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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
ABR icon
326
Arbor Realty Trust
ABR
$979M
$75K 0.04%
+10,448
New +$71.4K
TVIX
327
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$73K 0.04%
1
-1
-50% -$81.6K
XOMA
328
DELISTED
Xoma
XOMA
$69K 0.04%
6,253
+5,751
+1,146% +$82.4K
MITL
329
DELISTED
Mitel Networks Corporation
MITL
$67K 0.04%
+10,672
New +$72.9K
SVU
330
DELISTED
SUPERVALU Inc.
SVU
$63K 0.03%
+1,906
New +$65.4K
SBND
331
DELISTED
DEUTSCHE BK AG LONDON DB 3X SHORT US TREAS BD ETN
SBND
$61K 0.03%
+20,624
New +$74.4K
FTR
332
DELISTED
Frontier Communications Corp.
FTR
$59K 0.03%
+794
New +$62.2K
VANI icon
333
Vivani Medical
VANI
$113M
$57K 0.03%
+666
New +$69.3K
BV
334
DELISTED
Bazaarvoice, Inc.
BV
$56K 0.03%
13,892
+296
+2% +$1.04K
HL icon
335
Hecla Mining
HL
$9.76B
$55K 0.03%
10,739
-96,926
-90% -$392K
SAN icon
336
Banco Santander
SAN
$200B
$55K 0.03%
14,774
-50,263
-77% -$218K
GFA
337
DELISTED
Gafisa S.A.
GFA
$55K 0.03%
+3,196
New +$52.7K
OCSL icon
338
Oaktree Specialty Lending
OCSL
$1.06B
$54K 0.03%
+3,723
New +$57K
FBP icon
339
First Bancorp
FBP
$4.47B
$51K 0.03%
+12,772
New +$48K
MDVX
340
DELISTED
Medovex Corp. Common Stock
MDVX
$51K 0.03%
+38,781
New +$52.7K
AUO
341
DELISTED
AU Optronics Corp
AUO
$51K 0.03%
+14,559
New +$41.1K
AKS
342
DELISTED
AK Steel Holding Corp
AKS
$50K 0.03%
10,650
-32,518
-75% -$143K
WPRT
343
Westport Fuel Systems
WPRT
$32.9M
$48K 0.03%
2,865
+1,455
+103% +$31.3K
SIRI icon
344
SiriusXM
SIRI
$10.7B
$45K 0.02%
1,138
-10,374
-90% -$408K
CARM
345
DELISTED
Carisma Therapeutics
CARM
$42K 0.02%
1,271
+99
+8% +$2.5K
ENPH icon
346
Enphase Energy
ENPH
$4.79B
$42K 0.02%
20,975
+9,533
+83% +$20.9K
GLUU
347
DELISTED
Glu Mobile Inc.
GLUU
$42K 0.02%
+19,117
New +$48.1K
HTCH
348
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$42K 0.02%
+12,500
New +$45.2K
EXK
349
Endeavour Silver
EXK
$2.29B
$40K 0.02%
10,145
-53,072
-84% -$184K
EXTR icon
350
Extreme Networks
EXTR
$3.92B
$40K 0.02%
+11,813
New +$40.4K
12 13
14
15 16

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AWP
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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.