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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
EXEL icon
151
Exelixis
EXEL
$14.2B
$357K 0.19%
+45,691
New +$263K
EWG icon
152
iShares MSCI Germany ETF
EWG
$1.56B
$355K 0.19%
14,768
-14,987
-50% -$383K
TEVA icon
153
Teva Pharmaceuticals
TEVA
$36.9B
$351K 0.19%
6,985
+3,163
+83% +$168K
DBC icon
154
Invesco DB Commodity Index Tracking Fund
DBC
$1.65B
$346K 0.19%
22,531
-8,511
-27% -$123K
DAL icon
155
Delta Air Lines
DAL
$58.8B
$344K 0.19%
9,440
+2,133
+29% +$90.7K
GDXJ icon
156
VanEck Junior Gold Miners ETF
GDXJ
$6.99B
$344K 0.19%
+8,078
New +$292K
SKX
157
DELISTED
Skechers
SKX
$341K 0.19%
+11,458
New +$346K
ITUB icon
158
Itaú Unibanco
ITUB
$91.6B
$340K 0.19%
+81,619
New +$315K
XLK icon
159
State Street Technology Select Sector SPDR ETF
XLK
$112B
$340K 0.19%
+15,690
New +$340K
SPLV icon
160
Invesco S&P 500 Low Volatility ETF
SPLV
$7.28B
$333K 0.18%
+7,787
New +$316K
DWTI
161
DELISTED
VelocityShares 3x Inverse Crude ETN linked to the S&P GSCI Crude Oil Index Excess Return
DWTI
$333K 0.18%
+4,548
New +$431K
EW icon
162
Edwards Lifesciences
EW
$48.2B
$332K 0.18%
+9,996
New +$342K
IART icon
163
Integra LifeSciences
IART
$1.54B
$331K 0.18%
+8,286
New +$298K
MUR icon
164
Murphy Oil
MUR
$5.25B
$325K 0.18%
+10,250
New +$310K
SPXL icon
165
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
$325K 0.18%
14,760
+2,612
+22% +$55.9K
DB icon
166
Deutsche Bank
DB
$67.6B
$322K 0.18%
+26,228
New +$394K
EL icon
167
Estee Lauder
EL
$30.7B
$320K 0.17%
+3,513
New +$328K
GK
168
DELISTED
G&K Services Inc
GK
$319K 0.17%
+4,170
New +$307K
EPP icon
169
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$316K 0.17%
+8,071
New +$316K
NSC icon
170
Norfolk Southern
NSC
$76.1B
$316K 0.17%
+3,716
New +$316K
EVHC
171
DELISTED
Envision Healthcare Holdings Inc
EVHC
$314K 0.17%
+4,130
New +$293K
HRI icon
172
Herc Holdings
HRI
$4.95B
$310K 0.17%
9,328
+5,938
+175% +$171K
UNFI icon
173
United Natural Foods
UNFI
$3.07B
$309K 0.17%
+6,595
New +$253K
HSBC icon
174
HSBC
HSBC
$356B
$307K 0.17%
+11,013
New +$311K
UCO icon
175
ProShares Ultra Bloomberg Crude Oil
UCO
$390M
$300K 0.16%
1,961
+665
+51% +$96.4K
5 6
7
8 9

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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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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.