We are live on ! Find out more
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
ACP
326
abrdn Income Credit Strategies Fund
ACP
$631M
$244K 0.08%
+18,756
New +$233K
GOVI icon
327
Invesco Equal Weight 0-30 Year Treasury ETF
GOVI
$1.22B
$244K 0.08%
+7,657
New +$252K
TRST
328
Trustco Bank Corp NY
TRST
$953M
$244K 0.08%
5,586
+2,762
+98% +$108K
MNK
329
DELISTED
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$244K 0.08%
+4,895
New +$288K
TIME
330
DELISTED
Time Inc.
TIME
$244K 0.08%
+13,696
New +$203K
BND icon
331
Vanguard Total Bond Market
BND
$158B
$243K 0.08%
3,011
-3,433
-53% -$281K
JQC icon
332
Nuveen Credit Strategies Income Fund
JQC
$702M
$243K 0.08%
+27,511
New +$234K
UMBF icon
333
UMB Financial
UMBF
$11.3B
$243K 0.08%
+3,152
New +$219K
LABD icon
334
Direxion Daily S&P Biotech Bear 3X ETF
LABD
$70.3M
$242K 0.08%
+6
New +$231K
DWIN
335
DELISTED
Invesco DWA Tactical Multi-Asset Income ETF
DWIN
$242K 0.08%
+8,814
New +$239K
DOL icon
336
WisdomTree True Developed International Fund
DOL
$809M
$241K 0.08%
+5,623
New +$239K
TSLA icon
337
Tesla
TSLA
$1.18T
$241K 0.08%
16,905
-2,250
-12% -$29.6K
ARNC.PRB
338
DELISTED
Arconic Inc.
ARNC.PRB
$241K 0.08%
+7,986
New +$255K
GLO
339
Clough Global Opportunities Fund
GLO
$244M
$240K 0.08%
26,809
+16,489
+160% +$149K
LEMB icon
340
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$736M
$240K 0.08%
+5,610
New +$245K
SMMU icon
341
PIMCO Short Term Municipal Bond Active Exchange-Traded Fund
SMMU
$1.14B
$240K 0.08%
+4,852
New +$242K
HYI
342
Western Asset High Yield Opportunity Fund Inc
HYI
$133M
$239K 0.08%
+15,922
New +$238K
ULTA icon
343
Ulta Beauty
ULTA
$21.8B
$239K 0.08%
+938
New +$234K
MGV icon
344
Vanguard Morningstar Mega Cap Value ETF
MGV
$13.1B
$238K 0.08%
+3,552
New +$229K
UBA
345
DELISTED
Urstadt Biddle Properties Inc. Class A
UBA
$238K 0.08%
+9,851
New +$219K
FCX icon
346
Freeport-McMoran
FCX
$86.2B
$237K 0.08%
+17,950
New +$230K
PPL
347
PPL Corp
PPL
$26.9B
$237K 0.08%
6,973
-1,393
-17% -$46.7K
UDOW icon
348
ProShares UltraPro Dow 30
UDOW
$801M
$237K 0.08%
+19,976
New +$206K
IBDB
349
DELISTED
iShares iBonds Mar 2018 Term Corporate ETF
IBDB
$237K 0.08%
+9,262
New +$238K
CI icon
350
Cigna
CI
$78.4B
$236K 0.08%
1,772
-777
-30% -$102K
12 13
14
15 16

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.