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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.16%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 42.76%
2 Financials 12.76%
3 Healthcare 9.96%
4 Technology 6.15%
5 Materials 4.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
CBRL icon
726
Cracker Barrel
CBRL
$1.01B
– –
-1,836
Closed -$243K
CBU icon
727
Community Bank
CBU
$3.3B
– –
-6,446
Closed -$310K
CDE icon
728
Coeur Mining
CDE
$20.5B
– –
-13,407
Closed -$159K
CECO icon
729
Ceco Environmental
CECO
$3.95B
– –
-17,406
Closed -$196K
CHE icon
730
Chemed
CHE
$6.62B
– –
-1,440
Closed -$203K
CHGG icon
731
Chegg
CHGG
$82.4M
– –
-13,339
Closed -$95K
CHKP icon
732
Check Point Software Technologies
CHKP
$14.1B
– –
-3,043
Closed -$236K
CLF icon
733
Cleveland-Cliffs
CLF
$6.73B
– –
-12,760
Closed -$75K
CNOB icon
734
Center Bancorp
CNOB
$1.6B
– –
-11,667
Closed -$211K
COOP
735
DELISTED
Mr. Cooper
COOP
– –
-1,184
Closed -$33K
CORT icon
736
Corcept Therapeutics
CORT
$12B
– –
-34,339
Closed -$223K
CSGP icon
737
CoStar Group
CSGP
$12.8B
– –
-19,940
Closed -$432K
CSX icon
738
CSX Corp
CSX
$90.1B
– –
-24,540
Closed -$249K
CTSH icon
739
Cognizant
CTSH
$28.5B
– –
-7,173
Closed -$342K
CVBF icon
740
CVB Financial
CVBF
$4.03B
– –
-18,258
Closed -$322K
CVCO icon
741
Cavco Industries
CVCO
$4.12B
– –
-2,790
Closed -$276K
CVX icon
742
Chevron
CVX
$427B
– –
-18,334
Closed -$1.89M
CX icon
743
Cemex
CX
$14.7B
– –
-86,439
Closed -$660K
CXW icon
744
CoreCivic
CXW
$3.5B
– –
-19,739
Closed -$274K
DB icon
745
Deutsche Bank
DB
$72.7B
– –
-57,980
Closed -$678K
DBO icon
746
Invesco DB Oil Fund
DBO
$318M
– –
-12,135
Closed -$108K
DELL icon
747
Dell
DELL
$346B
– –
-15,988
Closed -$214K
DHT icon
748
DHT Holdings
DHT
$3.57B
– –
-43,731
Closed -$183K
DKS icon
749
Dick's Sporting Goods
DKS
$11B
– –
-4,456
Closed -$253K
DOC icon
750
Healthpeak Properties
DOC
$13.9B
– –
-8,561
Closed -$296K
28 29
30
31 32

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MFA
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PGCM
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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 Miscellaneous at 43% of assets, up from 25% a quarter earlier, followed by Financials and Healthcare.

  • 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.