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
MRNS
1001
DELISTED
Marinus Pharmaceuticals, Inc
MRNS
– –
-3,924
Closed -$29K
PXD
1002
DELISTED
Pioneer Natural Resource Co.
PXD
– –
-1,251
Closed -$232K
MTBL
1003
DELISTED
Moatable, Inc. American Depositary Share (each representing forty-five (45) Class A Ordinary Shares)
MTBL
– –
-13,481
Closed -$42K
BFX
1004
DELISTED
BowFlex Inc.
BFX
– –
-19,867
Closed -$451K
MDRX
1005
DELISTED
Veradigm Inc. Common Stock
MDRX
– –
-10,147
Closed -$134K
CHS
1006
DELISTED
Chicos FAS, Inc.
CHS
– –
-15,307
Closed -$182K
SPPI
1007
DELISTED
Spectrum Pharmaceuticals Inc
SPPI
– –
-21,553
Closed -$101K
IMBI
1008
DELISTED
iMedia Brands, Inc. Class A Common Stock
IMBI
– –
-1,582
Closed -$36K
CS
1009
DELISTED
Credit Suisse Group
CS
– –
-57,991
Closed -$762K
NVCN
1010
DELISTED
Neovasc Inc.
NVCN
– –
-1
Closed -$12K
AUY
1011
DELISTED
Yamana Gold, Inc.
AUY
– –
-138,098
Closed -$595K
FCRD
1012
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
– –
-13,203
Closed -$126K
ALBO
1013
DELISTED
Albireo Pharma Inc
ALBO
– –
-492
Closed -$6K
Y
1014
DELISTED
Alleghany Corp
Y
– –
-517
Closed -$271K
WBII
1015
DELISTED
WBI BullBear Global Income ETF
WBII
– –
-8,034
Closed -$203K
SUNS
1016
DELISTED
SLR Senior Investment Corp. Common Stock
SUNS
– –
-11,093
Closed -$180K
XLNX
1017
DELISTED
Xilinx Inc
XLNX
– –
-5,728
Closed -$311K
MXIM
1018
DELISTED
Maxim Integrated Products
MXIM
– –
-5,792
Closed -$231K
ALXN
1019
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-3,158
Closed -$387K
CUB
1020
DELISTED
Cubic Corporation
CUB
– –
-5,155
Closed -$241K
AT
1021
DELISTED
Atlantic Power Corporation
AT
– –
-19,233
Closed -$48K
SINA
1022
DELISTED
Sina Corp
SINA
– –
-9,754
Closed -$720K
ACIA
1023
DELISTED
Acacia Communications Inc
ACIA
– –
-4,661
Closed -$481K
TIF
1024
DELISTED
Tiffany & Co.
TIF
– –
-4,037
Closed -$293K
TCO
1025
DELISTED
Taubman Centers Inc.
TCO
– –
-3,188
Closed -$237K
39 40
41
42 43

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.