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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
KMB icon
76
Kimberly-Clark
KMB
$36.6B
$841K 0.29%
+6,668
New +$862K
PFF icon
77
iShares Preferred and Income Securities ETF
PFF
$13.3B
$840K 0.29%
+21,257
New +$848K
TRV icon
78
Travelers Companies
TRV
$78.4B
$834K 0.28%
+7,278
New +$852K
IBN icon
79
ICICI Bank
IBN
$109B
$832K 0.28%
+122,538
New +$854K
CSCO icon
80
Cisco
CSCO
$448B
$831K 0.28%
26,208
-9,605
-27% -$295K
MMM icon
81
3M
MMM
$90.8B
$826K 0.28%
+5,608
New +$837K
GLW icon
82
Corning
GLW
$116B
$823K 0.28%
+34,803
New +$776K
VRTX icon
83
Vertex Pharmaceuticals
VRTX
$122B
$801K 0.27%
+9,180
New +$868K
SCHW
84
Charles Schwab
SCHW
$181B
$792K 0.27%
25,091
-31,756
-56% -$931K
SITC icon
85
SITE Centers
SITC
$227M
$786K 0.27%
34,984
+5,308
+18% +$128K
B
86
Barrick Mining
B
$63.2B
$771K 0.26%
43,514
-57,907
-57% -$1.15M
DIS icon
87
Walt Disney
DIS
$167B
$762K 0.26%
+8,203
New +$785K
MRK icon
88
Merck
MRK
$321B
$762K 0.26%
+12,799
New +$748K
CS
89
DELISTED
Credit Suisse Group
CS
$762K 0.26%
+57,991
New +$702K
EXEL icon
90
Exelixis
EXEL
$14.1B
$754K 0.26%
58,941
+13,250
+29% +$143K
NVAX icon
91
Novavax
NVAX
$1.22B
$751K 0.26%
+18,042
New +$2.33M
PJP icon
92
Invesco Pharmaceuticals ETF
PJP
$447M
$741K 0.25%
+12,022
New +$787K
DWTI
93
DELISTED
VelocityShares 3x Inverse Crude ETN linked to the S&P GSCI Crude Oil Index Excess Return
DWTI
$731K 0.25%
10,867
+6,319
+139% +$556K
EW icon
94
Edwards Lifesciences
EW
$50B
$727K 0.25%
18,090
+8,094
+81% +$305K
SINA
95
DELISTED
Sina Corp
SINA
$720K 0.25%
+9,754
New +$646K
GXP
96
DELISTED
Great Plains Energy Incorporated
GXP
$720K 0.25%
26,386
+4,891
+23% +$140K
IWM icon
97
iShares Russell 2000 ETF
IWM
$80.2B
$713K 0.24%
5,739
+1,544
+37% +$188K
PSA icon
98
Public Storage
PSA
$59.3B
$704K 0.24%
+3,155
New +$737K
C icon
99
Citigroup
C
$222B
$697K 0.24%
14,764
-9,932
-40% -$452K
META icon
100
Meta Platforms (Facebook)
META
$1.37T
$693K 0.24%
5,399
-24,171
-82% -$3M
2 3
4
5 6

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AWP
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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.