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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 | |
|---|---|---|---|---|---|---|
201
First Trust Dorsey Wright Focus 5 ETF
FV
$3.63B
| $417K | 0.14% |
18,192
+7,664
| +73% | +$175K |
|
202
Viatris
VTRS
$20.7B
| $417K | 0.14% |
+10,944
| New | +$487K |
|
203
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
| $414K | 0.14% |
+21,466
| New | +$443K |
|
|
STJ
204
DELISTED
St Jude Medical
STJ
| $414K | 0.14% |
5,189
-118
| -2% | -$9.53K |
|
205
Agnico Eagle Mines
AEM
$75.4B
| $413K | 0.14% |
+7,621
| New | +$420K |
|
|
ACAS
206
DELISTED
American Capital Ltd
ACAS
| $408K | 0.14% |
+24,117
| New | +$399K |
|
207
Netflix
NFLX
$305B
| $405K | 0.14% |
+41,100
| New | +$392K |
|
208
Baxter International
BAX
$13.8B
| $403K | 0.14% |
+8,466
| New | +$399K |
|
209
iShares MSCI Japan ETF
EWJ
$22.1B
| $403K | 0.14% |
8,034
-8,514
| -51% | -$414K |
|
210
PepsiCo
PEP
$191B
| $403K | 0.14% |
3,702
-8,235
| -69% | -$887K |
|
211
Stellantis
STLA
$17B
| $401K | 0.14% |
62,848
+27,901
| +80% | +$183K |
|
212
FedEx
FDX
$73B
| $400K | 0.14% |
+2,290
| New | +$375K |
|
213
Hanover Insurance
THG
$8.05B
| $399K | 0.14% |
+5,295
| New | +$421K |
|
214
Keurig Dr Pepper
KDP
$43B
| $398K | 0.14% |
+4,359
| New | +$413K |
|
215
United States Oil Fund
USO
$2.12B
| $398K | 0.14% |
+4,553
| New | +$383K |
|
216
Southwest Airlines
LUV
$22.3B
| $397K | 0.14% |
10,206
+4,573
| +81% | +$174K |
|
217
Occidental Petroleum
OXY
$55.6B
| $397K | 0.14% |
+5,440
| New | +$407K |
|
|
WLL
218
DELISTED
Whiting Petroleum Corporation
WLL
| $391K | 0.13% |
+149
| New | +$349K |
|
219
D.R. Horton
DHI
$40.7B
| $390K | 0.13% |
+12,904
| New | +$414K |
|
220
Kinder Morgan
KMI
$70.5B
| $388K | 0.13% |
16,761
-3,805
| -19% | -$80.6K |
|
221
Direxion Daily Financial Bear 3x ETF
FAZ
$84.4M
| $387K | 0.13% |
30
+15
| +100% | +$198K |
|
|
ALXN
222
DELISTED
Alexion Pharmaceuticals
ALXN
| $387K | 0.13% |
3,158
-70
| -2% | -$9.01K |
|
|
FITB
223
Fifth Third Bancorp
FITB
$51.3B
| $386K | 0.13% |
+18,849
| New | +$364K |
|
|
SIR
224
DELISTED
SELECT INCOME REIT
SIR
| $384K | 0.13% |
32,462
+13,912
| +75% | +$165K |
|
225
Burlington
BURL
$23.4B
| $381K | 0.13% |
4,708
-8,122
| -63% | -$628K |
|
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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.