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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
KALV
726
DELISTED
KalVista Pharmaceuticals
KALV
– –
-1,066
Closed -$10K
KGC icon
727
Kinross Gold
KGC
$28.2B
– –
-20,626
Closed -$101K
KHC icon
728
Kraft Heinz
KHC
$31.3B
– –
-11,273
Closed -$997K
KLAC icon
729
KLA
KLAC
$236B
– –
-29,660
Closed -$217K
LABU icon
730
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$553M
– –
-677
Closed -$382K
HAPN
731
Happen Inc
HAPN
$2.23B
– –
-9,629
Closed -$207K
LEE icon
732
Lee Enterprises
LEE
$170M
– –
-1,372
Closed -$26K
LGIH icon
733
LGI Homes
LGIH
$1.33B
– –
-17,249
Closed -$551K
LGND icon
734
Ligand Pharmaceuticals
LGND
$5.94B
– –
-3,243
Closed -$241K
LH icon
735
Labcorp
LH
$25.9B
– –
-3,445
Closed -$386K
LNT icon
736
Alliant Energy
LNT
$18.3B
– –
-11,155
Closed -$443K
LOW icon
737
Lowe's Companies
LOW
$118B
– –
-6,005
Closed -$475K
LPTH icon
738
Lightpath Technologies
LPTH
$648M
– –
-10,861
Closed -$19K
LRMR icon
739
Larimar Therapeutics
LRMR
$398M
– –
-1,155
Closed -$83K
LTC
740
LTC Properties
LTC
$2.06B
– –
-3,923
Closed -$203K
LYG icon
741
Lloyds Banking Group
LYG
$90.7B
– –
-11,778
Closed -$35K
MCHX icon
742
Marchex
MCHX
$78M
– –
-11,484
Closed -$37K
MSM icon
743
MSC Industrial Direct
MSM
$6.78B
– –
-3,087
Closed -$218K
MTG icon
744
MGIC Investment
MTG
$6.44B
– –
-24,505
Closed -$146K
MUFG icon
745
Mitsubishi UFJ Financial
MUFG
$254B
– –
-41,755
Closed -$185K
MUR icon
746
Murphy Oil
MUR
$5.48B
– –
-10,250
Closed -$325K
NBR icon
747
Nabors Industries
NBR
$1.22B
– –
-256
Closed -$129K
NFG icon
748
National Fuel Gas
NFG
$7.84B
– –
-4,796
Closed -$273K
NGVT icon
749
Ingevity
NGVT
$2.44B
– –
-47,999
Closed -$1.63M
NMM icon
750
Navios Maritime Partners
NMM
$2.25B
– –
-928
Closed -$18K
28 29
30
31 32

Similar funds

AWP
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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.