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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
AREX
626
DELISTED
Approach Resources Inc.
AREX
$34K 0.01%
+10,091
New +$32.9K
USAU icon
627
US Gold Corp
USAU
$213M
$33K 0.01%
+373
New +$18.1K
RGSE
628
DELISTED
Real Goods Solar, Inc. Class A
RGSE
$33K 0.01%
+4,635
New +$147K
GAU
629
Galiano Gold
GAU
$457M
$31K 0.01%
+10,117
New +$34.9K
ATNM icon
630
Actinium Pharmaceuticals
ATNM
$26.3M
$30K 0.01%
1,133
+709
+167% +$22.2K
DHY
631
Credit Suisse High Yield Credit Fund
DHY
$240M
$30K 0.01%
+11,298
New +$28.1K
BLDP
632
Ballard Power Systems
BLDP
$754M
$29K 0.01%
17,367
-3,546
-17% -$7.07K
PXLW icon
633
Pixelworks
PXLW
$37.2M
$29K 0.01%
+858
New +$29.1K
IMNP
634
DELISTED
Immune Pharmaceuticals Inc.
IMNP
$29K 0.01%
7,950
+6,375
+405% +$26.2K
DRWI
635
DELISTED
DragonWave Inc
DRWI
$29K 0.01%
+11,325
New +$33.7K
PSHG icon
636
Performance Shipping
PSHG
$23.5M
– –
0
– –
ACGN
637
DELISTED
Aceragen Inc
ACGN
$27K 0.01%
+133
New +$31.7K
ATHX
638
DELISTED
Athersys, Inc. Common Stock
ATHX
$27K 0.01%
+697
New +$30.7K
CEI
639
DELISTED
Camber Energy, Inc
CEI
– –
0
– –
XCO
640
DELISTED
Exco Resources
XCO
$27K 0.01%
+2,035
New +$32.7K
GIG
641
DELISTED
GigPeak, Inc.
GIG
$27K 0.01%
+10,648
New +$27.4K
SVRA icon
642
Savara
SVRA
$1.08B
$26K 0.01%
+4,253
New +$26.8K
ALIM
643
DELISTED
Alimera Sciences
ALIM
$25K 0.01%
+1,546
New +$28.3K
APTO
644
DELISTED
Aptose Biosciences, Inc.
APTO
$24K 0.01%
+38
New +$23.7K
CTIC
645
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
$24K 0.01%
6,042
+2,314
+62% +$9.6K
GEVO icon
646
Gevo
GEVO
$353M
$23K 0.01%
+333
New +$45.2K
PLG
647
Platinum Group Metals
PLG
$160M
$23K 0.01%
+1,600
New +$28.4K
TOVX icon
648
Theriva Biologics
TOVX
$10.1M
$23K 0.01%
+3
New +$30.8K
XXII
649
22nd Century Group
XXII
$1.28M
– –
0
– –
SMTX
650
DELISTED
SMTC Corporation
SMTX
$21K 0.01%
13,724
– –
24 25
26
27 28

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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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RB
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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.