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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
IYW icon
26
iShares US Technology ETF
IYW
$23B
$1.15M 0.62%
+43,636
New +$1.15M
WR
27
DELISTED
Westar Energy Inc
WR
$1.11M 0.6%
+19,767
New +$1.05M
ETR icon
28
Entergy
ETR
$52.4B
$1.07M 0.58%
+26,288
New +$1.01M
AMZN icon
29
Amazon
AMZN
$2.48T
$1.05M 0.57%
+29,300
New +$991K
C icon
30
Citigroup
C
$222B
$1.05M 0.57%
+24,696
New +$1.09M
CSCO icon
31
Cisco
CSCO
$456B
$1.03M 0.56%
+35,813
New +$1.01M
SCHF icon
32
Schwab International Equity ETF
SCHF
$65.5B
$1.02M 0.56%
+75,648
New +$1.04M
CNP icon
33
CenterPoint Energy
CNP
$28.8B
$999K 0.54%
41,641
+31,961
+330% +$705K
KHC icon
34
Kraft Heinz
KHC
$32.4B
$997K 0.54%
+11,273
New +$927K
SSO icon
35
ProShares Ultra S&P500
SSO
$7.75B
$992K 0.54%
119,640
-248,552
-68% -$2.02M
COST icon
36
Costco
COST
$429B
$979K 0.53%
6,236
+4,116
+194% +$623K
ABT icon
37
Abbott
ABT
$187B
$934K 0.51%
+23,766
New +$946K
AME icon
38
Ametek
AME
$55.3B
$920K 0.5%
+19,908
New +$958K
HBI
39
DELISTED
Hanesbrands
HBI
$915K 0.5%
+36,415
New +$992K
AMG icon
40
Affiliated Managers Group
AMG
$9.78B
$914K 0.5%
6,491
+4,835
+292% +$791K
LRCX icon
41
Lam Research
LRCX
$337B
$913K 0.5%
+108,580
New +$872K
VXX
42
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$902K 0.49%
+4,086
New +$1.02M
SYY icon
43
Sysco
SYY
$40.7B
$868K 0.47%
+17,107
New +$828K
BURL icon
44
Burlington
BURL
$23.3B
$856K 0.47%
+12,830
New +$753K
EWC icon
45
iShares MSCI Canada ETF
EWC
$6.18B
$852K 0.46%
+34,775
New +$852K
GOOG icon
46
Alphabet (Google) Class C
GOOG
$4.07T
$849K 0.46%
+24,520
New +$881K
EMB icon
47
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$843K 0.46%
+7,320
New +$816K
GM icon
48
General Motors
GM
$81.7B
$836K 0.45%
29,549
+20,869
+240% +$633K
UGI icon
49
UGI
UGI
$7.92B
$829K 0.45%
+18,326
New +$772K
VEEV icon
50
Veeva Systems
VEEV
$32.7B
$808K 0.44%
+23,688
New +$704K
1
2
3 4 5

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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.