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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 | |
|---|---|---|---|---|---|---|
176
Invesco BuyBack Achievers ETF
PKW
$1.72B
| $464K | 0.16% |
+9,785
| New | +$460K |
|
177
Thermo Fisher Scientific
TMO
$214B
| $462K | 0.16% |
+2,902
| New | +$447K |
|
178
NVR
NVR
$16.8B
| $461K | 0.16% |
+281
| New | +$479K |
|
179
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $458K | 0.16% |
5,246
-604
| -10% | -$52K |
|
180
Vanguard FTSE Developed Markets ETF
VEA
$230B
| $458K | 0.16% |
+12,254
| New | +$451K |
|
181
Schwab International Equity ETF
SCHF
$67B
| $457K | 0.16% |
31,762
-43,886
| -58% | -$619K |
|
|
RAD
182
DELISTED
Rite Aid Corporation
RAD
| $457K | 0.16% |
2,970
+1,421
| +92% | +$212K |
|
183
Marriott International
MAR
$99B
| $455K | 0.16% |
+6,763
| New | +$477K |
|
184
Booking.com
BKNG
$150B
| $452K | 0.15% |
+7,675
| New | +$428K |
|
185
PPG Industries
PPG
$25B
| $452K | 0.15% |
+4,373
| New | +$459K |
|
186
Vanguard Morningstar Small-Cap Value ETF
VBR
$37.2B
| $452K | 0.15% |
+4,085
| New | +$448K |
|
|
BFX
187
DELISTED
BowFlex Inc.
BFX
| $451K | 0.15% |
+19,867
| New | +$423K |
|
188
UBS Group
UBS
$175B
| $447K | 0.15% |
32,808
+1,848
| +6% | +$25.2K |
|
189
Ventas
VTR
$44.7B
| $447K | 0.15% |
+6,335
| New | +$460K |
|
190
Xerox
XRX
$456M
| $445K | 0.15% |
+16,675
| New | +$431K |
|
|
FLTX
191
DELISTED
Fleetmatics Group PLC
FLTX
| $445K | 0.15% |
+7,416
| New | +$406K |
|
192
ProShares UltraShort S&P500
SDS
$420M
| $444K | 0.15% |
271
-1,794
| -87% | -$2.99M |
|
|
RIC
193
DELISTED
Richmont Mines Inc.
RIC
| $441K | 0.15% |
+43,861
| New | +$438K |
|
194
iShares US Technology ETF
IYW
$23.5B
| $439K | 0.15% |
14,768
-28,868
| -66% | -$827K |
|
195
ONE Gas
OGS
$4.9B
| $437K | 0.15% |
+7,068
| New | +$448K |
|
196
CoStar Group
CSGP
$12B
| $432K | 0.15% |
+19,940
| New | +$425K |
|
197
Blackrock
BLK
$170B
| $419K | 0.14% |
+1,156
| New | +$421K |
|
198
LyondellBasell Industries
LYB
$19.5B
| $418K | 0.14% |
+5,184
| New | +$401K |
|
199
Moody's
MCO
$83.5B
| $418K | 0.14% |
+3,860
| New | +$406K |
|
200
Old Republic International
ORI
$10.6B
| $418K | 0.14% |
+23,704
| New | +$451K |
|
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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.