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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
FLR icon
701
Fluor
FLR
$6.99B
– –
-5,743
Closed -$283K
FSI icon
702
Flexible Solutions
FSI
$64.1M
– –
-16,502
Closed -$23K
FXE icon
703
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
– –
-4,206
Closed -$455K
FXI icon
704
iShares China Large-Cap ETF
FXI
$4.37B
– –
-7,310
Closed -$250K
FXU icon
705
First Trust Utilities AlphaDEX Fund
FXU
$821M
– –
-20,095
Closed -$543K
GD icon
706
General Dynamics
GD
$103B
– –
-3,693
Closed -$514K
GDX icon
707
VanEck Gold Miners ETF
GDX
$23.5B
– –
-16,943
Closed -$469K
GEN icon
708
Gen Digital
GEN
$16.3B
– –
-73,372
Closed -$1.51M
GM icon
709
General Motors
GM
$80B
– –
-29,549
Closed -$836K
GNK icon
710
Genco Shipping & Trading
GNK
$1.13B
– –
-2,603
Closed -$15K
GSK icon
711
GSK
GSK
$104B
– –
-5,039
Closed -$273K
HBI
712
DELISTED
Hanesbrands
HBI
– –
-36,415
Closed -$915K
HRI icon
713
Herc Holdings
HRI
$4.88B
– –
-9,328
Closed -$310K
HRB icon
714
H&R Block
HRB
$5.61B
– –
-16,424
Closed -$378K
HSBC icon
715
HSBC
HSBC
$367B
– –
-11,013
Closed -$307K
HSY icon
716
Hershey
HSY
$35.9B
– –
-2,088
Closed -$237K
HUM icon
717
Humana
HUM
$44B
– –
-1,358
Closed -$244K
IAG icon
718
IAMGOLD
IAG
$8.42B
– –
-95,291
Closed -$395K
IART icon
719
Integra LifeSciences
IART
$1.33B
– –
-8,286
Closed -$331K
IBB icon
720
iShares Biotechnology ETF
IBB
$9.52B
– –
-3,348
Closed -$287K
IEV icon
721
iShares Europe ETF
IEV
$1.68B
– –
-13,970
Closed -$528K
ITT icon
722
ITT
ITT
$17.3B
– –
-15,739
Closed -$503K
IWB icon
723
iShares Russell 1000 ETF
IWB
$47.9B
– –
-2,495
Closed -$292K
JCI icon
724
Johnson Controls International
JCI
$87.8B
– –
-4,738
Closed -$220K
JNK icon
725
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
– –
-3,807
Closed -$408K
27 28
29
30 31

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
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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
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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.