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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
TWTR
551
DELISTED
Twitter, Inc.
TWTR
– –
-19,810
Closed -$328K
Y
552
DELISTED
Alleghany Corp
Y
– –
-828
Closed -$411K
GSV
553
DELISTED
Gold Standard Ventures Corp.
GSV
– –
-16,932
Closed -$18K
SFUN
554
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
– –
-239
Closed -$72K
CZZ
555
DELISTED
Cosan Limited
CZZ
– –
-20,446
Closed -$101K
DNR
556
DELISTED
Denbury Resources, Inc.
DNR
– –
-24,859
Closed -$55K
NE
557
DELISTED
Noble Corporation
NE
– –
-10,832
Closed -$112K
ALO
558
DELISTED
Alio Gold Inc
ALO
– –
-1,500
Closed -$3K
SDRL
559
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-166
Closed -$147K
AGN
560
DELISTED
Allergan plc
AGN
– –
-1,687
Closed -$452K
TLRA
561
DELISTED
Telaria, Inc.
TLRA
– –
-20,762
Closed -$37K
GASL
562
DELISTED
Direxion Daily Natural Gas Related Bull 3X Shares
GASL
– –
-21
Closed -$275K
MDR
563
DELISTED
McDermott International
MDR
– –
-12,040
Closed -$148K
STI
564
DELISTED
SunTrust Banks, Inc.
STI
– –
-8,612
Closed -$311K
AREX
565
DELISTED
Approach Resources Inc.
AREX
– –
-23,948
Closed -$28K
UPL
566
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-64,491
Closed -$32K
BAC.WS.A
567
DELISTED
Bank Of America Corporation Ws A
BAC.WS.A
– –
-12,381
Closed -$48K
LKM
568
DELISTED
Link Motion Inc.
LKM
– –
-13,711
Closed -$63K
AET
569
DELISTED
Aetna Inc
AET
– –
-3,713
Closed -$417K
BWP
570
DELISTED
Boardwalk Pipeline Partners
BWP
– –
-25,993
Closed -$383K
STB
571
DELISTED
Student Transportation Inc
STB
– –
-12,007
Closed -$61K
WG
572
DELISTED
Willbros Group
WG
– –
-13,794
Closed -$29K
CASC
573
DELISTED
Cascadian Therapeutics, Inc.
CASC
– –
-1,985
Closed -$15K
SNI
574
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
– –
-3,421
Closed -$224K
MORE
575
DELISTED
Monogram Residential Trust, Inc.
MORE
– –
-10,154
Closed -$100K
21 22
23
24 25

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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.