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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter Est. Return
+4.7%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$293M
AUM Growth
+$110M
(+60%)
Cap. Flow
+$105M
Cap. Flow % of AUM
Cap. Flow %
35.72%
Top 10 Holdings %
Top 10 Hldgs %
14.7%
Holding
908
New
485
Increased
83
Reduced
70
Closed
259
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.1
years
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 | Miscellaneous | 24.66% |
| 2 | Financials | 13.62% |
| 3 | Consumer Discretionary | 11.07% |
| 4 | Technology | 9.25% |
| 5 | Healthcare | 9.1% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Amazon
AMZN
$2.6T
| $6.16M | 2.1% |
147,100
+117,800
| +402% | +$4.51M |
2016 Q2
1 quarter
|
|
|
2
NextEra Energy
NEE
$176B
| $5.82M | 1.98% |
+190,164
| New | +$5.99M |
2016 Q3
0 quarters
|
|
|
3
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15B
| $5.55M | 1.89% |
104,264
+92,892
| +817% | +$5.06M |
2016 Q1
2 quarters
|
|
4
CME Group
CME
$109B
| $4.95M | 1.69% |
47,322
+2,322
| +5% | +$242K |
2014 Q4
7 quarters
|
|
|
5
State Street Industrial Select Sector SPDR ETF
XLI
$31B
| $4.03M | 1.37% |
+69,073
| New | +$4.01M |
2016 Q3
0 quarters
|
|
6
McDonald's
MCD
$183B
| $3.93M | 1.34% |
34,071
+28,567
| +519% | +$3.39M |
2016 Q2
1 quarter
|
|
|
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.4B
| $3.78M | 1.29% |
+94,494
| New | +$3.81M |
2016 Q3
0 quarters
|
|
8
State Street Utilities Select Sector SPDR ETF
XLU
$24.3B
| $3.46M | 1.18% |
141,030
+118,002
| +512% | +$3M |
2015 Q3
4 quarters
|
|
9
Boeing
BA
$136B
| $2.75M | 0.94% |
+20,891
| New | +$2.75M |
2016 Q3
0 quarters
|
|
10
ProShares UltraPro S&P 500
UPRO
$5.18B
| $2.72M | 0.93% |
221,316
-92,520
| -29% | -$1.13M |
2016 Q1
2 quarters
|
|
11
Wells Fargo
WFC
$250B
| $2.71M | 0.92% |
61,202
+8,651
| +16% | +$414K |
2016 Q1
2 quarters
|
|
12
Teva Pharmaceutical Industries Limited
TEVA
$49.1B
| $2.54M | 0.86% |
55,096
+48,111
| +689% | +$2.51M |
2016 Q1
2 quarters
|
|
13
Nike
NKE
$57.4B
| $2.34M | 0.8% |
44,386
+35,258
| +386% | +$1.99M |
2016 Q2
1 quarter
|
|
14
Lam Research
LRCX
$299B
| $2.32M | 0.79% |
244,530
+135,950
| +125% | +$1.24M |
2016 Q2
1 quarter
|
|
15
ExxonMobil
XOM
$764B
| $2.25M | 0.77% |
+25,810
| New | +$2.29M |
2016 Q3
0 quarters
|
|
16
Walmart Inc
WMT
$980B
| $2.21M | 0.75% |
+92,004
| New | +$2.23M |
2016 Q3
0 quarters
|
|
|
CELG
17
DELISTED
Celgene Corp
CELG
| $2.19M | 0.74% |
+20,908
| New | +$2.26M |
2016 Q3
0 quarters
|
|
18
Union Pacific
UNP
$181B
| $2.04M | 0.7% |
+20,970
| New | +$1.96M |
2016 Q3
0 quarters
|
|
19
iShares Core MSCI Emerging Markets ETF
IEMG
$146B
| $1.99M | 0.68% |
+43,689
| New | +$1.94M |
2016 Q3
0 quarters
|
|
20
State Street Technology Select Sector SPDR ETF
XLK
$119B
| $1.98M | 0.67% |
82,824
+67,134
| +428% | +$1.56M |
2016 Q2
1 quarter
|
|
21
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.13B
| $1.9M | 0.65% |
+57,935
| New | +$1.94M |
2016 Q3
0 quarters
|
|
22
Chevron
CVX
$459B
| $1.89M | 0.64% |
+18,334
| New | +$1.87M |
2016 Q3
0 quarters
|
|
23
Ford
F
$48.9B
| $1.87M | 0.64% |
+154,827
| New | +$1.95M |
2016 Q3
0 quarters
|
|
24
SiriusXM
SIRI
$9.8B
| $1.86M | 0.63% |
44,576
+43,438
| +3,817% | +$1.81M |
2015 Q3
4 quarters
|
|
25
Apple
AAPL
$5.03T
| $1.78M | 0.61% |
+63,100
| New | +$1.67M |
2016 Q3
0 quarters
|
|
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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 Miscellaneous at 25% of assets, down from 25% a quarter earlier, followed by Financials and Consumer Discretionary.
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.