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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
SPSB icon
926
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
– –
-31,870
Closed -$981K
SRCE icon
927
1st Source
SRCE
$2.18B
– –
-6,324
Closed -$226K
STLA icon
928
Stellantis
STLA
$16.7B
– –
-62,848
Closed -$401K
STX icon
929
Seagate
STX
$169B
– –
-7,365
Closed -$284K
SXI icon
930
Standex International
SXI
$3.56B
– –
-2,158
Closed -$200K
SYF icon
931
Synchrony
SYF
$25.1B
– –
-21,178
Closed -$593K
SYY icon
932
Sysco
SYY
$40.7B
– –
-5,950
Closed -$292K
TDW icon
933
Tidewater
TDW
$3.71B
– –
-740
Closed -$67K
TDY icon
934
Teledyne Technologies
TDY
$30.1B
– –
-2,433
Closed -$263K
TEF
935
DELISTED
Telefonica
TEF
– –
-13,823
Closed -$108K
TFI icon
936
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
– –
-23,656
Closed -$1.19M
TFX icon
937
Teleflex
TFX
$5.94B
– –
-2,234
Closed -$375K
TGB
938
Trekor Metals
TGB
$2.52B
– –
-11,385
Closed -$5K
THG icon
939
Hanover Insurance
THG
$7.84B
– –
-5,295
Closed -$399K
TJX icon
940
TJX Companies
TJX
$178B
– –
-8,566
Closed -$320K
TNL icon
941
Travel + Leisure Co
TNL
$4.81B
– –
-31,174
Closed -$948K
TNXP icon
942
Tonix Pharmaceuticals
TNXP
$158M
– –
0
– -$12K
TREX icon
943
Trex
TREX
$4.57B
– –
-15,884
Closed -$233K
TRN icon
944
Trinity Industries
TRN
$3.03B
– –
-15,744
Closed -$274K
TRU icon
945
TransUnion
TRU
$16.2B
– –
-6,711
Closed -$232K
TRV icon
946
Travelers Companies
TRV
$82.9B
– –
-7,278
Closed -$834K
TSCO icon
947
Tractor Supply
TSCO
$16.5B
– –
-26,135
Closed -$352K
TTEK icon
948
Tetra Tech
TTEK
$8.7B
– –
-32,735
Closed -$232K
TTWO icon
949
Take-Two Interactive
TTWO
$46B
– –
-6,641
Closed -$299K
TWO
950
Two Harbors Investment
TWO
$1.27B
– –
-2,234
Closed -$152K
36 37
38
39 40

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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.