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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
BSTC
1026
DELISTED
BioSpecifics Technologies Corp.
BSTC
– –
-4,575
Closed -$209K
MR
1027
DELISTED
Montage Resources Corporation Common Stock
MR
– –
-1,083
Closed -$53K
HTZ
1028
DELISTED
Hertz Global Holdings, Inc.
HTZ
– –
-24,406
Closed -$852K
AXAS
1029
DELISTED
Abraxas Petroleum Corp
AXAS
– –
-1,992
Closed -$67K
CHK
1030
DELISTED
Chesapeake Energy Corporation
CHK
– –
-473
Closed -$593K
PGNX
1031
DELISTED
Progenics Pharmaceuticals Inc
PGNX
– –
-17,172
Closed -$109K
LTM
1032
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
– –
-16,288
Closed -$132K
TIVO
1033
DELISTED
Tivo Inc
TIVO
– –
-10,973
Closed -$214K
JCP
1034
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-27,501
Closed -$254K
SES
1035
DELISTED
Synthesis Energy Systems Inc.
SES
– –
-214
Closed -$17K
RTN
1036
DELISTED
Raytheon Company
RTN
– –
-1,885
Closed -$257K
S
1037
DELISTED
Sprint Corporation
S
– –
-28,469
Closed -$189K
ZAYO
1038
DELISTED
Zayo Group Holdings, Inc.
ZAYO
– –
-11,616
Closed -$345K
ARTX
1039
DELISTED
Arotech Corporation
ARTX
– –
-14,332
Closed -$42K
PES
1040
DELISTED
Pioneer Energy Services Corp.
PES
– –
-49,898
Closed -$202K
APC
1041
DELISTED
Anadarko Petroleum
APC
– –
-3,979
Closed -$252K
LLL
1042
DELISTED
L3 Technologies, Inc.
LLL
– –
-1,454
Closed -$219K
LXFT
1043
DELISTED
Luxoft Holding, Inc.
LXFT
– –
-6,882
Closed -$364K
TFCFA
1044
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-48,044
Closed -$1.16M
NXEO
1045
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
– –
-11,613
Closed -$96K
P
1046
DELISTED
Pandora Media Inc
P
– –
-44,014
Closed -$631K
SIR
1047
DELISTED
SELECT INCOME REIT
SIR
– –
-32,462
Closed -$384K
BSJI
1048
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
– –
-9,820
Closed -$249K
OCLR
1049
DELISTED
Oclaro Inc.
OCLR
– –
-34,179
Closed -$292K
ANW
1050
DELISTED
Aegean Marine Petroleum Network
ANW
– –
-11,944
Closed -$119K
40 41
42
43 44

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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.