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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
ANY icon
626
Sphere 3D
ANY
$17.4M
$11K ﹤0.01%
+2
New +$20.1K
ITP icon
627
IT Tech Packaging
ITP
$2.94M
$11K ﹤0.01%
+1,021
New +$11K
GIGA
628
DELISTED
Giga-Tronics Inc
GIGA
$11K ﹤0.01%
+12,144
New +$12.7K
RMGN
629
DELISTED
RMG Networks Holding Corporation
RMGN
$11K ﹤0.01%
+3,033
New +$12K
SINT icon
630
SiNtx Technologies
SINT
$9.73M
– –
0
– –
DNN icon
631
Denison Mines
DNN
$2.52B
$9K ﹤0.01%
19,305
+4,679
+32% +$2.42K
IMNP
632
DELISTED
Immune Pharmaceuticals Inc.
IMNP
$9K ﹤0.01%
+1,575
New +$11.6K
WSTL
633
DELISTED
Westell Technologies Inc
WSTL
$9K ﹤0.01%
+4,355
New +$10.7K
PCO
634
DELISTED
Pendrell Corporation - Class A
PCO
$8K ﹤0.01%
+11
New +$7.26K
ALBO
635
DELISTED
Albireo Pharma Inc
ALBO
$6K ﹤0.01%
+492
New +$5.8K
PRPO icon
636
Precipio
PRPO
$36.5M
$5K ﹤0.01%
+2
New +$6.85K
TGB
637
Trekor Metals
TGB
$2.42B
$5K ﹤0.01%
+11,385
New +$5.92K
MGH
638
DELISTED
Minco Gold Corp
MGH
$5K ﹤0.01%
+16,583
New +$4.99K
IKGH
639
DELISTED
Iao Kun Group Holding Company Limited
IKGH
$3K ﹤0.01%
+11,197
New +$7.93K
TLOG
640
DELISTED
TetraLogic Pharmaceuticals Corporation
TLOG
$3K ﹤0.01%
+15,983
New +$3.69K
GCVRZ
641
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$3K ﹤0.01%
+11,841
New +$3K
FES
642
DELISTED
Forbes Energy Services Ltd
FES
$2K ﹤0.01%
11,014
-182
-2% -$29
IMUC
643
DELISTED
ImmunoCellular Therapeutics, Ltd.
IMUC
$2K ﹤0.01%
+515
New +$3.31K
C.WS.A
644
DELISTED
Citigroup Inc
C.WS.A
$1K ﹤0.01%
17,122
-5,287
-24% -$309
BAC.WS.B
645
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
$1K ﹤0.01%
11,592
-32,005
-73% -$2.99K
AA icon
646
Alcoa
AA
$11.9B
– –
-19,774
Closed -$440K
ABCB icon
647
Ameris Bancorp
ABCB
$5.85B
– –
-6,779
Closed -$201K
ABR icon
648
Arbor Realty Trust
ABR
$923M
– –
-10,448
Closed -$75K
ALB icon
649
Albemarle
ALB
$13.8B
– –
-7,540
Closed -$598K
AMBA icon
650
Ambarella
AMBA
$3.3B
– –
-5,053
Closed -$257K
24 25
26
27 28

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BCM
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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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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.