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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
PF
1051
DELISTED
Pinnacle Foods, Inc.
PF
– –
-7,302
Closed -$366K
BAC.WS.B
1052
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
– –
-11,592
Closed -$1K
GST
1053
DELISTED
Gastar Exploration Inc.
GST
– –
-13,652
Closed -$12K
WIN
1054
DELISTED
Windstream Holdings Inc
WIN
– –
-2,391
Closed -$120K
CASC
1055
DELISTED
Cascadian Therapeutics, Inc.
CASC
– –
-8,305
Closed -$82K
BV
1056
DELISTED
Bazaarvoice, Inc.
BV
– –
-12,510
Closed -$74K
XBKS
1057
DELISTED
Xenith Bankshares, Inc. Common Stock
XBKS
– –
-1,164
Closed -$27K
FIG
1058
DELISTED
Fortress Investment Group Llc
FIG
– –
-10,579
Closed -$52K
VALE.P
1059
DELISTED
Vale S A
VALE.P
– –
-32,519
Closed -$153K
RIC
1060
DELISTED
Richmont Mines Inc.
RIC
– –
-43,861
Closed -$441K
BRCD
1061
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-24,035
Closed -$222K
GIGA
1062
DELISTED
Giga-Tronics Inc
GIGA
– –
-12,144
Closed -$11K
ALR
1063
DELISTED
Alere Inc
ALR
– –
-5,894
Closed -$255K
FUEL
1064
DELISTED
Rocket Fuel Inc.
FUEL
– –
-10,932
Closed -$29K
RMGN
1065
DELISTED
RMG Networks Holding Corporation
RMGN
– –
-3,033
Closed -$11K
BHI
1066
DELISTED
Baker Hughes
BHI
– –
-11,395
Closed -$575K
PWE
1067
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-127,108
Closed -$230K
CIE
1068
DELISTED
Cobalt International Energy, Inc
CIE
– –
-675
Closed -$13K
WSTL
1069
DELISTED
Westell Technologies Inc
WSTL
– –
-4,355
Closed -$9K
INVT
1070
DELISTED
Inventergy Global, Inc.
INVT
– –
-18,268
Closed -$27K
LLTC
1071
DELISTED
Linear Technology Corp
LLTC
– –
-8,617
Closed -$511K
SE
1072
DELISTED
Spectra Energy Corp Wi
SE
– –
-11,170
Closed -$478K
BSCG
1073
DELISTED
Guggenheim BulletShares 2016 Corporate Bond ETF
BSCG
– –
-11,562
Closed -$255K
UWTI
1074
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
– –
-19,988
Closed -$481K
FES
1075
DELISTED
Forbes Energy Services Ltd
FES
– –
-11,014
Closed -$2K
41 42
43
44 45

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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.