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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
SYF icon
126
Synchrony
SYF
$25.1B
$593K 0.2%
+21,178
New +$582K
CHK
127
DELISTED
Chesapeake Energy Corporation
CHK
$593K 0.2%
+473
New +$545K
CACC icon
128
Credit Acceptance
CACC
$5.81B
$591K 0.2%
+2,939
New +$574K
ICE icon
129
Intercontinental Exchange
ICE
$88.4B
$589K 0.2%
+10,930
New +$597K
CVS icon
130
CVS Health
CVS
$134B
$586K 0.2%
+6,587
New +$622K
MT icon
131
ArcelorMittal
MT
$52.3B
$584K 0.2%
+32,221
New +$571K
WEN icon
132
Wendy's
WEN
$1.4B
$577K 0.2%
+53,392
New +$538K
BHI
133
DELISTED
Baker Hughes
BHI
$575K 0.2%
+11,395
New +$549K
XLV icon
134
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$569K 0.19%
+7,887
New +$581K
EEM icon
135
iShares MSCI Emerging Markets ETF
EEM
$28.6B
$562K 0.19%
14,995
+805
+6% +$29.4K
IYR icon
136
iShares US Real Estate ETF
IYR
$4.69B
$562K 0.19%
+6,970
New +$577K
MSFT icon
137
Microsoft
MSFT
$3.35T
$559K 0.19%
9,709
+2,100
+28% +$119K
SHY icon
138
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$559K 0.19%
+6,577
New +$560K
ECL icon
139
Ecolab
ECL
$78.6B
$557K 0.19%
4,580
+2,839
+163% +$343K
ARIA
140
DELISTED
Ariad Pharmaceuticals Inc
ARIA
$556K 0.19%
+40,608
New +$408K
R icon
141
Ryder
R
$9.9B
$548K 0.19%
+8,315
New +$544K
BND icon
142
Vanguard Total Bond Market
BND
$158B
$542K 0.18%
6,444
+3,972
+161% +$334K
COP icon
143
ConocoPhillips
COP
$145B
$536K 0.18%
+12,333
New +$512K
DUST icon
144
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
$535K 0.18%
6
+5
+500% +$386K
GOOG icon
145
Alphabet (Google) Class C
GOOG
$4.08T
$533K 0.18%
13,720
-10,800
-44% -$410K
GDXJ icon
146
VanEck Junior Gold Miners ETF
GDXJ
$7.15B
$528K 0.18%
11,917
+3,839
+48% +$182K
PSX icon
147
Phillips 66
PSX
$84.4B
$528K 0.18%
+6,560
New +$510K
TARO
148
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$525K 0.18%
+4,748
New +$629K
LLTC
149
DELISTED
Linear Technology Corp
LLTC
$511K 0.17%
+8,617
New +$483K
CRM icon
150
Salesforce
CRM
$148B
$509K 0.17%
+7,136
New +$557K
4 5
6
7 8

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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.