$1.64M 0.55%
34,276
+26,554
+344% +$1.25M
BRK.B icon
21
Berkshire Hathaway Class B
BRK.B
$1.11T
$1.63M 0.55%
10,018
+3,044
+44% +$469K
IEI icon
22
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$1.55M 0.52%
+12,655
New +$1.57M
EFA icon
23
iShares MSCI EAFE ETF
EFA
$76.8B
$1.54M 0.52%
+26,704
New +$1.54M
LVS icon
24
Las Vegas Sands
LVS
$32B
$1.54M 0.52%
28,853
+24,600
+578% +$1.43M
SSO icon
25
ProShares Ultra S&P500
SSO
$7.75B
$1.53M 0.51%
160,768
-16,488
-9% -$149K
1
2 3 4 5

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NOCM
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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.