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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
ACW
1076
DELISTED
Accuride Corp
ACW
– –
-10,302
Closed -$26K
AVG
1077
DELISTED
AVG Technologies N.V.
AVG
– –
-9,751
Closed -$244K
FLTX
1078
DELISTED
Fleetmatics Group PLC
FLTX
– –
-7,416
Closed -$445K
TLOG
1079
DELISTED
TetraLogic Pharmaceuticals Corporation
TLOG
– –
-15,983
Closed -$3K
TBRA
1080
DELISTED
Tobira Therapeutics, Inc. Common Stock
TBRA
– –
-5,457
Closed -$217K
SGI
1081
DELISTED
Silicon Graphics Intl.
SGI
– –
-18,647
Closed -$144K
XCOM
1082
DELISTED
XTERA COMMUNICATIONS INC COM STK (DE)
XCOM
– –
-23,674
Closed -$13K
SKUL
1083
DELISTED
SKULLCANDY INC
SKUL
– –
-11,681
Closed -$74K
PCO
1084
DELISTED
Pendrell Corporation - Class A
PCO
– –
-11
Closed -$8K
FMSA
1085
DELISTED
Fairmount Santrol Holdings Inc.
FMSA
– –
-11,652
Closed -$99K
RELY
1086
DELISTED
Real Industry, Inc.
RELY
– –
-12,944
Closed -$79K
RXII
1087
DELISTED
GALENA BIOPHARMA INC COM
RXII
– –
-77,568
Closed -$27K
HPJ
1088
DELISTED
Highpower International Inc
HPJ
– –
-12,404
Closed -$36K
XL
1089
DELISTED
XL Group Ltd.
XL
– –
-9,701
Closed -$326K
IIP
1090
DELISTED
INTERNAP NETWORK SERVICES CORPORATION
IIP
– –
-10,897
Closed -$18K
SIVB
1091
DELISTED
SVB Financial Group
SIVB
– –
-1,910
Closed -$211K
HSKA
1092
DELISTED
Heska Corp
HSKA
– –
-4,489
Closed -$244K
WLL
1093
DELISTED
Whiting Petroleum Corporation
WLL
– –
-149
Closed -$391K
NTP
1094
DELISTED
Nam Tai Property Inc.
NTP
– –
-10,820
Closed -$87K
CBB
1095
DELISTED
Cincinnati Bell Inc.
CBB
– –
-2,964
Closed -$60K
CY
1096
DELISTED
Cypress Semiconductor
CY
– –
-13,110
Closed -$159K
WBIH
1097
DELISTED
WBI BullBear Global High Income ETF
WBIH
– –
-9,357
Closed -$219K
PGLC
1098
DELISTED
Pershing Gold Corporation. Common Stock
PGLC
– –
-11,373
Closed -$52K
GFA
1099
DELISTED
Gafisa S.A.
GFA
– –
-947
Closed -$20K
IMUC
1100
DELISTED
ImmunoCellular Therapeutics, Ltd.
IMUC
– –
-515
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.