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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
+6.48%
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
$184M
AUM Growth
+$106M
Cap. Flow
+$104M
Cap. Flow %
56.41%
Top 10 Hldgs %
22.88%
Holding
619
New
320
Increased
51
Reduced
41
Closed
197

Top Buys

Rank Stock Value
1
BAC icon
Bank of America
BAC
+$7.91M
2
V icon
Visa
V
+$5.4M
3
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$4.39M
4
HD icon
Home Depot
HD
+$3.99M
5
SDS icon
ProShares UltraShort S&P500
SDS
+$3.82M

Top Sells

Rank Stock Value
1
UPRO icon
ProShares UltraPro S&P 500
UPRO
+$4.59M
2
IBB icon
iShares Biotechnology ETF
IBB
+$2.64M
3
SSO icon
ProShares Ultra S&P500
SSO
+$2.02M
4
IAU icon
iShares Gold Trust
IAU
+$1.32M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$1.12M

Sector Composition

Rank Sector Weight
1 Financials 19.18%
2 Consumer Discretionary 9.26%
3 Technology 8.54%
4 Healthcare 6.03%
5 Industrials 5.81%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IBKC
251
DELISTED
IBERIABANK Corp
IBKC
$214K 0.12%
+3,583
New +$208K
STLA icon
252
Stellantis
STLA
$16.7B
$213K 0.12%
+34,947
New +$253K
EMHY icon
253
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$212K 0.12%
+4,293
New +$205K
SIR
254
DELISTED
SELECT INCOME REIT
SIR
$212K 0.12%
+18,550
New +$197K
IPXL
255
DELISTED
Impax Laboratories, Inc.
IPXL
$212K 0.12%
+7,346
New +$239K
SCNB
256
DELISTED
Suffolk Bancorp
SCNB
$211K 0.11%
+6,732
New +$168K
MRSH
257
Marsh
MRSH
$91.7B
$210K 0.11%
+3,065
New +$197K
BIB icon
258
ProShares Ultra NASDAQ Biotechnology
BIB
$84.4M
$208K 0.11%
+5,365
New +$231K
BND icon
259
Vanguard Total Bond Market
BND
$158B
$208K 0.11%
2,472
-6,472
-72% -$538K
FE icon
260
FirstEnergy
FE
$28.7B
$208K 0.11%
5,954
-3,656
-38% -$124K
HAPN
261
Happen Inc
HAPN
$2.19B
$207K 0.11%
+9,629
New +$278K
ECL icon
262
Ecolab
ECL
$79.6B
$206K 0.11%
+1,741
New +$203K
EPI icon
263
WisdomTree India Earnings Fund ETF
EPI
$2.05B
$205K 0.11%
+10,138
New +$199K
QCOM icon
264
Qualcomm
QCOM
$172B
$205K 0.11%
3,830
-3,063
-44% -$161K
PVTB
265
DELISTED
PrivateBancorp Inc
PVTB
$205K 0.11%
+4,649
New +$189K
BFOR icon
266
Barron's 400 ETF
BFOR
$231M
$204K 0.11%
+26,852
New +$204K
LTC
267
LTC Properties
LTC
$2.14B
$203K 0.11%
+3,923
New +$187K
ABCB icon
268
Ameris Bancorp
ABCB
$5.9B
$201K 0.11%
+6,779
New +$207K
QABA icon
269
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$94M
$201K 0.11%
+5,312
New +$203K
VQT
270
DELISTED
iPath S&P VEQTOR ETN
VQT
$201K 0.11%
+1,514
New +$210K
LEN icon
271
Lennar Class A
LEN
$21.1B
$200K 0.11%
+4,564
New +$200K
IDTI
272
DELISTED
Integrated Device Technology I
IDTI
$200K 0.11%
+9,939
New +$210K
SEF icon
273
ProShares Short Financials
SEF
$13M
$195K 0.11%
+1,450
New +$196K
BHBK
274
DELISTED
Blue Hills Bancorp, Inc.
BHBK
$195K 0.11%
+13,181
New +$189K
ELRC
275
DELISTED
ELECTRO RENT CORP
ELRC
$195K 0.11%
+12,652
New +$141K
9 10
11
12 13

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

Two Sigma Securities's Q2 2016 Portfolio in Review

As of Q2 2016, Two Sigma Securities held 619 positions worth $184M, up 136% from $77.8M the previous quarter. Its ten largest holdings account for 23% of the portfolio.

Two Sigma Securities deployed $104M of net new capital in Q2 2016, opening 320 new positions and adding to 51 existing holdings. Its largest new stake was Visa: 69,017 shares worth $5.12M.

By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Technology.

On the sell side, the largest reduction was ProShares UltraPro S&P 500, an estimated $4.59M trimmed.

  • Two Sigma Securities's largest Q2 2016 buy was Visa: 69,017 shares worth $5.12M.
  • Two Sigma Securities added most to Bank of America in Q2 2016, an estimated $7.91M increase.
  • Two Sigma Securities's biggest Q2 2016 reduction was ProShares UltraPro S&P 500, cutting an estimated $4.59M.
  • Two Sigma Securities fully exited iShares Gold Trust in Q2 2016, selling an estimated $1.32M.
  • Two Sigma Securities's ten largest holdings make up 23% of its $184M portfolio in Q2 2016.
  • Two Sigma Securities opened 320 new positions and closed 197 in Q2 2016.
  • Two Sigma Securities's portfolio value rose 136% quarter-over-quarter to $184M.

Based on Two Sigma Securities's 13F filing for Q2 2016, filed 15 Aug 2016.