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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
Cap. Flow
+$105M
Cap. Flow %
35.72%
Top 10 Hldgs %
14.7%
Holding
908
New
485
Increased
83
Reduced
70
Closed
259

Top Buys

Rank Stock Value
1
NEE icon
NextEra Energy
NEE
+$5.99M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$5.06M
3
AMZN icon
Amazon
AMZN
+$4.51M
4
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$4.01M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$3.81M

Top Sells

Rank Stock Value
1
BAC icon
Bank of America
BAC
+$8.09M
2
V icon
Visa
V
+$5.07M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.69M
4
HD icon
Home Depot
HD
+$3.01M
5
META icon
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
WFC.PRL icon
326
Wells Fargo 7.5% Non Cumv Perp Conv
WFC.PRL
$4.68B
$263K 0.09%
+201
New +$270K
EFAV icon
327
iShares MSCI EAFE Min Vol Factor ETF
EFAV
$5.33B
$261K 0.09%
+3,855
New +$259K
TSLA icon
328
Tesla
TSLA
$1.22T
$261K 0.09%
+19,155
New +$277K
UNIT
329
Uniti Group
UNIT
$2.34B
$261K 0.09%
+8,295
New +$255K
IFLN
330
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$307M
$260K 0.09%
+13,767
New +$258K
EL icon
331
Estee Lauder
EL
$30.5B
$259K 0.09%
2,928
-585
-17% -$53.3K
RTN
332
DELISTED
Raytheon Company
RTN
$257K 0.09%
1,885
-7,535
-80% -$1.05M
IWR icon
333
iShares Russell Mid-Cap ETF
IWR
$55.9B
$255K 0.09%
+5,852
New +$254K
ALR
334
DELISTED
Alere Inc
ALR
$255K 0.09%
+5,894
New +$240K
BSCG
335
DELISTED
Guggenheim BulletShares 2016 Corporate Bond ETF
BSCG
$255K 0.09%
+11,562
New +$255K
MFA
336
MFA Financial
MFA
$912M
$254K 0.09%
8,505
+4,000
+89% +$121K
PDP icon
337
Invesco Dorsey Wright Momentum ETF
PDP
$1.46B
$254K 0.09%
+5,979
New +$255K
JCP
338
DELISTED
J.C. Penney Company, Inc.
JCP
$254K 0.09%
27,501
+11,294
+70% +$108K
DKS icon
339
Dick's Sporting Goods
DKS
$17.6B
$253K 0.09%
+4,456
New +$245K
NLY icon
340
Annaly Capital Management
NLY
$17B
$253K 0.09%
6,023
-166
-3% -$7.19K
RPV icon
341
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
$253K 0.09%
+4,785
New +$252K
GDDY icon
342
GoDaddy
GDDY
$10.4B
$252K 0.09%
+7,306
New +$233K
REGN icon
343
Regeneron Pharmaceuticals
REGN
$76.2B
$252K 0.09%
+627
New +$252K
APC
344
DELISTED
Anadarko Petroleum
APC
$252K 0.09%
+3,979
New +$222K
CVY icon
345
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
$251K 0.09%
12,951
-556
-4% -$10.9K
RUSHA icon
346
Rush Enterprises Class A
RUSHA
$6.24B
$251K 0.09%
+23,089
New +$237K
BSJH
347
DELISTED
Guggenheim BulletShares 2017 High Yield Corporate Bond ETF
BSJH
$251K 0.09%
+9,695
New +$251K
CSX icon
348
CSX Corp
CSX
$93.2B
$249K 0.08%
24,540
-56,616
-70% -$535K
PUK icon
349
Prudential
PUK
$37.7B
$249K 0.08%
+7,185
New +$248K
BSJI
350
DELISTED
Invesco BulletShares 2018 High Yield Corporate Bond ETF
BSJI
$249K 0.08%
+9,820
New +$247K
12 13
14
15 16

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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.