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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
ACHV icon
676
Achieve Life Sciences
ACHV
$633M
$9K ﹤0.01%
+8
New +$7.9K
ANY icon
677
Sphere 3D
ANY
$15.7M
$9K ﹤0.01%
2
– –
BINI
678
DELISTED
Bollinger Innovations
BINI
– –
0
– –
GPUS
679
Hyperscale Data Inc
GPUS
$52.9M
– –
0
– –
ROSG
680
DELISTED
Rosetta Genomics Ltd.
ROSG
$9K ﹤0.01%
1,698
-230
-12% -$1.76K
AVEO
681
DELISTED
AVEO Pharmaceuticals, Inc.
AVEO
$8K ﹤0.01%
+1,474
New +$9.83K
ANTH
682
DELISTED
Anthera Pharmaceuticals, Inc.
ANTH
$8K ﹤0.01%
+1,467
New +$25.4K
ENSV
683
DELISTED
Enservco Corp.
ENSV
$7K ﹤0.01%
+880
New +$7.35K
TPLM
684
DELISTED
Triangle Petroleum Corporation
TPLM
$7K ﹤0.01%
30,854
-35,224
-53% -$9.61K
DNN icon
685
Denison Mines
DNN
$2.43B
$6K ﹤0.01%
11,272
-8,033
-42% -$3.72K
IKGH
686
DELISTED
Iao Kun Group Holding Company Limited
IKGH
$6K ﹤0.01%
22,560
+11,363
+101% +$2.99K
AGIG
687
Abundia Global Impact Group
AGIG
$40.5M
$4K ﹤0.01%
+174
New +$3.91K
TMBR
688
DELISTED
Timber Pharmaceuticals, Inc.
TMBR
$4K ﹤0.01%
+1
New +$5.11K
GCVRZ
689
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$4K ﹤0.01%
10,153
-1,688
-14% -$571
UAVS icon
690
AgEagle Aerial Systems
UAVS
$39.5M
– –
0
– –
EGI
691
DELISTED
Entre Resources Ltd. Common Shares
EGI
$3K ﹤0.01%
+10,662
New +$3.05K
C.WS.A
692
DELISTED
Citigroup Inc
C.WS.A
$2K ﹤0.01%
12,778
-4,344
-25% -$413
MEMP
693
DELISTED
Memorial Production Partners LP Common Units
MEMP
$2K ﹤0.01%
+15,413
New +$11.9K
CVM icon
694
CEL-SCI Corp
CVM
$19.9M
$1K ﹤0.01%
+18
New +$2.76K
RNVA
695
DELISTED
Rennova Health, Inc.
RNVA
$1K ﹤0.01%
+31
New +$1.76K
ACN icon
696
Accenture
ACN
$106B
– –
-1,892
Closed -$231K
ADBE icon
697
Adobe
ADBE
$105B
– –
-2,800
Closed -$304K
ADP icon
698
Automatic Data Processing
ADP
$109B
– –
-3,583
Closed -$316K
ADVM
699
DELISTED
Adverum Biotechnologies
ADVM
– –
-2,124
Closed -$87K
AEM icon
700
Agnico Eagle Mines
AEM
$72.2B
– –
-7,621
Closed -$413K
26 27
28
29 30

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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.