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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 | |
|---|---|---|---|---|---|---|
151
Nokia
NOK
$50.7B
| $508K | 0.17% |
87,656
-3,234
| -4% | -$18.4K |
|
152
Ameren
AEE
$30.1B
| $504K | 0.17% |
+10,250
| New | +$523K |
|
153
Ametek
AME
$55B
| $503K | 0.17% |
10,518
-9,390
| -47% | -$447K |
|
|
VER
154
DELISTED
VEREIT, Inc.
VER
| $500K | 0.17% |
9,652
+5,125
| +113% | +$267K |
|
155
ING
ING
$99.8B
| $495K | 0.17% |
+40,108
| New | +$466K |
|
|
IPG
156
DELISTED
Interpublic Group of Companies
IPG
| $493K | 0.17% |
22,051
+11,291
| +105% | +$260K |
|
157
Packaging Corp of America
PKG
$22.2B
| $491K | 0.17% |
+6,041
| New | +$462K |
|
158
NewMarket
NEU
$7.97B
| $490K | 0.17% |
+1,141
| New | +$486K |
|
159
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $490K | 0.17% |
+6,793
| New | +$493K |
|
160
Corpay
CPAY
$25.5B
| $490K | 0.17% |
+2,823
| New | +$452K |
|
161
iShares MSCI China ETF
MCHI
$6.28B
| $489K | 0.17% |
+10,076
| New | +$464K |
|
162
Akamai
AKAM
$16.5B
| $485K | 0.17% |
+9,156
| New | +$490K |
|
|
WFT
163
DELISTED
Weatherford International plc
WFT
| $483K | 0.16% |
+85,942
| New | +$488K |
|
164
Equinix
EQIX
$103B
| $482K | 0.16% |
1,337
+285
| +27% | +$106K |
|
|
SPLK
165
DELISTED
Splunk Inc
SPLK
| $482K | 0.16% |
+8,212
| New | +$492K |
|
|
ACIA
166
DELISTED
Acacia Communications Inc
ACIA
| $481K | 0.16% |
+4,661
| New | +$403K |
|
|
UWTI
167
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
| $481K | 0.16% |
+19,988
| New | +$456K |
|
|
SE
168
DELISTED
Spectra Energy Corp Wi
SE
| $478K | 0.16% |
+11,170
| New | +$425K |
|
169
American Express
AXP
$228B
| $475K | 0.16% |
+7,411
| New | +$476K |
|
|
170
Bank of America
BAC
$433B
| $475K | 0.16% |
30,378
-543,356
| -95% | -$8.09M |
|
171
EOG Resources
EOG
$77.5B
| $474K | 0.16% |
+4,903
| New | +$430K |
|
172
iShares MSCI Taiwan ETF
EWT
$9.6B
| $472K | 0.16% |
+15,023
| New | +$454K |
|
173
AT&T
T
$159B
| $469K | 0.16% |
+15,305
| New | +$484K |
|
|
174
Visa
V
$673B
| $468K | 0.16% |
5,657
-63,360
| -92% | -$5.07M |
|
|
ELME
175
Elme Communities
ELME
$144M
| $465K | 0.16% |
+14,933
| New | +$485K |
|
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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.