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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
(+1.9%)
Cap. Flow
+$3.69M
Cap. Flow
% of AUM
1.23%
Top 10 Holdings %
Top 10 Hldgs %
21.2%
Holding
1,105
New
453
Increased
116
Reduced
114
Closed
407
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$15.9M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$8.63M |
| 3 |
Bank of America
BAC
|
+$7.81M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$7.05M |
| 5 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$4.02M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Amazon
AMZN
|
+$6.16M |
| 2 |
NextEra Energy
NEE
|
+$5.82M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$4.79M |
| 4 |
McDonald's
MCD
|
+$3.69M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
701
WisdomTree US AI Enhanced Value Fund
AIVL
$428M
| – | – |
-2,677
| Closed | -$210K |
|
702
Akamai
AKAM
$15.6B
| – | – |
-9,156
| Closed | -$485K |
|
703
Applied Materials
AMAT
$347B
| – | – |
-36,106
| Closed | -$1.09M |
|
704
Ametek
AME
$53.9B
| – | – |
-10,518
| Closed | -$503K |
|
|
705
Amazon
AMZN
$2.44T
| – | – |
-147,100
| Closed | -$6.16M |
|
|
YDKG
706
Yueda Digital Holding
YDKG
$5.38M
| – | – |
-9
| Closed | -$63K |
|
707
Aon
AON
$80.6B
| – | – |
-2,975
| Closed | -$335K |
|
708
APA Corp
APA
$13B
| – | – |
-4,383
| Closed | -$280K |
|
709
Apple Hospitality REIT
APLE
$3.97B
| – | – |
-11,818
| Closed | -$219K |
|
710
Broadcom
AVGO
$1.76T
| – | – |
-12,860
| Closed | -$222K |
|
|
AXON
711
Axon Enterprise
AXON
$42.8B
| – | – |
-8,491
| Closed | -$243K |
|
712
Boeing
BA
$169B
| – | – |
-20,891
| Closed | -$2.75M |
|
713
BlackBerry
BB
$4.58B
| – | – |
-24,030
| Closed | -$192K |
|
714
Best Buy
BBY
$19B
| – | – |
-31,532
| Closed | -$1.2M |
|
715
Barclays
BCS
$87.8B
| – | – |
-14,224
| Closed | -$117K |
|
716
Becton Dickinson
BDX
$46.4B
| – | – |
-1,391
| Closed | -$244K |
|
717
Bread Financial
BFH
$4.32B
| – | – |
-5,565
| Closed | -$953K |
|
718
BlackRock Enhanced International Dividend Trust
BGY
$509M
| – | – |
-13,289
| Closed | -$79K |
|
719
Baidu
BIDU
$35.7B
| – | – |
-1,348
| Closed | -$245K |
|
|
BNY
720
Bank of New York Mellon
BNY
$103B
| – | – |
-9,238
| Closed | -$368K |
|
721
Booking.com
BKNG
$156B
| – | – |
-7,675
| Closed | -$452K |
|
722
Blackrock
BLK
$167B
| – | – |
-1,156
| Closed | -$419K |
|
723
Burlington
BURL
$23.4B
| – | – |
-4,708
| Closed | -$381K |
|
724
BorgWarner
BWA
$12.8B
| – | – |
-7,106
| Closed | -$220K |
|
725
Cable One
CABO
$237M
| – | – |
-520
| Closed | -$304K |
|
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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 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.