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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
GRPN icon
276
Groupon
GRPN
$1.07B
$192K 0.1%
+2,953
New +$218K
JHD
277
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
$189K 0.1%
+18,331
New +$185K
MUFG icon
278
Mitsubishi UFJ Financial
MUFG
$253B
$185K 0.1%
+41,755
New +$197K
UVXY icon
279
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$237M
– –
0
– –
ISBC
280
DELISTED
Investors Bancorp, Inc.
ISBC
$174K 0.09%
+15,687
New +$182K
CTF
281
DELISTED
Nuveen Long/Short Commodity Fd
CTF
$168K 0.09%
+11,367
New +$170K
PPT
282
Franklin Premier Income Trust
PPT
$323M
$163K 0.09%
+34,777
New +$164K
TEF
283
DELISTED
Telefonica
TEF
$162K 0.09%
+21,973
New +$176K
HRG
284
DELISTED
HRG Group, Inc.
HRG
$160K 0.09%
+11,620
New +$160K
UNG icon
285
United States Natural Gas Fund
UNG
$444M
$157K 0.09%
1,138
-157
-12% -$18K
NHA
286
DELISTED
Nuveen Municipal 2021 Target Term Fund
NHA
$157K 0.09%
+15,391
New +$154K
SLVO icon
287
Credit Suisse X-Links Silver Shares Covered Call ETNs due April 21 2033
SLVO
$11.1M
$156K 0.08%
+740
New +$148K
TCF
288
DELISTED
TCF Financial Corporation
TCF
$155K 0.08%
+12,240
New +$162K
P
289
DELISTED
Pandora Media Inc
P
$152K 0.08%
12,173
-7,947
-39% -$82.6K
MTG icon
290
MGIC Investment
MTG
$6.47B
$146K 0.08%
24,505
+13,770
+128% +$93.8K
NRK icon
291
Nuveen New York AMT-Free Quality Municipal Income Fund
NRK
$904M
$144K 0.08%
+10,078
New +$140K
JCP
292
DELISTED
J.C. Penney Company, Inc.
JCP
$144K 0.08%
+16,207
New +$142K
WPG
293
DELISTED
Washington Prime Group Inc.
WPG
$143K 0.08%
+1,418
New +$133K
CMO
294
DELISTED
Capstead Mortgage Corp.
CMO
$142K 0.08%
+14,590
New +$142K
MGT
295
DELISTED
MGT CAPITAL INVESTMENTS INC COM NEW (DE)
MGT
$141K 0.08%
37,037
+3,020
+9% +$5.14K
DAN icon
296
Dana Inc
DAN
$2.95B
$139K 0.08%
+13,204
New +$163K
OIL
297
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$139K 0.08%
+22,268
New +$134K
CLVS
298
DELISTED
Clovis Oncology, Inc.
CLVS
$138K 0.08%
+10,042
New +$147K
CC icon
299
Chemours
CC
$2.57B
$136K 0.07%
+16,532
New +$147K
GSAT icon
300
Globalstar
GSAT
$10.2B
$135K 0.07%
7,460
+5,440
+269% +$145K
10 11
12
13 14

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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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SLT
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RB
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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.