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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
(+1.9%)
Cap. Flow
+$3.69M
Cap. Flow % of AUM
Cap. Flow %
1.23%
Top 10 Holdings %
Top 10 Hldgs %
21.2%
Holding
1,105
New
453
Increased
116
Reduced
114
Closed
407
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.1
years
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 | 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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $16.3M | 5.45% |
+72,945
| New | +$15.9M |
2016 Q4
0 quarters
|
|
|
2
Bank of America
BAC
$346B
| $9.6M | 3.22% |
435,767
+405,389
| +1,334% | +$7.81M |
2016 Q1
3 quarters
|
|
|
3
ProShares UltraShort S&P500
SDS
$381M
| $8.54M | 2.85% |
5,650
+5,379
| +1,985% | +$8.63M |
2016 Q2
2 quarters
|
|
|
4
State Street Energy Select Sector SPDR ETF
XLE
$46.1B
| $7.34M | 2.45% |
+194,974
| New | +$7.05M |
2016 Q4
0 quarters
|
|
5
CME Group
CME
$109B
| $5.38M | 1.8% |
46,593
-729
| -2% | -$81.1K |
2014 Q4
8 quarters
|
|
|
6
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $4.21M | 1.41% |
+21,319
| New | +$4.02M |
2016 Q4
0 quarters
|
|
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.4B
| $3.46M | 1.16% |
85,132
-9,362
| -10% | -$378K |
2016 Q3
1 quarter
|
|
8
Micron Technology
MU
$1T
| $3.06M | 1.02% |
139,530
+102,808
| +280% | +$1.93M |
2016 Q3
1 quarter
|
|
9
Meta Platforms (Facebook)
META
$1.6T
| $2.98M | 0.99% |
25,864
+20,465
| +379% | +$2.51M |
2016 Q2
2 quarters
|
|
10
Medtronic
MDT
$123B
| $2.5M | 0.84% |
35,128
+28,114
| +401% | +$2.21M |
2016 Q3
1 quarter
|
|
11
Canadian Pacific Kansas City
CP
$78B
| $2.44M | 0.82% |
+85,585
| New | +$2.53M |
2016 Q4
0 quarters
|
|
12
Barrick Mining
B
$60.9B
| $2.35M | 0.79% |
147,130
+103,616
| +238% | +$1.64M |
2016 Q1
3 quarters
|
|
13
iShares S&P 500 Growth ETF
IVW
$74.7B
| $2.35M | 0.79% |
+77,152
| New | +$2.33M |
2016 Q4
0 quarters
|
|
14
iShares MSCI Japan ETF
EWJ
$23.3B
| $2.1M | 0.7% |
43,073
+35,039
| +436% | +$1.75M |
2016 Q2
2 quarters
|
|
15
iShares Core S&P 500 ETF
IVV
$871B
| $2.05M | 0.69% |
+9,127
| New | +$2.01M |
2016 Q4
0 quarters
|
|
16
Schwab International Equity ETF
SCHF
$67.5B
| $1.88M | 0.63% |
135,788
+104,026
| +328% | +$1.46M |
2016 Q2
2 quarters
|
|
17
iShares Russell 2000 ETF
IWM
$75.8B
| $1.72M | 0.58% |
12,788
+7,049
| +123% | +$901K |
2015 Q4
4 quarters
|
|
18
Colgate-Palmolive
CL
$75.7B
| $1.71M | 0.57% |
+26,103
| New | +$1.79M |
2016 Q4
0 quarters
|
|
19
Merck
MRK
$369B
| $1.67M | 0.56% |
29,663
+16,864
| +132% | +$987K |
2016 Q3
1 quarter
|
|
20
Vanguard FTSE Europe ETF
VGK
$29.9B
| $1.64M | 0.55% |
34,276
+26,554
| +344% | +$1.25M |
2016 Q3
1 quarter
|
|
21
Berkshire Hathaway Class B
BRK.B
$1.16T
| $1.63M | 0.55% |
10,018
+3,044
| +44% | +$469K |
2016 Q3
1 quarter
|
|
22
iShares 3-7 Year Treasury Bond ETF
IEI
$17.1B
| $1.55M | 0.52% |
+12,655
| New | +$1.57M |
2016 Q4
0 quarters
|
|
23
iShares MSCI EAFE ETF
EFA
$76.7B
| $1.54M | 0.52% |
+26,704
| New | +$1.54M |
2016 Q4
0 quarters
|
|
24
Las Vegas Sands
LVS
$23.9B
| $1.54M | 0.52% |
28,853
+24,600
| +578% | +$1.43M |
2016 Q2
2 quarters
|
|
25
ProShares Ultra S&P500
SSO
$8.45B
| $1.53M | 0.51% |
160,768
-16,488
| -9% | -$149K |
2015 Q3
5 quarters
|
|
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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.