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
VEON icon
601
VEON
VEON
$3.5B
$49K 0.02%
504
-1,973
-80% -$171K
BDSI
602
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$49K 0.02%
+27,884
New +$57K
CIK
603
Credit Suisse Asset Management Income Fund
CIK
$134M
$46K 0.02%
14,688
+2,546
+21% +$7.87K
TLPH icon
604
Talphera
TLPH
$68M
$46K 0.02%
+876
New +$53.9K
FCEL icon
605
FuelCell Energy
FCEL
$1.45B
$45K 0.02%
+72
New +$84K
HIL
606
DELISTED
Hill International, Inc. Common Stock
HIL
$45K 0.02%
+10,456
New +$41.6K
PLUG icon
607
Plug Power
PLUG
$2.65B
$44K 0.01%
36,324
-65,665
-64% -$96.4K
NNA
608
DELISTED
Navios Maritime Acquisition Corporation
NNA
$44K 0.01%
+1,716
New +$38.5K
TVIA
609
DELISTED
TerraVia Holdings, Inc. Common Stock
TVIA
$44K 0.01%
38,464
+27,085
+238% +$49.1K
SRGA
610
DELISTED
Surgalign Holdings, Inc. Common Stock
SRGA
$41K 0.01%
+418
New +$38.3K
PLPM
611
DELISTED
Planet Payment, Inc
PLPM
$41K 0.01%
10,016
-17,098
-63% -$64.8K
HMY icon
612
Harmony Gold Mining
HMY
$9.7B
$40K 0.01%
18,006
+4,809
+36% +$12.8K
PZRX
613
DELISTED
PhaseRx, Inc.
PZRX
$40K 0.01%
+25,708
New +$42K
RLOG
614
DELISTED
Rand Logistics, Inc.
RLOG
$40K 0.01%
+48,455
New +$41.4K
OREX
615
DELISTED
Orexigen Therapeutics, Inc.
OREX
$40K 0.01%
22,934
+12,456
+119% +$29.3K
NBSE
616
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
$38K 0.01%
+63
New +$66.6K
GPL
617
DELISTED
Great Panther Mining Limited
GPL
$38K 0.01%
2,261
+776
+52% +$10.8K
SYNC
618
DELISTED
Synacor, Inc.
SYNC
$38K 0.01%
12,194
+776
+7% +$2.3K
ESEA icon
619
Euroseas
ESEA
$536M
$37K 0.01%
+3,396
New +$43.4K
DNR
620
DELISTED
Denbury Resources, Inc.
DNR
$37K 0.01%
10,081
-24,181
-71% -$77.7K
CIG icon
621
CEMIG Preferred Shares
CIG
$6.06B
$36K 0.01%
31,385
+8,126
+35% +$10.3K
NUWE icon
622
Nuwellis
NUWE
$174K
– –
0
– –
RIGL icon
623
Rigel Pharmaceuticals
RIGL
$723M
$35K 0.01%
+1,470
New +$42.1K
TNK icon
624
Teekay Tankers
TNK
$2.71B
$34K 0.01%
+1,883
New +$36.9K
TOPS icon
625
TOP Ships
TOPS
$3.6M
– –
0
– –
23 24
25
26 27

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.