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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
JIVE
576
DELISTED
Jive Software, Inc.
JIVE
$75K 0.03%
+17,177
New +$69.5K
GLDD
577
DELISTED
Great Lakes Dredge & Dock
GLDD
$74K 0.02%
+17,562
New +$71.3K
ARCO icon
578
Arcos Dorados Holdings
ARCO
$1.74B
$73K 0.02%
+13,935
New +$79.4K
CRDF icon
579
Cardiff Oncology
CRDF
$63M
$70K 0.02%
+462
New +$108K
GLBL
580
DELISTED
TerraForm Global, Inc. Class A Common Stock
GLBL
$69K 0.02%
+17,361
New +$67K
ORIG
581
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
$69K 0.02%
+4
New +$50.1K
CLAR icon
582
Clarus
CLAR
$125M
$68K 0.02%
+12,741
New +$71K
NWG icon
583
NatWest
NWG
$69.9B
$68K 0.02%
11,347
-3,764
-25% -$20.2K
ECYT
584
DELISTED
Endocyte, Inc. Common Stock
ECYT
$68K 0.02%
+26,758
New +$76.8K
ACTG icon
585
Acacia Research
ACTG
$437M
$67K 0.02%
+10,354
New +$67.2K
RDNT icon
586
RadNet
RDNT
$4.98B
$66K 0.02%
+10,178
New +$68.7K
SGMO
587
DELISTED
SANGAMO THERAPEUTICS INC
SGMO
$66K 0.02%
+21,733
New +$79.1K
GLUU
588
DELISTED
Glu Mobile Inc.
GLUU
$65K 0.02%
33,747
-6,036
-15% -$12.7K
PKD
589
DELISTED
Parker Drilling Company
PKD
$65K 0.02%
1,673
+236
+16% +$8.07K
MACK
590
DELISTED
Merrimack Pharmaceuticals, Inc.
MACK
$62K 0.02%
+1,916
New +$81.7K
ELNK
591
DELISTED
EarthLink Holdings Corp.
ELNK
$61K 0.02%
+10,871
New +$61.9K
PGH
592
DELISTED
Pengrowth Energy Corporation
PGH
$61K 0.02%
+42,689
New +$65.5K
VHC icon
593
VirnetX Holding Corp
VHC
$53.8M
$60K 0.02%
+1,372
New +$85.5K
HLIT icon
594
Harmonic Inc
HLIT
$1.15B
$56K 0.02%
+11,147
New +$57.3K
MOBL
595
DELISTED
MobileIron, Inc.
MOBL
$55K 0.02%
+14,637
New +$55.8K
AMRN
596
Amarin Corp
AMRN
$297M
$53K 0.02%
+866
New +$55K
GENE
597
DELISTED
Genetic Technologies Ltd.
GENE
$53K 0.02%
+2,450
New +$67.9K
GSAT icon
598
Globalstar
GSAT
$10.1B
$52K 0.02%
2,201
-119
-5% -$1.86K
YUME
599
DELISTED
YuMe, Inc.
YUME
$52K 0.02%
+14,555
New +$53K
ARNA
600
DELISTED
Arena Pharmaceuticals Inc
ARNA
$50K 0.02%
3,516
+1,886
+116% +$29.2K
22 23
24
25 26

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OAM
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NOCM
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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.