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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+3.16%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 42.76%
2 Financials 12.76%
3 Healthcare 9.96%
4 Technology 6.15%
5 Materials 4.8%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AIVL icon
701
WisdomTree US AI Enhanced Value Fund
AIVL
$418M
– –
-2,677
Closed -$210K
AKAM icon
702
Akamai
AKAM
$15.1B
– –
-9,156
Closed -$485K
AMAT icon
703
Applied Materials
AMAT
$334B
– –
-36,106
Closed -$1.09M
AME icon
704
Ametek
AME
$53.8B
– –
-10,518
Closed -$503K
AMZN icon
705
Amazon
AMZN
$2.68T
– –
-147,100
Closed -$6.16M
YDKG
706
Yueda Digital Holding
YDKG
$4.52M
– –
-9
Closed -$63K
AON icon
707
Aon
AON
$64.6B
– –
-2,975
Closed -$335K
APA icon
708
APA Corp
APA
$16.6B
– –
-4,383
Closed -$280K
APLE icon
709
Apple Hospitality REIT
APLE
$3.65B
– –
-11,818
Closed -$219K
AVGO icon
710
Broadcom
AVGO
$1.62T
– –
-12,860
Closed -$222K
AXON
711
Axon Enterprise
AXON
$35.9B
– –
-8,491
Closed -$243K
BA icon
712
Boeing
BA
$166B
– –
-20,891
Closed -$2.75M
BB icon
713
BlackBerry
BB
$4.57B
– –
-24,030
Closed -$192K
BBY icon
714
Best Buy
BBY
$19.6B
– –
-31,532
Closed -$1.2M
BCS icon
715
Barclays
BCS
$85.2B
– –
-14,224
Closed -$117K
BDX icon
716
Becton Dickinson
BDX
$50.6B
– –
-1,391
Closed -$244K
BFH icon
717
Bread Financial
BFH
$4.14B
– –
-5,565
Closed -$953K
BGY icon
718
BlackRock Enhanced International Dividend Trust
BGY
$519M
– –
-13,289
Closed -$79K
BIDU icon
719
Baidu
BIDU
$30.8B
– –
-1,348
Closed -$245K
BNY
720
Bank of New York Mellon
BNY
$105B
– –
-9,238
Closed -$368K
BKNG icon
721
Booking.com
BKNG
$129B
– –
-7,675
Closed -$452K
BLK icon
722
Blackrock
BLK
$164B
– –
-1,156
Closed -$419K
BURL icon
723
Burlington
BURL
$14.3B
– –
-4,708
Closed -$381K
BWA icon
724
BorgWarner
BWA
$12.7B
– –
-7,106
Closed -$220K
CABO icon
725
Cable One
CABO
$106M
– –
-520
Closed -$304K
27 28
29
30 31

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MFA
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PGCM
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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 Miscellaneous at 43% of assets, up from 25% a quarter earlier, followed by Financials and Healthcare.

  • 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.