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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
LYG icon
551
Lloyds Banking Group
LYG
$85.2B
$99K 0.03%
+31,990
New +$93.6K
CCXI
552
DELISTED
ChemoCentryx, Inc.
CCXI
$99K 0.03%
+13,382
New +$96.4K
BKMU
553
DELISTED
Bank Mutual Corp
BKMU
$99K 0.03%
+10,508
New +$89.1K
PSLV icon
554
Sprott Physical Silver Trust
PSLV
$11.8B
$98K 0.03%
+16,140
New +$106K
ANFI
555
DELISTED
AMIRA NATURE FOODS LTD
ANFI
$98K 0.03%
+15,873
New +$118K
NOG icon
556
Northern Oil and Gas
NOG
$2.29B
$95K 0.03%
+3,464
New +$82.5K
SABA
557
Saba Capital Income & Opportunities Fund II
SABA
$220M
$94K 0.03%
+7,241
New +$91.3K
NSL
558
DELISTED
NUVEEN SENIOR INCM FD
NSL
$94K 0.03%
+13,820
New +$90.4K
PIR
559
DELISTED
Pier 1 Imports, Inc.
PIR
$93K 0.03%
544
-523
-49% -$60.6K
ENOC
560
DELISTED
EnerNOC, Inc.
ENOC
$93K 0.03%
+15,508
New +$89.9K
IBN icon
561
ICICI Bank
IBN
$107B
$89K 0.03%
13,127
-109,411
-89% -$780K
ABEV icon
562
Ambev
ABEV
$47.9B
$87K 0.03%
+17,817
New +$96.2K
QURE icon
563
uniQure
QURE
$2.78B
$87K 0.03%
+15,479
New +$104K
DHX icon
564
DHI Group
DHX
$177M
$86K 0.03%
+13,793
New +$88.6K
AFCO
565
DELISTED
American Farmland Company
AFCO
$85K 0.03%
+10,610
New +$79.9K
GNL icon
566
Global Net Lease
GNL
$1.87B
$83K 0.03%
3,524
+166
+5% +$3.8K
KEM
567
DELISTED
KEMET Corporation
KEM
$83K 0.03%
+12,574
New +$60.2K
OXSQ icon
568
Oxford Square Capital
OXSQ
$150M
$82K 0.03%
12,430
-2,904
-19% -$18K
MX icon
569
Magnachip Semiconductor
MX
$110M
$80K 0.03%
+12,881
New +$87.7K
MDR
570
DELISTED
McDermott International
MDR
$79K 0.03%
3,571
-2,566
-42% -$47.8K
KND
571
DELISTED
Kindred Healthcare
KND
$79K 0.03%
+10,121
New +$83.1K
CCEC
572
Capital Clean Energy Carriers
CCEC
$1.37B
$78K 0.03%
3,491
+1,055
+43% +$22.7K
EVC icon
573
Entravision Communication
EVC
$1.02B
$77K 0.03%
+11,045
New +$75K
WFT
574
DELISTED
Weatherford International plc
WFT
$77K 0.03%
15,405
-70,537
-82% -$369K
SREV
575
DELISTED
ServiceSource International, Inc.
SREV
$76K 0.03%
+13,422
New +$71.5K
21 22
23
24 25

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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.