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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
HYT icon
526
BlackRock Corporate High Yield Fund
HYT
$1.35B
$135K 0.05%
+12,486
New +$132K
IDE
527
Voya Infrastructure, Industrials and Materials Fund
IDE
$195M
$133K 0.04%
+10,259
New +$134K
PMM
528
Franklin Managed Municipal Income Trust
PMM
$270M
$129K 0.04%
+18,301
New +$134K
SAN icon
529
Banco Santander
SAN
$191B
$129K 0.04%
26,075
-29,139
-53% -$133K
ZNGA
530
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$128K 0.04%
+49,775
New +$140K
DVAX
531
DELISTED
Dynavax Technologies
DVAX
$126K 0.04%
31,848
+20,874
+190% +$153K
UNG icon
532
United States Natural Gas Fund
UNG
$450M
$125K 0.04%
+838
New +$114K
ERF
533
DELISTED
Enerplus Corporation
ERF
$125K 0.04%
+13,146
New +$104K
OCSI
534
DELISTED
Oaktree Strategic Income Corporation
OCSI
$123K 0.04%
+14,124
New +$125K
EC icon
535
Ecopetrol
EC
$33.7B
$121K 0.04%
+13,332
New +$117K
NRO
536
Neuberger Real Estate Securities Income Fund Inc
NRO
$193M
$118K 0.04%
+22,990
New +$116K
AWP
537
abrdn Global Premier Properties Fund
AWP
$376M
$115K 0.04%
7,441
+3,760
+102% +$58.8K
GPT
538
DELISTED
Gramercy Property Trust
GPT
$114K 0.04%
4,145
+786
+23% +$21K
PSP icon
539
Invesco Global Listed Private Equity ETF
PSP
$230M
$113K 0.04%
2,032
-387
-16% -$21K
AVP
540
DELISTED
Avon Products, Inc.
AVP
$113K 0.04%
22,404
-4,306
-16% -$25K
ALTO icon
541
Alto Ingredients
ALTO
$338M
$110K 0.04%
+11,592
New +$93.1K
CLNE icon
542
Clean Energy Fuels
CLNE
$416M
$109K 0.04%
+38,039
New +$144K
CSR
543
Centerspace
CSR
$952M
$109K 0.04%
+1,532
New +$97.2K
ODP
544
DELISTED
ODP
ODP
$109K 0.04%
2,420
-1,064
-31% -$44.1K
CUZ icon
545
Cousins Properties
CUZ
$5.31B
$108K 0.04%
+3,179
New +$100K
BDJ icon
546
BlackRock Enhanced Equity Dividend Trust
BDJ
$1.7B
$106K 0.04%
+12,951
New +$102K
EAD
547
Allspring Income Opportunities Fund
EAD
$371M
$101K 0.03%
+11,887
New +$97.1K
RJA
548
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$101K 0.03%
+16,007
New +$101K
CZZ
549
DELISTED
Cosan Limited
CZZ
$101K 0.03%
13,514
+2,724
+25% +$21.4K
CLMS
550
DELISTED
Calamos Asset Management, Inc.
CLMS
$101K 0.03%
+11,846
New +$82.2K
20 21
22
23 24

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AWP
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BCM
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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.