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
+4.7%
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
$293M
AUM Growth
+$110M
Cap. Flow
+$105M
Cap. Flow %
35.72%
Top 10 Hldgs %
14.7%
Holding
908
New
485
Increased
83
Reduced
70
Closed
259

Top Buys

Rank Stock Value
1
NEE icon
NextEra Energy
NEE
+$5.99M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$5.06M
3
AMZN icon
Amazon
AMZN
+$4.51M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$4.01M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$3.81M

Top Sells

Rank Stock Value
1
BAC icon
Bank of America
BAC
+$8.09M
2
V icon
Visa
V
+$5.07M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.69M
4
HD icon
Home Depot
HD
+$3.01M
5
META icon
Meta Platforms (Facebook)
META
+$3M

Sector Composition

Rank Sector Weight
1 Financials 13.11%
2 Consumer Discretionary 10.87%
3 Healthcare 8.87%
4 Technology 8.79%
5 Industrials 6.85%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ELRC
876
DELISTED
ELECTRO RENT CORP
ELRC
– –
-12,652
Closed -$195K
FNFG
877
DELISTED
FIRST NIAGARA FINANCIAL GROUP INC
FNFG
– –
-70,986
Closed -$691K
GBIM
878
DELISTED
GLOBEIMMUNE INC COM STK (DE)
GBIM
– –
-16,000
Closed -$31K
EMMS
879
DELISTED
Emmis Communications Corp
EMMS
– –
-3,220
Closed -$9K
TWER
880
DELISTED
Towerstream Corporation Common Stock
TWER
– –
-4,076
Closed -$14K
CPGX
881
DELISTED
COLUMBIA PIPELINE GROUP IN COM STK (DE)
CPGX
– –
-8,668
Closed -$221K
NSPH
882
DELISTED
NANOSPHERE INC. COM NEW
NSPH
– –
-13,804
Closed -$23K
CRC
883
DELISTED
California Resources Corporation
CRC
– –
-10,936
Closed -$133K
ORIG
884
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-2
Closed -$40K
CJES
885
DELISTED
C&J ENERGY SVCS LTD
CJES
– –
-23,076
Closed -$14K
AMCO
886
DELISTED
ARMCO METALS HOLDINGS INC COM STK NEW (NV)
AMCO
– –
-37,111
Closed -$7K
TVIX
887
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
– –
-1
Closed -$73K
PDLI
888
DELISTED
PDL BioPharma, Inc.
PDLI
– –
-36,084
Closed -$113K
SBNY
889
DELISTED
Signature Bank
SBNY
– –
-4,513
Closed -$564K
BBL
890
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-14,505
Closed -$368K
CMO
891
DELISTED
Capstead Mortgage Corp.
CMO
– –
-14,590
Closed -$142K
FTR
892
DELISTED
Frontier Communications Corp.
FTR
– –
-794
Closed -$59K
JHD
893
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
– –
-18,331
Closed -$189K
AUO
894
DELISTED
AU Optronics Corp
AUO
– –
-14,559
Closed -$51K
GG
895
DELISTED
Goldcorp Inc
GG
– –
-21,052
Closed -$403K
ABAC
896
DELISTED
Renmin Tianli Group, Inc. Common Shares
ABAC
– –
-2,640
Closed -$8K
SHPG
897
DELISTED
Shire pic
SHPG
– –
-2,454
Closed -$452K
CYS
898
DELISTED
CYS Investments Inc.
CYS
– –
-13,334
Closed -$112K
MCZ
899
DELISTED
Mad Catz Interactive
MCZ
– –
-25,718
Closed -$6K
LNKD
900
DELISTED
LinkedIn Corporation
LNKD
– –
-11,515
Closed -$2.18M
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

Two Sigma Securities's Q3 2016 Portfolio in Review

As of Q3 2016, Two Sigma Securities held 908 positions worth $293M, up 60% from $184M the previous quarter. Its ten largest holdings account for 15% of the portfolio.

Two Sigma Securities deployed $105M of net new capital in Q3 2016, opening 485 new positions and adding to 83 existing holdings. Its largest new stake was NextEra Energy: 190,164 shares worth $5.82M.

By sector, the portfolio is most concentrated in Financials at 13% of assets, down from 19% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Bank of America, an estimated $8.09M trimmed.

  • Two Sigma Securities's largest Q3 2016 buy was NextEra Energy: 190,164 shares worth $5.82M.
  • Two Sigma Securities added most to State Street Consumer Staples Select Sector SPDR ETF in Q3 2016, an estimated $5.06M increase.
  • Two Sigma Securities's biggest Q3 2016 reduction was Bank of America, cutting an estimated $8.09M.
  • Two Sigma Securities fully exited State Street SPDR S&P 500 ETF Trust in Q3 2016, selling an estimated $4.69M.
  • Two Sigma Securities's ten largest holdings make up 15% of its $293M portfolio in Q3 2016.
  • Two Sigma Securities opened 485 new positions and closed 259 in Q3 2016.
  • Two Sigma Securities's portfolio value rose 60% quarter-over-quarter to $293M.

Based on Two Sigma Securities's 13F filing for Q3 2016, filed 14 Nov 2016.