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
MFIC icon
851
MidCap Financial Investment
MFIC
$811M
– –
-3,406
Closed -$59K
MHK icon
852
Mohawk Industries
MHK
$7.14B
– –
-1,833
Closed -$367K
MINT icon
853
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-9,574
Closed -$971K
MMM icon
854
3M
MMM
$94.1B
– –
-5,608
Closed -$826K
MNKD icon
855
MannKind Corp
MNKD
$1.21B
– –
-10,063
Closed -$31K
MPC icon
856
Marathon Petroleum
MPC
$89.3B
– –
-7,829
Closed -$318K
MT icon
857
ArcelorMittal
MT
$50.7B
– –
-32,221
Closed -$584K
MTX icon
858
Minerals Technologies
MTX
$2.33B
– –
-2,921
Closed -$206K
NAD icon
859
Nuveen Quality Municipal Income Fund
NAD
$2.73B
– –
-11,822
Closed -$178K
NBTB icon
860
NBT Bancorp
NBTB
$2.79B
– –
-6,209
Closed -$204K
NDAQ icon
861
Nasdaq
NDAQ
$53.6B
– –
-12,150
Closed -$274K
NEE icon
862
NextEra Energy
NEE
$186B
– –
-190,164
Closed -$5.82M
NEU icon
863
NewMarket
NEU
$7.2B
– –
-1,141
Closed -$490K
NFLX icon
864
Netflix
NFLX
$301B
– –
-41,100
Closed -$405K
NGD
865
DELISTED
New Gold Inc
NGD
– –
-36,099
Closed -$157K
NLY icon
866
Annaly Capital Management
NLY
$17.4B
– –
-6,023
Closed -$253K
NOK icon
867
Nokia
NOK
$49.9B
– –
-87,656
Closed -$508K
NOV icon
868
NOV
NOV
$7.11B
– –
-10,365
Closed -$381K
NSC icon
869
Norfolk Southern
NSC
$76.1B
– –
-2,844
Closed -$276K
NTRS icon
870
Northern Trust
NTRS
$22.2B
– –
-3,864
Closed -$263K
NVAX icon
871
Novavax
NVAX
$1.21B
– –
-18,042
Closed -$751K
NVR icon
872
NVR
NVR
$17.3B
– –
-281
Closed -$461K
NWSA icon
873
News Corp Class A
NWSA
$15.3B
– –
-12,273
Closed -$172K
OCSL icon
874
Oaktree Specialty Lending
OCSL
$1.06B
– –
-3,636
Closed -$63K
OGS icon
875
ONE Gas
OGS
$5.06B
– –
-7,068
Closed -$437K
33 34
35
36 37

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.