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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 | |
|---|---|---|---|---|---|---|
251
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $352K | 0.12% |
+13,852
| New | +$352K |
|
252
Tractor Supply
TSCO
$15.8B
| $352K | 0.12% |
+26,135
| New | +$435K |
|
253
UDR
UDR
$12.3B
| $352K | 0.12% |
+9,783
| New | +$357K |
|
254
Fidelity National Information Services
FIS
$23.8B
| $348K | 0.12% |
+4,521
| New | +$353K |
|
255
Gilead Sciences
GILD
$163B
| $348K | 0.12% |
+4,400
| New | +$357K |
|
|
ZAYO
256
DELISTED
Zayo Group Holdings, Inc.
ZAYO
| $345K | 0.12% |
+11,616
| New | +$336K |
|
257
Cognizant
CTSH
$24.3B
| $342K | 0.12% |
7,173
-27,919
| -80% | -$1.59M |
|
258
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
| $339K | 0.12% |
+12,235
| New | +$334K |
|
259
Aon
AON
$77.8B
| $335K | 0.11% |
+2,975
| New | +$328K |
|
260
Quaker Houghton
KWR
$2.69B
| $334K | 0.11% |
+3,152
| New | +$308K |
|
261
Cigna
CI
$76.1B
| $332K | 0.11% |
2,549
-660
| -21% | -$86.2K |
|
262
Chord Energy
CHRD
$7.78B
| $331K | 0.11% |
+28,884
| New | +$264K |
|
|
MRSH
263
Marsh
MRSH
$91.4B
| $330K | 0.11% |
4,908
+1,843
| +60% | +$123K |
|
264
Starbucks
SBUX
$121B
| $327K | 0.11% |
+6,049
| New | +$338K |
|
265
Macy's
M
$6.56B
| $326K | 0.11% |
+8,798
| New | +$319K |
|
|
XL
266
DELISTED
XL Group Ltd.
XL
| $326K | 0.11% |
+9,701
| New | +$326K |
|
267
JetBlue
JBLU
$2.29B
| $325K | 0.11% |
18,823
-3,061
| -14% | -$52.3K |
|
268
Fortinet
FTNT
$113B
| $324K | 0.11% |
+43,830
| New | +$306K |
|
|
HOLX
269
DELISTED
Hologic
HOLX
| $323K | 0.11% |
+8,325
| New | +$314K |
|
270
Monster Beverage
MNST
$95.5B
| $323K | 0.11% |
+13,200
| New | +$343K |
|
271
CVB Financial
CVBF
$4B
| $322K | 0.11% |
+18,258
| New | +$311K |
|
272
Lincoln National
LNC
$8.8B
| $321K | 0.11% |
+6,834
| New | +$306K |
|
273
Extra Space Storage
EXR
$31.3B
| $320K | 0.11% |
+4,032
| New | +$340K |
|
274
TJX Companies
TJX
$176B
| $320K | 0.11% |
+8,566
| New | +$335K |
|
275
Eli Lilly
LLY
$1.03T
| $318K | 0.11% |
+3,968
| New | +$318K |
|
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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.