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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
SWN
451
DELISTED
Southwestern Energy Company
SWN
$199K 0.07%
14,405
-16,790
-54% -$233K
CECO icon
452
Ceco Environmental
CECO
$3.85B
$196K 0.07%
+17,406
New +$177K
EMLC icon
453
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.79B
$196K 0.07%
+5,139
New +$195K
BB icon
454
BlackBerry
BB
$4.98B
$192K 0.07%
+24,030
New +$180K
S
455
DELISTED
Sprint Corporation
S
$189K 0.06%
28,469
+9,155
+47% +$54.3K
CNH
456
CNH Industrial
CNH
$12.7B
$188K 0.06%
+29,926
New +$186K
RJI
457
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$184K 0.06%
36,823
+14,371
+64% +$70.9K
DHT icon
458
DHT Holdings
DHT
$2.99B
$183K 0.06%
+43,731
New +$203K
CHS
459
DELISTED
Chicos FAS, Inc.
CHS
$182K 0.06%
+15,307
New +$181K
CCJ icon
460
Cameco
CCJ
$37.6B
$180K 0.06%
+20,999
New +$202K
SUNS
461
DELISTED
SLR Senior Investment Corp. Common Stock
SUNS
$180K 0.06%
+11,093
New +$184K
NAD icon
462
Nuveen Quality Municipal Income Fund
NAD
$2.74B
$178K 0.06%
+11,822
New +$183K
GRPN icon
463
Groupon
GRPN
$1.05B
$175K 0.06%
1,696
-1,257
-43% -$123K
CAMP
464
DELISTED
CalAmp Corp.
CAMP
$175K 0.06%
+546
New +$187K
PLUG icon
465
Plug Power
PLUG
$2.87B
$174K 0.06%
+101,989
New +$169K
PSEC icon
466
Prospect Capital
PSEC
$1.07B
$174K 0.06%
+21,484
New +$177K
NWS icon
467
News Corp Class B
NWS
$16.9B
$172K 0.06%
+12,114
New +$165K
NWSA icon
468
News Corp Class A
NWSA
$14.9B
$172K 0.06%
+12,273
New +$162K
OIL
469
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$172K 0.06%
29,584
+7,316
+33% +$41.2K
SDRL
470
DELISTED
Seadrill Limited Common Stock
SDRL
$171K 0.06%
+269
New +$193K
DZZ icon
471
DB Gold Double Short ETN due Feb 15 2038
DZZ
$3.42M
$168K 0.06%
+31,590
New +$163K
FORM icon
472
FormFactor
FORM
$8.28B
$165K 0.06%
+15,235
New +$153K
GPK icon
473
Graphic Packaging
GPK
$3.17B
$165K 0.06%
+11,810
New +$162K
CDE icon
474
Coeur Mining
CDE
$15.4B
$159K 0.05%
+13,407
New +$183K
CY
475
DELISTED
Cypress Semiconductor
CY
$159K 0.05%
+13,110
New +$150K
17 18
19
20 21

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MCM
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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.