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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
BAX icon
426
Baxter International
BAX
$12.6B
– –
-4,994
Closed -$205K
BDX icon
427
Becton Dickinson
BDX
$45.8B
– –
-1,976
Closed -$293K
BIL icon
428
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
– –
-4,966
Closed -$454K
BKNG icon
429
Booking.com
BKNG
$154B
– –
-14,400
Closed -$742K
BRK.B icon
430
Berkshire Hathaway Class B
BRK.B
$1.11T
– –
-2,712
Closed -$385K
BTG icon
431
B2Gold
BTG
$5.12B
– –
-36,705
Closed -$61K
BXC icon
432
BlueLinx
BXC
$465M
– –
-1,657
Closed -$10K
CDE icon
433
Coeur Mining
CDE
$15.4B
– –
-48,459
Closed -$272K
CHRD icon
434
Chord Energy
CHRD
$7.25B
– –
-40,459
Closed -$295K
CL icon
435
Colgate-Palmolive
CL
$74.2B
– –
-3,882
Closed -$274K
CMF icon
436
iShares California Muni Bond ETF
CMF
$4.56B
– –
-3,794
Closed -$226K
CVM icon
437
CEL-SCI Corp
CVM
$21M
– –
-21
Closed -$8K
DD icon
438
DuPont de Nemours
DD
$19B
– –
-2,504
Closed -$323K
DIS icon
439
Walt Disney
DIS
$172B
– –
-4,034
Closed -$401K
DXJ icon
440
WisdomTree Japan Hedged Equity Fund
DXJ
$7.12B
– –
-9,219
Closed -$403K
ET icon
441
Energy Transfer Partners
ET
$69.5B
– –
-21,091
Closed -$150K
EUO icon
442
ProShares UltraShort Euro
EUO
$35.5M
– –
-12,457
Closed -$289K
EWA icon
443
iShares MSCI Australia ETF
EWA
$1.39B
– –
-22,999
Closed -$444K
EWI icon
444
iShares MSCI Italy ETF
EWI
$993M
– –
-15,645
Closed -$382K
EWT icon
445
iShares MSCI Taiwan ETF
EWT
$9.59B
– –
-10,042
Closed -$278K
EWZ icon
446
iShares MSCI Brazil ETF
EWZ
$9.13B
– –
-14,116
Closed -$371K
FBND icon
447
Fidelity Total Bond ETF
FBND
$27.2B
– –
-4,543
Closed -$222K
FITB
448
Fifth Third Bancorp
FITB
$52.4B
– –
-11,444
Closed -$191K
FPF
449
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.08B
– –
-10,951
Closed -$247K
FXL icon
450
First Trust Technology AlphaDEX Fund
FXL
$2.45B
– –
-8,074
Closed -$266K
16 17
18
19 20

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AWP
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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
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.