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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
IGR
476
CBRE Global Real Estate Income Fund
IGR
$719M
$184K 0.06%
+25,190
New +$189K
DPG
477
Duff & Phelps Utility and Infrastructure Fund
DPG
$524M
$183K 0.06%
+11,833
New +$183K
ETJ
478
Eaton Vance Risk-Managed Diversified Equity Income Fund
ETJ
$556M
$183K 0.06%
+20,414
New +$185K
ALT icon
479
Altimmune
ALT
$568M
$181K 0.06%
+186
New +$167K
MRVL icon
480
Marvell Technology
MRVL
$147B
$181K 0.06%
+13,016
New +$177K
THQ
481
abrdn Healthcare Opportunities Fund
THQ
$784M
$181K 0.06%
+11,663
New +$189K
GRPN icon
482
Groupon
GRPN
$1.03B
$180K 0.06%
2,707
+1,011
+60% +$85K
CII icon
483
BlackRock Enhanced Captial and Income Fund
CII
$964M
$177K 0.06%
+12,930
New +$173K
CSQ icon
484
Calamos Strategic Total Return Fund
CSQ
$3.13B
$175K 0.06%
+17,044
New +$172K
MMT
485
Aberdeen Multi-Market Income Fund
MMT
$237M
$175K 0.06%
28,946
+13,137
+83% +$78K
PIE icon
486
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$226M
$174K 0.06%
+11,817
New +$182K
BTG icon
487
B2Gold
BTG
$4.98B
$173K 0.06%
72,990
+54,630
+298% +$136K
CHW
488
Calamos Global Dynamic Income Fund
CHW
$516M
$172K 0.06%
+24,651
New +$177K
EFC
489
Ellington Financial
EFC
$1.69B
$168K 0.06%
+10,822
New +$173K
MYI icon
490
BlackRock MuniYield Quality Fund III
MYI
$715M
$165K 0.06%
+12,084
New +$169K
PLAB icon
491
Photronics
PLAB
$1.65B
$163K 0.05%
+14,417
New +$151K
SWN
492
DELISTED
Southwestern Energy Company
SWN
$163K 0.05%
15,094
+689
+5% +$7.89K
BFK
493
DELISTED
BlackRock Municipal Income Trust
BFK
$161K 0.05%
+11,603
New +$166K
AIF
494
DELISTED
Apollo Tactical Income Fund Inc.
AIF
$157K 0.05%
+10,151
New +$154K
CDR
495
DELISTED
Cedar Realty Trust, Inc
CDR
$157K 0.05%
+3,645
New +$158K
FLY
496
DELISTED
Fly Leasing Limited
FLY
$157K 0.05%
+11,782
New +$153K
DXD icon
497
ProShares UltraShort Dow 30
DXD
$43.6M
$154K 0.05%
+543
New +$171K
PBPB
498
DELISTED
Potbelly
PBPB
$154K 0.05%
+11,931
New +$160K
FRBK
499
DELISTED
Republic First Bancorp Inc
FRBK
$154K 0.05%
+18,493
New +$102K
DIAX
500
DELISTED
Nuveen Dow 30SM Dynamic Overwrite Fund
DIAX
$153K 0.05%
+10,186
New +$148K
18 19
20
21 22

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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.