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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
DBC icon
676
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-22,531
Closed -$346K
DBRG icon
677
DigitalBridge
DBRG
$2.93B
– –
-3,185
Closed -$130K
DCI icon
678
Donaldson
DCI
$10.7B
– –
-8,151
Closed -$280K
DE icon
679
Deere & Co
DE
$162B
– –
-3,103
Closed -$251K
DEM icon
680
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.9B
– –
-7,396
Closed -$262K
DG icon
681
Dollar General
DG
$28.1B
– –
-4,464
Closed -$420K
DHR icon
682
Danaher
DHR
$138B
– –
-6,823
Closed -$463K
DRI icon
683
Darden Restaurants
DRI
$23.7B
– –
-9,615
Closed -$609K
EEFT icon
684
Euronet Worldwide
EEFT
$2.92B
– –
-3,921
Closed -$271K
EFA icon
685
iShares MSCI EAFE ETF
EFA
$78.5B
– –
-4,418
Closed -$247K
EMB icon
686
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-7,320
Closed -$843K
EMHY icon
687
iShares JPMorgan EM High Yield Bond ETF
EMHY
$619M
– –
-4,293
Closed -$212K
EMN icon
688
Eastman Chemical
EMN
$8.01B
– –
-3,540
Closed -$240K
EPI icon
689
WisdomTree India Earnings Fund ETF
EPI
$2.06B
– –
-10,138
Closed -$205K
EPP icon
690
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
– –
-8,071
Closed -$316K
EWC icon
691
iShares MSCI Canada ETF
EWC
$6.17B
– –
-34,775
Closed -$852K
EWH icon
692
iShares MSCI Hong Kong ETF
EWH
$1.25B
– –
-29,695
Closed -$581K
EXK
693
Endeavour Silver
EXK
$2.3B
– –
-10,145
Closed -$40K
EZU icon
694
iShare MSCI Eurozone ETF
EZU
$9.65B
– –
-37,795
Closed -$1.22M
FBP icon
695
First Bancorp
FBP
$4.4B
– –
-12,772
Closed -$51K
FCX icon
696
Freeport-McMoran
FCX
$91.2B
– –
-44,415
Closed -$495K
FE icon
697
FirstEnergy
FE
$28.2B
– –
-5,954
Closed -$208K
FEX icon
698
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.57B
– –
-8,884
Closed -$400K
FEZ icon
699
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.41B
– –
-11,559
Closed -$360K
FLOT icon
700
iShares Floating Rate Bond ETF
FLOT
$10.2B
– –
-8,529
Closed -$432K
26 27
28
29 30

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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.