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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
HST icon
476
Host Hotels & Resorts
HST
$17.2B
$158K 0.05%
+10,150
New +$174K
REM icon
477
iShares Mortgage Real Estate ETF
REM
$539M
$158K 0.05%
+3,768
New +$160K
NGD
478
DELISTED
New Gold Inc
NGD
$157K 0.05%
36,099
+8,378
+30% +$41.8K
PBR icon
479
Petrobras
PBR
$125B
$156K 0.05%
+16,683
New +$146K
RITM icon
480
Rithm Capital
RITM
$5.52B
$156K 0.05%
11,330
-5,836
-34% -$81.4K
SDOW icon
481
ProShares UltraPro Short Dow 30
SDOW
$162M
$154K 0.05%
+45
New +$154K
MBT
482
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$154K 0.05%
20,185
+5,634
+39% +$47.7K
FLG
483
Flagstar Bank National Association
FLG
$5.93B
$153K 0.05%
+3,585
New +$158K
VALE.P
484
DELISTED
Vale S A
VALE.P
$153K 0.05%
+32,519
New +$148K
TWO
485
Two Harbors Investment
TWO
$1.27B
$152K 0.05%
+2,234
New +$157K
AVP
486
DELISTED
Avon Products, Inc.
AVP
$151K 0.05%
+26,710
New +$133K
MORE
487
DELISTED
Monogram Residential Trust, Inc.
MORE
$150K 0.05%
+14,061
New +$146K
OPK icon
488
Opko Health
OPK
$985M
$148K 0.05%
+13,962
New +$139K
SGI
489
DELISTED
Silicon Graphics Intl.
SGI
$144K 0.05%
+18,647
New +$124K
OVV icon
490
Ovintiv
OVV
$17.3B
$142K 0.05%
+2,712
New +$122K
EXG icon
491
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$3B
$139K 0.05%
+15,965
New +$140K
FLEX icon
492
Flex
FLEX
$41.7B
$139K 0.05%
13,526
-64,413
-83% -$625K
GAIN icon
493
Gladstone Investment Corp
GAIN
$642M
$134K 0.05%
+15,057
New +$126K
MDRX
494
DELISTED
Veradigm Inc. Common Stock
MDRX
$134K 0.05%
+10,147
New +$136K
LTM
495
DELISTED
LATAM Airlines Group S.A American Depositary Shares (Each representing 1 Common Share)
LTM
$132K 0.05%
+16,288
New +$134K
PSP icon
496
Invesco Global Listed Private Equity ETF
PSP
$232M
$131K 0.04%
+2,419
New +$129K
SPWR
497
DELISTED
SunPower Corporation Common Stock
SPWR
$129K 0.04%
+22,119
New +$172K
VIAV icon
498
Viavi Solutions
VIAV
$9.11B
$128K 0.04%
17,370
-14,932
-46% -$109K
CMBT
499
CMB.TECH NV
CMBT
$4.69B
$128K 0.04%
+16,714
New +$146K
FCRD
500
DELISTED
First Eagle Alternative Capital BDC, Inc. Common Stock
FCRD
$126K 0.04%
+13,203
New +$139K
18 19
20
21 22

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NOCM
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QIM
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OMG
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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.