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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
VALE icon
451
Vale
VALE
$62.3B
$203K 0.07%
26,674
+11,887
+80% +$87.1K
VTRS icon
452
Viatris
VTRS
$20.8B
$203K 0.07%
5,322
-5,622
-51% -$209K
ENTG icon
453
Entegris
ENTG
$16.3B
$202K 0.07%
+11,306
New +$196K
NBIX icon
454
Neurocrine Biosciences
NBIX
$18.2B
$201K 0.07%
5,185
+1,004
+24% +$45.4K
ORCL icon
455
Oracle
ORCL
$339B
$201K 0.07%
5,229
-27,398
-84% -$1.07M
THW
456
abrdn World Healthcare Fund
THW
$534M
$201K 0.07%
+15,649
New +$215K
DS
457
DELISTED
Drive Shack Inc.
DS
$201K 0.07%
+53,345
New +$236K
CEMP
458
DELISTED
Cempra, Inc.
CEMP
$201K 0.07%
+71,826
New +$871K
FFC
459
Flaherty & Crumrine Preferred and Income Securities Fund
FFC
$767M
$200K 0.07%
+10,599
New +$208K
ESV
460
DELISTED
Ensco Rowan plc
ESV
$199K 0.07%
+5,109
New +$183K
PBR icon
461
Petrobras
PBR
$120B
$198K 0.07%
19,622
+2,939
+18% +$31.4K
BGB
462
Blackstone Strategic Credit 2027 Term Fund
BGB
$500M
$197K 0.07%
+12,859
New +$192K
TIER
463
DELISTED
TIER REIT, Inc.
TIER
$197K 0.07%
11,333
-2,278
-17% -$35.5K
GLDI icon
464
Credit Suisse X-Links Gold Shares Covered Call ETNs due February 2 2033
GLDI
$30.9M
$196K 0.07%
+1,095
New +$208K
HPQ icon
465
HP
HPQ
$26B
$195K 0.07%
13,156
-63,593
-83% -$963K
OFG icon
466
OFG Bancorp
OFG
$2.21B
$195K 0.07%
+14,912
New +$179K
AMD icon
467
Advanced Micro Devices
AMD
$700B
$194K 0.06%
+17,080
New +$143K
ARIA
468
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$193K 0.06%
15,539
-25,069
-62% -$302K
REGI
469
DELISTED
Renewable Energy Group, Inc.
REGI
$190K 0.06%
+19,629
New +$184K
IGD
470
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$509M
$189K 0.06%
+27,916
New +$195K
IRDM icon
471
Iridium Communications
IRDM
$4.7B
$188K 0.06%
+19,631
New +$175K
FAX
472
abrdn Asia-Pacific Income Fund
FAX
$592M
$185K 0.06%
6,649
+4,896
+279% +$142K
JNUG icon
473
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$348M
$185K 0.06%
166
+81
+95% +$144K
PBW icon
474
Invesco WilderHill Clean Energy ETF
PBW
$379M
$185K 0.06%
+10,063
New +$188K
FORM icon
475
FormFactor
FORM
$6.51B
$184K 0.06%
16,430
+1,195
+8% +$12.7K
17 18
19
20 21

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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.