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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
HYG icon
101
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$495K 0.27%
5,850
+1,908
+48% +$159K
UNF icon
102
Unifirst Corp
UNF
$5.43B
$493K 0.27%
+4,263
New +$476K
TBT icon
103
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$289M
$490K 0.27%
+15,467
New +$551K
EEM icon
104
iShares MSCI Emerging Markets ETF
EEM
$28B
$488K 0.27%
+14,190
New +$476K
IWM icon
105
iShares Russell 2000 ETF
IWM
$80.4B
$482K 0.26%
4,195
-755
-15% -$85.2K
LOW icon
106
Lowe's Companies
LOW
$122B
$475K 0.26%
+6,005
New +$465K
SPG icon
107
Simon Property Group
SPG
$76.8B
$475K 0.26%
+2,188
New +$447K
WRI
108
DELISTED
Weingarten Realty Investors
WRI
$470K 0.26%
+11,512
New +$438K
GDX icon
109
VanEck Gold Miners ETF
GDX
$22.7B
$469K 0.26%
16,943
-19,397
-53% -$466K
DHR icon
110
Danaher
DHR
$140B
$463K 0.25%
+6,823
New +$446K
XIV
111
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$460K 0.25%
+18,392
New +$510K
FXE icon
112
Invesco CurrencyShares Euro Currency Trust
FXE
$342M
$455K 0.25%
+4,206
New +$464K
ARCC icon
113
Ares Capital
ARCC
$13.7B
$453K 0.25%
+31,916
New +$474K
PCRX icon
114
Pacira BioSciences
PCRX
$1.05B
$452K 0.25%
+13,392
New +$658K
SHPG
115
DELISTED
Shire pic
SHPG
$452K 0.25%
+2,454
New +$443K
SLB icon
116
SLB Ltd
SLB
$74.2B
$446K 0.24%
5,646
+2,825
+100% +$217K
LNT icon
117
Alliant Energy
LNT
$19.1B
$443K 0.24%
+11,155
New +$414K
VCIT icon
118
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.4B
$443K 0.24%
+4,951
New +$434K
AA icon
119
Alcoa
AA
$11.7B
$440K 0.24%
+19,774
New +$463K
SWX icon
120
Southwest Gas
SWX
$6.7B
$434K 0.24%
+5,517
New +$381K
FLOT icon
121
iShares Floating Rate Bond ETF
FLOT
$10.2B
$432K 0.24%
+8,529
New +$431K
SPGI icon
122
S&P Global
SPGI
$126B
$427K 0.23%
+3,983
New +$427K
GS icon
123
Goldman Sachs
GS
$305B
$423K 0.23%
+2,848
New +$444K
PENN icon
124
PENN Entertainment
PENN
$2.82B
$423K 0.23%
+30,333
New +$475K
DG icon
125
Dollar General
DG
$27.8B
$420K 0.23%
+4,464
New +$385K
3 4
5
6 7

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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.