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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
ITUB icon
26
Itaú Unibanco
ITUB
$93B
$1.74M 0.59%
361,186
+279,567
+343% +$1.32M
RF icon
27
Regions Financial
RF
$26.3B
$1.71M 0.58%
173,050
+144,739
+511% +$1.35M
UVXY icon
28
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
– –
0
– –
XIV
29
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$1.62M 0.55%
43,287
+24,895
+135% +$853K
RTX icon
30
RTX Corp
RTX
$289B
$1.58M 0.54%
24,661
+14,210
+136% +$942K
SSO icon
31
ProShares Ultra S&P500
SSO
$7.76B
$1.57M 0.54%
177,256
+57,616
+48% +$508K
IWS icon
32
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$1.55M 0.53%
+20,259
New +$1.54M
JPM icon
33
JPMorgan Chase
JPM
$933B
$1.53M 0.52%
+23,034
New +$1.5M
DD
34
DELISTED
Du Pont De Nemours E I
DD
$1.47M 0.5%
+21,949
New +$1.49M
LEG icon
35
Leggett & Platt
LEG
$1.37B
$1.46M 0.5%
+31,978
New +$1.64M
JNJ icon
36
Johnson & Johnson
JNJ
$617B
$1.46M 0.5%
+12,325
New +$1.5M
IBM icon
37
IBM
IBM
$209B
$1.45M 0.49%
+9,523
New +$1.45M
NUGT icon
38
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
$1.41M 0.48%
3,714
+1,074
+41% +$569K
KR icon
39
Kroger
KR
$35.4B
$1.4M 0.48%
+47,133
New +$1.57M
WPM icon
40
Wheaton Precious Metals
WPM
$51.5B
$1.38M 0.47%
+51,032
New +$1.4M
MET icon
41
MetLife
MET
$62.5B
$1.36M 0.46%
+34,291
New +$1.29M
LMT icon
42
Lockheed Martin
LMT
$132B
$1.29M 0.44%
+5,371
New +$1.34M
ORCL icon
43
Oracle
ORCL
$367B
$1.28M 0.44%
+32,627
New +$1.33M
PEG icon
44
Public Service Enterprise Group
PEG
$38.6B
$1.26M 0.43%
+30,065
New +$1.32M
GOOGL icon
45
Alphabet (Google) Class A
GOOGL
$4.08T
$1.25M 0.42%
+30,960
New +$1.21M
MA icon
46
Mastercard
MA
$510B
$1.21M 0.41%
11,893
-24,661
-67% -$2.36M
MON
47
DELISTED
Monsanto Co
MON
$1.21M 0.41%
11,802
+4,667
+65% +$490K
BBY icon
48
Best Buy
BBY
$18.5B
$1.2M 0.41%
31,532
+12,927
+69% +$454K
HPQ icon
49
HP
HPQ
$24.6B
$1.19M 0.41%
76,749
+25,965
+51% +$370K
TFI icon
50
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
$1.19M 0.4%
23,656
+18,245
+337% +$918K
1
2
3 4 5

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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.