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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 | |
|---|---|---|---|---|---|---|
|
SKX
301
DELISTED
Skechers
SKX
| $288K | 0.1% |
12,560
+1,102
| +10% | +$28.1K |
|
302
iShares Gold Trust
IAU
$62.6B
| $287K | 0.1% |
+11,309
| New | +$291K |
|
303
iShares MSCI United Kingdom ETF
EWU
$4.12B
| $286K | 0.1% |
+9,036
| New | +$283K |
|
304
Seagate
STX
$194B
| $284K | 0.1% |
+7,365
| New | +$239K |
|
305
State Street SPDR S&P Bank ETF
KBE
$1.63B
| $283K | 0.1% |
+8,473
| New | +$275K |
|
306
Invesco Water Resources ETF
PHO
$2B
| $282K | 0.1% |
+11,448
| New | +$278K |
|
307
Wynn Resorts
WYNN
$10.3B
| $282K | 0.1% |
+2,899
| New | +$283K |
|
|
VPU
308
Vanguard Utilities ETF
VPU
$8.48B
| $281K | 0.1% |
+2,631
| New | +$291K |
|
309
APA Corp
APA
$12.9B
| $280K | 0.1% |
+4,383
| New | +$240K |
|
310
Celanese
CE
$4.8B
| $279K | 0.1% |
+4,198
| New | +$274K |
|
311
Williams Companies
WMB
$86.7B
| $277K | 0.09% |
+9,015
| New | +$239K |
|
312
Cavco Industries
CVCO
$4.15B
| $276K | 0.09% |
+2,790
| New | +$278K |
|
313
Norfolk Southern
NSC
$74.8B
| $276K | 0.09% |
2,844
-872
| -23% | -$79.4K |
|
314
Williams-Sonoma
WSM
$27.3B
| $276K | 0.09% |
+10,788
| New | +$282K |
|
|
WR
315
DELISTED
Westar Energy Inc
WR
| $276K | 0.09% |
4,859
-14,908
| -75% | -$825K |
|
316
CoreCivic
CXW
$2.97B
| $274K | 0.09% |
+19,739
| New | +$471K |
|
317
Nasdaq
NDAQ
$52.9B
| $274K | 0.09% |
+12,150
| New | +$281K |
|
318
Trinity Industries
TRN
$2.6B
| $274K | 0.09% |
+15,744
| New | +$259K |
|
319
First Trust Health Care AlphaDEX Fund
FXH
$1.03B
| $272K | 0.09% |
+4,474
| New | +$272K |
|
|
Y
320
DELISTED
Alleghany Corp
Y
| $271K | 0.09% |
+517
| New | +$276K |
|
321
Genworth Financial
GNW
$3.77B
| $269K | 0.09% |
+54,196
| New | +$208K |
|
322
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.5B
| $264K | 0.09% |
+937
| New | +$264K |
|
323
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
| $263K | 0.09% |
+2,878
| New | +$263K |
|
324
Northern Trust
NTRS
$22.4B
| $263K | 0.09% |
+3,864
| New | +$262K |
|
325
Teledyne Technologies
TDY
$30.2B
| $263K | 0.09% |
+2,433
| New | +$257K |
|
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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.