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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 | |
|---|---|---|---|---|---|---|
276
Marathon Petroleum
MPC
$91.5B
| $318K | 0.11% |
+7,829
| New | +$318K |
|
|
MRO
277
DELISTED
Marathon Oil Corporation
MRO
| $317K | 0.11% |
+20,028
| New | +$297K |
|
278
Automatic Data Processing
ADP
$105B
| $316K | 0.11% |
+3,583
| New | +$325K |
|
279
Tyler Technologies
TYL
$13B
| $312K | 0.11% |
+1,820
| New | +$303K |
|
280
Vanguard Real Estate ETF
VNQ
$39.1B
| $312K | 0.11% |
+3,596
| New | +$321K |
|
|
XLNX
281
DELISTED
Xilinx Inc
XLNX
| $311K | 0.11% |
+5,728
| New | +$294K |
|
282
Community Bank
CBU
$3.4B
| $310K | 0.11% |
+6,446
| New | +$291K |
|
|
RPAI
283
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
| $309K | 0.11% |
+18,368
| New | +$313K |
|
284
ANI Pharmaceuticals
ANIP
$1.79B
| $307K | 0.1% |
+4,627
| New | +$289K |
|
285
US Bancorp
USB
$97.6B
| $305K | 0.1% |
+7,107
| New | +$302K |
|
286
Adobe
ADBE
$97.9B
| $304K | 0.1% |
+2,800
| New | +$281K |
|
287
Cable One
CABO
$220M
| $304K | 0.1% |
+520
| New | +$281K |
|
288
Ericsson
ERIC
$32.1B
| $302K | 0.1% |
41,930
+28,139
| +204% | +$204K |
|
289
Vanguard Short-Term Bond ETF
BSV
$44.6B
| $301K | 0.1% |
+3,723
| New | +$301K |
|
290
Take-Two Interactive
TTWO
$45.3B
| $299K | 0.1% |
+6,641
| New | +$280K |
|
291
iShares MSCI Singapore ETF
EWS
$1.03B
| $298K | 0.1% |
+13,722
| New | +$298K |
|
292
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$349M
| $297K | 0.1% |
+85
| New | +$414K |
|
293
Analog Devices
ADI
$179B
| $296K | 0.1% |
+4,591
| New | +$285K |
|
294
Healthpeak Properties
DOC
$15.1B
| $296K | 0.1% |
+8,561
| New | +$299K |
|
|
TIF
295
DELISTED
Tiffany & Co.
TIF
| $293K | 0.1% |
+4,037
| New | +$269K |
|
296
Chubb
CB
$135B
| $292K | 0.1% |
+2,325
| New | +$295K |
|
297
Sysco
SYY
$40.5B
| $292K | 0.1% |
5,950
-11,157
| -65% | -$573K |
|
|
OCLR
298
DELISTED
Oclaro Inc.
OCLR
| $292K | 0.1% |
+34,179
| New | +$238K |
|
299
Hecla Mining
HL
$9.56B
| $289K | 0.1% |
50,762
+40,023
| +373% | +$245K |
|
|
PPL
300
PPL Corp
PPL
$26.6B
| $289K | 0.1% |
+8,366
| New | +$301K |
|
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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.