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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
GS icon
51
Goldman Sachs
GS
$302B
$1.18M 0.4%
7,340
+4,492
+158% +$730K
DD icon
52
DuPont de Nemours
DD
$18.7B
$1.17M 0.4%
+8,937
New +$1.19M
TFCFA
53
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$1.16M 0.4%
48,044
+24,806
+107% +$634K
VZ icon
54
Verizon
VZ
$193B
$1.16M 0.39%
22,269
+10,494
+89% +$563K
MAT icon
55
Mattel
MAT
$4.42B
$1.13M 0.38%
+37,174
New +$1.22M
AMAT icon
56
Applied Materials
AMAT
$398B
$1.09M 0.37%
36,106
-29,082
-45% -$811K
USMV icon
57
iShares MSCI USA Min Vol Factor ETF
USMV
$23.5B
$1.08M 0.37%
23,725
+9,638
+68% +$446K
UNH icon
58
UnitedHealth
UNH
$383B
$1.05M 0.36%
+7,530
New +$1.05M
VLO icon
59
Valero Energy
VLO
$92.6B
$1.01M 0.35%
19,138
+13,608
+246% +$726K
BRK.B icon
60
Berkshire Hathaway Class B
BRK.B
$1.1T
$1.01M 0.34%
+6,974
New +$1.02M
CMI icon
61
Cummins
CMI
$87.3B
$1M 0.34%
7,838
+5,747
+275% +$697K
SPSB icon
62
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$981K 0.33%
31,870
+12,813
+67% +$394K
HD icon
63
Home Depot
HD
$332B
$976K 0.33%
7,586
-22,570
-75% -$3.01M
MINT icon
64
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$971K 0.33%
+9,574
New +$970K
AMGN icon
65
Amgen
AMGN
$209B
$963K 0.33%
+5,775
New +$977K
SLB icon
66
SLB Ltd
SLB
$72.6B
$961K 0.33%
12,221
+6,575
+116% +$522K
PFE icon
67
Pfizer
PFE
$142B
$954K 0.33%
29,702
+18,619
+168% +$623K
ABBV icon
68
AbbVie
ABBV
$455B
$953K 0.32%
+15,104
New +$978K
BFH icon
69
Bread Financial
BFH
$4.47B
$953K 0.32%
+5,565
New +$947K
TNL icon
70
Travel + Leisure Co
TNL
$4.61B
$948K 0.32%
+31,174
New +$996K
KEY icon
71
KeyCorp
KEY
$24.2B
$932K 0.32%
+76,579
New +$916K
IEFA icon
72
iShares Core MSCI EAFE ETF
IEFA
$192B
$909K 0.31%
+16,490
New +$890K
KO icon
73
Coca-Cola
KO
$381B
$872K 0.3%
+20,595
New +$903K
HBAN icon
74
Huntington Bancshares
HBAN
$34.5B
$855K 0.29%
+86,708
New +$826K
HTZ
75
DELISTED
Hertz Global Holdings, Inc.
HTZ
$852K 0.29%
+24,406
New +$1.02M
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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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.