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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
REM icon
901
iShares Mortgage Real Estate ETF
REM
$553M
– –
-3,768
Closed -$158K
RITM icon
902
Rithm Capital
RITM
$5.46B
– –
-11,330
Closed -$156K
ROK icon
903
Rockwell Automation
ROK
$52.4B
– –
-1,862
Closed -$228K
RPV icon
904
Invesco S&P 500 Pure Value ETF
RPV
$1.68B
– –
-4,785
Closed -$253K
RTX icon
905
RTX Corp
RTX
$295B
– –
-24,661
Closed -$1.58M
RUSHA icon
906
Rush Enterprises Class A
RUSHA
$6.13B
– –
-23,090
Closed -$251K
RWX icon
907
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
– –
-9,093
Closed -$379K
SAM icon
908
Boston Beer
SAM
$1.93B
– –
-3,855
Closed -$599K
SB icon
909
Safe Bulkers
SB
$761M
– –
-10,521
Closed -$15K
SBAC icon
910
SBA Communications
SBAC
$18.6B
– –
-5,710
Closed -$640K
SBLK icon
911
Star Bulk Carriers
SBLK
$3.12B
– –
-12,752
Closed -$58K
SBUX icon
912
Starbucks
SBUX
$118B
– –
-6,049
Closed -$327K
SCHO icon
913
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
– –
-13,852
Closed -$352K
SCHW
914
Charles Schwab
SCHW
$184B
– –
-25,091
Closed -$792K
SCI icon
915
Service Corp International
SCI
$11.7B
– –
-8,421
Closed -$223K
SCL icon
916
Stepan Co
SCL
$1.32B
– –
-3,219
Closed -$234K
SDOW icon
917
ProShares UltraPro Short Dow 30
SDOW
$160M
– –
-45
Closed -$154K
SEED icon
918
Origin Agritech
SEED
$11.9M
– –
-1,714
Closed -$41K
SINT icon
919
SiNtx Technologies
SINT
$9.92M
– –
0
– -$10K
SITC icon
920
SITE Centers
SITC
$235M
– –
-34,984
Closed -$786K
SJNK icon
921
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.88B
– –
-12,235
Closed -$339K
SLB icon
922
SLB Ltd
SLB
$74.2B
– –
-12,221
Closed -$961K
SLM icon
923
SLM Corp
SLM
$4.74B
– –
-14,807
Closed -$111K
SNX icon
924
TD Synnex
SNX
$19.8B
– –
-6,364
Closed -$363K
SOL
925
DELISTED
Emeren Group
SOL
– –
-2,508
Closed -$13K
35 36
37
38 39

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OAM
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NOCM
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TIM
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QIM
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SLT
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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.