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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
AMZN icon
1
Amazon
AMZN
$2.53T
$6.16M 2.1%
147,100
+117,800
+402% +$4.51M
NEE icon
2
NextEra Energy
NEE
$183B
$5.82M 1.98%
+190,164
New +$5.99M
XLP icon
3
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$5.55M 1.89%
104,264
+92,892
+817% +$5.06M
CME icon
4
CME Group
CME
$96.1B
$4.95M 1.69%
47,322
+2,322
+5% +$242K
XLI icon
5
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$4.03M 1.37%
+69,073
New +$4.01M
MCD icon
6
McDonald's
MCD
$191B
$3.93M 1.34%
34,071
+28,567
+519% +$3.39M
XLY icon
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$3.78M 1.29%
+94,494
New +$3.81M
XLU icon
8
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$3.46M 1.18%
141,030
+118,002
+512% +$3M
BA icon
9
Boeing
BA
$175B
$2.75M 0.94%
+20,891
New +$2.75M
UPRO icon
10
ProShares UltraPro S&P 500
UPRO
$5.13B
$2.72M 0.93%
221,316
-92,520
-29% -$1.13M
WFC icon
11
Wells Fargo
WFC
$258B
$2.71M 0.92%
61,202
+8,651
+16% +$414K
TEVA icon
12
Teva Pharmaceuticals
TEVA
$41.2B
$2.54M 0.86%
55,096
+48,111
+689% +$2.51M
NKE icon
13
Nike
NKE
$62.7B
$2.34M 0.8%
44,386
+35,258
+386% +$1.99M
LRCX icon
14
Lam Research
LRCX
$372B
$2.32M 0.79%
244,530
+135,950
+125% +$1.24M
XOM icon
15
ExxonMobil
XOM
$651B
$2.25M 0.77%
+25,810
New +$2.29M
WMT icon
16
Walmart Inc
WMT
$884B
$2.21M 0.75%
+92,004
New +$2.23M
CELG
17
DELISTED
Celgene Corp
CELG
$2.19M 0.74%
+20,908
New +$2.26M
UNP icon
18
Union Pacific
UNP
$172B
$2.04M 0.7%
+20,970
New +$1.96M
IEMG icon
19
iShares Core MSCI Emerging Markets ETF
IEMG
$149B
$1.99M 0.68%
+43,689
New +$1.94M
XLK icon
20
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.98M 0.67%
82,824
+67,134
+428% +$1.56M
XLRE icon
21
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.6B
$1.9M 0.65%
+57,935
New +$1.94M
CVX icon
22
Chevron
CVX
$383B
$1.89M 0.64%
+18,334
New +$1.87M
F icon
23
Ford
F
$59.3B
$1.87M 0.64%
+154,827
New +$1.95M
SIRI icon
24
SiriusXM
SIRI
$10.4B
$1.86M 0.63%
44,576
+43,438
+3,817% +$1.81M
AAPL icon
25
Apple
AAPL
$4.9T
$1.78M 0.61%
+63,100
New +$1.67M
1
2 3 4 5

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OAM
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NOCM
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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.