We are live on ! Find out more
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
AMD icon
651
Advanced Micro Devices
AMD
$791B
– –
-43,103
Closed -$222K
AMG icon
652
Affiliated Managers Group
AMG
$9.65B
– –
-6,491
Closed -$914K
AMRN
653
Amarin Corp
AMRN
$298M
– –
-601
Closed -$26K
AMX icon
654
America Movil
AMX
$76B
– –
-20,527
Closed -$252K
APTV icon
655
Aptiv
APTV
$12.3B
– –
-6,454
Closed -$404K
ARCC icon
656
Ares Capital
ARCC
$13.5B
– –
-31,916
Closed -$453K
ASTC icon
657
Astrotech Corp
ASTC
$12.6M
– –
-70
Closed -$18K
BBD icon
658
Banco Bradesco
BBD
$37.9B
– –
-23,740
Closed -$96K
BFOR icon
659
Barron's 400 ETF
BFOR
$230M
– –
-26,852
Closed -$204K
BIB icon
660
ProShares Ultra NASDAQ Biotechnology
BIB
$84.3M
– –
-5,365
Closed -$208K
BLFS icon
661
BioLife Solutions
BLFS
$1.55B
– –
-13,141
Closed -$21K
BLIN icon
662
Bridgeline Digital
BLIN
$14.7M
– –
-94
Closed -$25K
BLRX
663
BioLineRX
BLRX
$11.7M
– –
-30
Closed -$14K
BRX icon
664
Brixmor Property Group
BRX
$9.67B
– –
-8,279
Closed -$219K
BSX icon
665
Boston Scientific
BSX
$68.4B
– –
-33,507
Closed -$783K
BW icon
666
Babcock & Wilcox
BW
$1.41B
– –
-1,577
Closed -$232K
CARM
667
DELISTED
Carisma Therapeutics
CARM
– –
-1,271
Closed -$42K
CC icon
668
Chemours
CC
$2.57B
– –
-16,532
Closed -$136K
CFG icon
669
Citizens Financial Group
CFG
$30.3B
– –
-12,553
Closed -$251K
CNP icon
670
CenterPoint Energy
CNP
$27.8B
– –
-41,641
Closed -$999K
COST icon
671
Costco
COST
$423B
– –
-6,236
Closed -$979K
CSL icon
672
Carlisle Companies
CSL
$15B
– –
-5,973
Closed -$631K
CVGW
673
DELISTED
Calavo Growers
CVGW
– –
-4,286
Closed -$287K
DAL icon
674
Delta Air Lines
DAL
$58.3B
– –
-9,440
Closed -$344K
DAN icon
675
Dana Inc
DAN
$2.91B
– –
-13,204
Closed -$139K
25 26
27
28 29

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return

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.