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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
TFCFA
76
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$629K 0.34%
+23,238
New +$677K
XLP icon
77
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$627K 0.34%
11,372
+4,024
+55% +$214K
ODP
78
DELISTED
ODP
ODP
$624K 0.34%
+18,864
New +$921K
DRI icon
79
Darden Restaurants
DRI
$23.7B
$609K 0.33%
+9,615
New +$629K
XLU icon
80
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$604K 0.33%
23,028
+11,014
+92% +$271K
STE icon
81
Steris
STE
$22.4B
$603K 0.33%
+8,770
New +$614K
ALB icon
82
Albemarle
ALB
$13.3B
$598K 0.33%
+7,540
New +$554K
RDEN
83
DELISTED
ELIZABETH ARDEN INC
RDEN
$597K 0.32%
+43,395
New +$433K
SPSB icon
84
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.4B
$587K 0.32%
+19,057
New +$584K
IWD icon
85
iShares Russell 1000 Value ETF
IWD
$82.2B
$583K 0.32%
+5,650
New +$570K
EWH icon
86
iShares MSCI Hong Kong ETF
EWH
$1.24B
$581K 0.32%
29,695
+10,201
+52% +$200K
TSRO
87
DELISTED
TESARO, Inc.
TSRO
$576K 0.31%
+6,855
New +$306K
BBY icon
88
Best Buy
BBY
$18.9B
$569K 0.31%
+18,605
New +$585K
SBNY
89
DELISTED
Signature Bank
SBNY
$564K 0.31%
+4,513
New +$603K
LGIH icon
90
LGI Homes
LGIH
$1.43B
$551K 0.3%
+17,249
New +$478K
FXU icon
91
First Trust Utilities AlphaDEX Fund
FXU
$836M
$543K 0.3%
+20,095
New +$515K
IEV icon
92
iShares Europe ETF
IEV
$1.64B
$528K 0.29%
+13,970
New +$548K
ZNGA
93
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$522K 0.28%
+209,579
New +$523K
NOK icon
94
Nokia
NOK
$49.9B
$517K 0.28%
+90,890
New +$515K
GD icon
95
General Dynamics
GD
$106B
$514K 0.28%
+3,693
New +$515K
WBC
96
DELISTED
WABCO HOLDINGS INC.
WBC
$509K 0.28%
+5,556
New +$588K
NKE icon
97
Nike
NKE
$63.9B
$504K 0.27%
+9,128
New +$520K
ITT icon
98
ITT
ITT
$17.8B
$503K 0.27%
+15,739
New +$564K
VWO icon
99
Vanguard FTSE Emerging Markets ETF
VWO
$119B
$502K 0.27%
+14,262
New +$487K
FCX icon
100
Freeport-McMoran
FCX
$88.6B
$495K 0.27%
44,415
-7,079
-14% -$78.4K
2 3
4
5 6

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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.