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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
PNC icon
126
PNC Financial Services
PNC
$100B
$417K 0.23%
+5,122
New +$440K
STJ
127
DELISTED
St Jude Medical
STJ
$414K 0.23%
+5,307
New +$378K
CI icon
128
Cigna
CI
$79.6B
$411K 0.22%
3,209
+1,549
+93% +$205K
ZION icon
129
Zions Bancorporation
ZION
$10.1B
$411K 0.22%
+16,340
New +$434K
EQIX icon
130
Equinix
EQIX
$102B
$408K 0.22%
+1,052
New +$367K
JNK icon
131
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
$408K 0.22%
+3,807
New +$399K
APTV icon
132
Aptiv
APTV
$12.6B
$404K 0.22%
+6,454
New +$451K
GG
133
DELISTED
Goldcorp Inc
GG
$403K 0.22%
+21,052
New +$373K
UBS icon
134
UBS Group
UBS
$171B
$401K 0.22%
+30,960
New +$473K
FEX icon
135
First Trust Large Cap Core AlphaDEX Fund
FEX
$1.58B
$400K 0.22%
+8,884
New +$396K
IAG icon
136
IAMGOLD
IAG
$8.24B
$395K 0.21%
+95,291
New +$325K
SWN
137
DELISTED
Southwestern Energy Company
SWN
$392K 0.21%
+31,195
New +$378K
MSFT icon
138
Microsoft
MSFT
$2.92T
$389K 0.21%
7,609
-2,177
-22% -$113K
LH icon
139
Labcorp
LH
$25.8B
$386K 0.21%
+3,445
New +$371K
KMI icon
140
Kinder Morgan
KMI
$70.3B
$385K 0.21%
+20,566
New +$367K
LABU icon
141
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$538M
$382K 0.21%
+677
New +$424K
LVS icon
142
Las Vegas Sands
LVS
$32B
$380K 0.21%
+8,745
New +$409K
HRB icon
143
H&R Block
HRB
$5.7B
$378K 0.21%
+16,424
New +$365K
ALXN
144
DELISTED
Alexion Pharmaceuticals
ALXN
$377K 0.21%
+3,228
New +$458K
PFE icon
145
Pfizer
PFE
$144B
$370K 0.2%
11,083
-28,497
-72% -$909K
BBL
146
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$368K 0.2%
+14,505
New +$358K
JBLU icon
147
JetBlue
JBLU
$2.23B
$362K 0.2%
+21,884
New +$407K
FEZ icon
148
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.32B
$360K 0.2%
+11,559
New +$382K
SBAC icon
149
SBA Communications
SBAC
$18.6B
$360K 0.2%
+3,335
New +$338K
NXPI icon
150
NXP Semiconductors
NXPI
$65.4B
$359K 0.2%
+4,580
New +$393K
4 5
6
7 8

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AWP
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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
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TIM
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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.