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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
(+60%)
Cap. Flow
+$105M
Cap. Flow
% of AUM
35.72%
Top 10 Holdings %
Top 10 Hldgs %
14.7%
Holding
908
New
485
Increased
83
Reduced
70
Closed
259
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
NextEra Energy
NEE
|
+$5.99M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$5.06M |
| 3 |
Amazon
AMZN
|
+$4.51M |
| 4 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$4.01M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$3.81M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$8.09M |
| 2 |
Visa
V
|
+$5.07M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.69M |
| 4 |
Home Depot
HD
|
+$3.01M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
Honeywell
HON
$76.7B
| $692K | 0.24% |
6,602
+4,486
| +212% | +$469K |
|
|
SAVE
102
DELISTED
Spirit Airlines, Inc.
SAVE
| $684K | 0.23% |
+16,086
| New | +$667K |
|
103
Deutsche Bank
DB
$69.6B
| $678K | 0.23% |
57,980
+31,752
| +121% | +$389K |
|
104
Kimco Realty
KIM
$17.2B
| $675K | 0.23% |
+23,329
| New | +$711K |
|
105
iShares Russell 1000 Value ETF
IWD
$81.8B
| $669K | 0.23% |
6,337
+687
| +12% | +$72.4K |
|
106
eBay
EBAY
$50.4B
| $667K | 0.23% |
+20,273
| New | +$612K |
|
107
Cemex
CX
$17.2B
| $660K | 0.22% |
86,439
+72,772
| +532% | +$536K |
|
108
Micron Technology
MU
$988B
| $653K | 0.22% |
+36,722
| New | +$560K |
|
109
iShares Semiconductor ETF
SOXX
$41.7B
| $642K | 0.22% |
+17,055
| New | +$595K |
|
|
BERY
110
DELISTED
Berry Global Group, Inc.
BERY
| $642K | 0.22% |
+15,948
| New | +$626K |
|
111
SBA Communications
SBAC
$19.3B
| $640K | 0.22% |
5,710
+2,375
| +71% | +$269K |
|
|
P
112
DELISTED
Pandora Media Inc
P
| $631K | 0.22% |
44,014
+31,841
| +262% | +$430K |
|
113
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.23B
| $630K | 0.21% |
+23,898
| New | +$619K |
|
|
FISV
114
Fiserv Inc
FISV
$28.8B
| $629K | 0.21% |
+12,638
| New | +$663K |
|
115
Abbott
ABT
$183B
| $628K | 0.21% |
14,856
-8,910
| -37% | -$382K |
|
116
Infosys
INFY
$48.4B
| $628K | 0.21% |
+79,556
| New | +$656K |
|
117
Yum! Brands
YUM
$43.3B
| $622K | 0.21% |
+9,524
| New | +$608K |
|
118
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
| $618K | 0.21% |
+57
| New | +$674K |
|
119
Invesco Preferred ETF
PGX
$3.81B
| $614K | 0.21% |
+40,574
| New | +$621K |
|
120
Conagra Brands
CAG
$7.19B
| $606K | 0.21% |
+16,539
| New | +$594K |
|
121
Medtronic
MDT
$110B
| $606K | 0.21% |
+7,014
| New | +$611K |
|
122
Boston Beer
SAM
$1.93B
| $599K | 0.2% |
+3,855
| New | +$672K |
|
123
Zimmer Biomet
ZBH
$18.4B
| $597K | 0.2% |
+4,732
| New | +$585K |
|
|
AUY
124
DELISTED
Yamana Gold, Inc.
AUY
| $595K | 0.2% |
+138,098
| New | +$711K |
|
125
Federal Realty Investment Trust
FRT
$10.7B
| $593K | 0.2% |
3,851
-3,272
| -46% | -$529K |
|
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TIM
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RB
OMG
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.