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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
+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
(+60%)
Cap. Flow
+$105M
Cap. Flow
% of AUM
35.72%
Top 10 Holdings %
Top 10 Hldgs %
14.7%
Holding
908
New
485
Increased
83
Reduced
70
Closed
259
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NextEra Energy
NEE
|
+$5.99M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$5.06M |
| 3 |
Amazon
AMZN
|
+$4.51M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$4.01M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$3.81M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$8.09M |
| 2 |
Visa
V
|
+$5.07M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.69M |
| 4 |
Home Depot
HD
|
+$3.01M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
226
NOV
NOV
$6.88B
| $381K | 0.13% |
+10,365
| New | +$348K |
|
227
State Street SPDR Dow Jones International Real Estate ETF
RWX
$273M
| $379K | 0.13% |
+9,093
| New | +$382K |
|
228
Invesco S&P 500 Low Volatility ETF
SPLV
$7.13B
| $376K | 0.13% |
9,069
+1,282
| +16% | +$54.2K |
|
229
Vanguard FTSE Europe ETF
VGK
$30.8B
| $376K | 0.13% |
+7,722
| New | +$372K |
|
230
Lennar Class A
LEN
$20.2B
| $375K | 0.13% |
9,297
+4,733
| +104% | +$210K |
|
231
Teleflex
TFX
$5.86B
| $375K | 0.13% |
+2,234
| New | +$400K |
|
232
ProShares UltraPro QQQ
TQQQ
$31.4B
| $375K | 0.13% |
+140,160
| New | +$346K |
|
233
iShares MSCI Germany ETF
EWG
$1.6B
| $373K | 0.13% |
14,194
-574
| -4% | -$14.7K |
|
234
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
| $372K | 0.13% |
+8,194
| New | +$366K |
|
235
Prologis
PLD
$136B
| $371K | 0.13% |
+6,933
| New | +$366K |
|
|
BNY
236
Bank of New York Mellon
BNY
$106B
| $368K | 0.13% |
+9,238
| New | +$369K |
|
237
Intel
INTC
$460B
| $367K | 0.13% |
+9,711
| New | +$344K |
|
238
Mohawk Industries
MHK
$7.29B
| $367K | 0.13% |
+1,833
| New | +$377K |
|
|
FNSR
239
DELISTED
Finisar Corp
FNSR
| $367K | 0.13% |
+12,312
| New | +$269K |
|
|
HES
240
DELISTED
Hess
HES
| $366K | 0.12% |
+6,827
| New | +$366K |
|
|
PF
241
DELISTED
Pinnacle Foods, Inc.
PF
| $366K | 0.12% |
+7,302
| New | +$362K |
|
242
U-Haul Holding Co
UHAL
$13.9B
| $364K | 0.12% |
+11,240
| New | +$401K |
|
|
LXFT
243
DELISTED
Luxoft Holding, Inc.
LXFT
| $364K | 0.12% |
+6,882
| New | +$367K |
|
244
TD Synnex
SNX
$20.2B
| $363K | 0.12% |
+6,364
| New | +$328K |
|
245
Elevance Health
ELV
$81.6B
| $361K | 0.12% |
+2,882
| New | +$372K |
|
246
GE Aerospace
GE
$368B
| $361K | 0.12% |
+2,543
| New | +$379K |
|
247
Entergy
ETR
$50.4B
| $360K | 0.12% |
9,394
-16,894
| -64% | -$672K |
|
248
Procter & Gamble
PG
$335B
| $358K | 0.12% |
+3,987
| New | +$346K |
|
249
United Airlines
UAL
$40.1B
| $358K | 0.12% |
+6,828
| New | +$328K |
|
250
General Mills
GIS
$19.4B
| $356K | 0.12% |
5,567
-18,049
| -76% | -$1.26M |
|
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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.