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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
ERC
501
Allspring Multi-Sector Income Fund
ERC
$249M
$152K 0.05%
+11,872
New +$150K
MUC icon
502
BlackRock MuniHoldings California Quality Fund
MUC
$968M
$152K 0.05%
+10,764
New +$157K
PSTB
503
DELISTED
Park Sterling Corp.
PSTB
$151K 0.05%
+14,039
New +$131K
UVXY icon
504
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$303M
– –
0
– –
WAIR
505
DELISTED
WESCO Aircraft Holdings Inc.
WAIR
$150K 0.05%
+10,053
New +$141K
SALE
506
DELISTED
RetailMeNot, Inc. Series 1
SALE
$150K 0.05%
+16,077
New +$151K
DNP icon
507
DNP Select Income Fund
DNP
$3.86B
$148K 0.05%
+14,465
New +$147K
VKQ icon
508
Invesco Municipal Trust
VKQ
$509M
$148K 0.05%
+12,067
New +$152K
HDGE icon
509
AdvisorShares Ranger Equity Bear ETF
HDGE
$57.8M
$147K 0.05%
1,594
+549
+53% +$52.2K
SCMP
510
DELISTED
Sucampo Pharmaceuticals, Inc.
SCMP
$147K 0.05%
+10,847
New +$151K
MQT
511
DELISTED
BlackRock MuniYield Quality Fund II
MQT
$146K 0.05%
+11,431
New +$150K
GMZ
512
DELISTED
Goldman Sachs MLP Income Opportunities Fund
GMZ
$146K 0.05%
+2,149
New +$141K
ETW
513
Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund
ETW
$1.05B
$145K 0.05%
+14,391
New +$151K
ANH
514
DELISTED
Anworth Mortgage Asset Corporation
ANH
$145K 0.05%
+28,124
New +$142K
OVV icon
515
Ovintiv
OVV
$18.5B
$144K 0.05%
2,449
-263
-10% -$15K
CCJ icon
516
Cameco
CCJ
$39.7B
$143K 0.05%
13,613
-7,386
-35% -$66.7K
BCX icon
517
BlackRock Resources & Commodities Strategy Trust
BCX
$968M
$141K 0.05%
+17,070
New +$138K
RFI
518
Cohen & Steers Total Return Realty Fund
RFI
$291M
$141K 0.05%
+11,670
New +$141K
CHY
519
Calamos Convertible and High Income Fund
CHY
$967M
$140K 0.05%
+13,236
New +$140K
NG icon
520
NovaGold Resources
NG
$3.18B
$140K 0.05%
+30,806
New +$139K
VCEL icon
521
Vericel Corp
VCEL
$2.03B
$140K 0.05%
+46,563
New +$120K
BKCC
522
DELISTED
BlackRock Capital Investment Corporation
BKCC
$138K 0.05%
+19,897
New +$149K
PNNT
523
Pennant Park Investment Corp
PNNT
$228M
$137K 0.05%
+17,893
New +$136K
EMKR
524
DELISTED
Emcore Corp
EMKR
$137K 0.05%
+1,573
New +$108K
TNGO
525
DELISTED
Tangoe, Inc.
TNGO
$136K 0.05%
+17,235
New +$142K
19 20
21
22 23

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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.