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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% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
726
Cracker Barrel
CBRL
$1.25B
| – | – |
-1,836
| Closed | -$243K |
|
727
Community Bank
CBU
$3.4B
| – | – |
-6,446
| Closed | -$310K |
|
728
Coeur Mining
CDE
$14.9B
| – | – |
-13,407
| Closed | -$159K |
|
729
Ceco Environmental
CECO
$3.56B
| – | – |
-17,406
| Closed | -$196K |
|
730
Chemed
CHE
$7.11B
| – | – |
-1,440
| Closed | -$203K |
|
731
Chegg
CHGG
$118M
| – | – |
-13,339
| Closed | -$95K |
|
732
Check Point Software Technologies
CHKP
$14.2B
| – | – |
-3,043
| Closed | -$236K |
|
733
Cleveland-Cliffs
CLF
$6.41B
| – | – |
-12,760
| Closed | -$75K |
|
734
Center Bancorp
CNOB
$1.66B
| – | – |
-11,667
| Closed | -$211K |
|
|
COOP
735
DELISTED
Mr. Cooper
COOP
| – | – |
-1,184
| Closed | -$33K |
|
736
Corcept Therapeutics
CORT
$10B
| – | – |
-34,339
| Closed | -$223K |
|
737
CoStar Group
CSGP
$12.2B
| – | – |
-19,940
| Closed | -$432K |
|
738
CSX Corp
CSX
$93.6B
| – | – |
-24,540
| Closed | -$249K |
|
739
Cognizant
CTSH
$26.4B
| – | – |
-7,173
| Closed | -$342K |
|
740
CVB Financial
CVBF
$4.01B
| – | – |
-18,258
| Closed | -$322K |
|
741
Cavco Industries
CVCO
$4.39B
| – | – |
-2,790
| Closed | -$276K |
|
742
Chevron
CVX
$383B
| – | – |
-18,334
| Closed | -$1.89M |
|
743
Cemex
CX
$16.9B
| – | – |
-86,439
| Closed | -$660K |
|
744
CoreCivic
CXW
$2.98B
| – | – |
-19,739
| Closed | -$274K |
|
745
Deutsche Bank
DB
$68.1B
| – | – |
-57,980
| Closed | -$678K |
|
746
Invesco DB Oil Fund
DBO
$400M
| – | – |
-12,135
| Closed | -$108K |
|
747
Dell
DELL
$242B
| – | – |
-15,988
| Closed | -$214K |
|
748
DHT Holdings
DHT
$3.02B
| – | – |
-43,731
| Closed | -$183K |
|
749
Dick's Sporting Goods
DKS
$18.6B
| – | – |
-4,456
| Closed | -$253K |
|
750
Healthpeak Properties
DOC
$15.6B
| – | – |
-8,561
| Closed | -$296K |
|
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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.