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
BUFF
851
DELISTED
Blue Buffalo Pet Products, Inc
BUFF
– –
-9,579
Closed -$224K
HTM
852
DELISTED
U.S. Geothermal Inc.
HTM
– –
-5,353
Closed -$26K
JJG
853
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
– –
-7,876
Closed -$258K
DYN
854
DELISTED
Dynegy, Inc.
DYN
– –
-13,815
Closed -$238K
POT
855
DELISTED
Potash Corp Of Saskatchewan
POT
– –
-42,044
Closed -$683K
GAZ
856
DELISTED
iPath Bloomberg Natural Gas Subindex Total Return ETN due October 22, 2037
GAZ
– –
-31,750
Closed -$18K
MDVX
857
DELISTED
Medovex Corp. Common Stock
MDVX
– –
-38,781
Closed -$51K
TERP
858
DELISTED
TerraForm Power, Inc
TERP
– –
-10,289
Closed -$112K
UNXL
859
DELISTED
Uni-Pixel, Inc.
UNXL
– –
-13,243
Closed -$19K
PVTB
860
DELISTED
PrivateBancorp Inc
PVTB
– –
-4,649
Closed -$205K
SCNB
861
DELISTED
Suffolk Bancorp
SCNB
– –
-6,732
Closed -$211K
CSC
862
DELISTED
Computer Sciences
CSC
– –
-16,153
Closed -$802K
GK
863
DELISTED
G&K Services Inc
GK
– –
-4,170
Closed -$319K
WGBS
864
DELISTED
WaferGen Bio-systems, Inc.
WGBS
– –
-6,535
Closed -$27K
GGP
865
DELISTED
GGP Inc.
GGP
– –
-8,675
Closed -$259K
NRF
866
DELISTED
NorthStar Realty Finance Corp.
NRF
– –
-10,891
Closed -$124K
CTF
867
DELISTED
Nuveen Long/Short Commodity Fd
CTF
– –
-11,367
Closed -$168K
VMEM
868
DELISTED
VIOLIN MEMORY, INC.
VMEM
– –
-4,327
Closed -$16K
CETC
869
DELISTED
Hongli Clean Energy Technologies Corp. Common Stock
CETC
– –
-1,108
Closed -$3K
MGT
870
DELISTED
MGT CAPITAL INVESTMENTS INC COM NEW (DE)
MGT
– –
-37,037
Closed -$141K
PVCT
871
DELISTED
PROVECTUS BIOPHARMACEUTICALS, INC. (DE)
PVCT
– –
-11,466
Closed -$4K
GLRI
872
DELISTED
GLORI ENERGY INC COMMON STOCK
GLRI
– –
-24,230
Closed -$5K
EMC
873
DELISTED
EMC CORPORATION
EMC
– –
-97,090
Closed -$2.64M
RDEN
874
DELISTED
ELIZABETH ARDEN INC
RDEN
– –
-43,395
Closed -$597K
WPG
875
DELISTED
Washington Prime Group Inc.
WPG
– –
-1,418
Closed -$143K
33 34
35
36 37

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.