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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
FIT
826
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-18,632
Closed -$228K
DNKN
827
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-5,835
Closed -$255K
FORK
828
DELISTED
Fuling Global Inc
FORK
– –
-11,011
Closed -$25K
TRQ
829
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-6,983
Closed -$236K
GMO
830
DELISTED
General Moly, Inc.
GMO
– –
-11,771
Closed -$4K
SCON
831
DELISTED
Superconductor Technologies Inc.
SCON
– –
-24
Closed -$7K
VQT
832
DELISTED
iPath S&P VEQTOR ETN
VQT
– –
-1,514
Closed -$201K
IBKC
833
DELISTED
IBERIABANK Corp
IBKC
– –
-3,583
Closed -$214K
SAEX
834
DELISTED
SAExploration Holdings, Inc.
SAEX
– –
-4
Closed -$1K
WBC
835
DELISTED
WABCO HOLDINGS INC.
WBC
– –
-5,556
Closed -$509K
DWTR
836
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
– –
-9,676
Closed -$238K
BLPH
837
DELISTED
Bellerophon Therapeutics, Inc.
BLPH
– –
-858
Closed -$22K
VIAB
838
DELISTED
Viacom Inc. Class B
VIAB
– –
-5,513
Closed -$229K
BHBK
839
DELISTED
Blue Hills Bancorp, Inc.
BHBK
– –
-13,181
Closed -$195K
IDTI
840
DELISTED
Integrated Device Technology I
IDTI
– –
-9,939
Closed -$200K
TSRO
841
DELISTED
TESARO, Inc.
TSRO
– –
-6,855
Closed -$576K
RHE
842
DELISTED
Regional Health Properties, Inc.
RHE
– –
-851
Closed -$19K
ESRX
843
DELISTED
Express Scripts Holding Company
ESRX
– –
-9,792
Closed -$742K
MITL
844
DELISTED
Mitel Networks Corporation
MITL
– –
-10,672
Closed -$67K
DGAZ
845
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
– –
-127
Closed -$86K
SVU
846
DELISTED
SUPERVALU Inc.
SVU
– –
-1,906
Closed -$63K
EVHC
847
DELISTED
Envision Healthcare Holdings Inc
EVHC
– –
-4,130
Closed -$314K
CDTI
848
DELISTED
CDTI Advanced Materials, Inc. Common Stock
CDTI
– –
-673
Closed -$6K
FINL
849
DELISTED
Finish Line
FINL
– –
-12,076
Closed -$244K
IPXL
850
DELISTED
Impax Laboratories, Inc.
IPXL
– –
-7,346
Closed -$212K
32 33
34
35 36

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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.