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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
IWB icon
176
iShares Russell 1000 ETF
IWB
$47.9B
$292K 0.16%
2,495
+328
+15% +$37.8K
CVGW
177
DELISTED
Calavo Growers
CVGW
$287K 0.16%
+4,286
New +$254K
IBB icon
178
iShares Biotechnology ETF
IBB
$9.55B
$287K 0.16%
3,348
-29,478
-90% -$2.64M
SO icon
179
Southern Company
SO
$109B
$287K 0.16%
+5,355
New +$269K
FLR icon
180
Fluor
FLR
$6.89B
$283K 0.15%
+5,743
New +$299K
VLO icon
181
Valero Energy
VLO
$88.7B
$282K 0.15%
+5,530
New +$313K
DCI icon
182
Donaldson
DCI
$11.1B
$280K 0.15%
+8,151
New +$272K
PHYS icon
183
Sprott Physical Gold
PHYS
$14.5B
$280K 0.15%
+25,545
New +$267K
GPT
184
DELISTED
Gramercy Property Trust
GPT
$279K 0.15%
10,081
+3,822
+61% +$101K
TPH
185
DELISTED
Tri Pointe Homes
TPH
$275K 0.15%
+23,266
New +$272K
NLY icon
186
Annaly Capital Management
NLY
$17.4B
$274K 0.15%
+6,189
New +$263K
TFI icon
187
State Street SPDR Nuveen ICE Municipal Bond ETF
TFI
$3.06B
$274K 0.15%
+5,411
New +$270K
GSK icon
188
GSK
GSK
$108B
$273K 0.15%
+5,039
New +$265K
NFG icon
189
National Fuel Gas
NFG
$7.73B
$273K 0.15%
+4,796
New +$259K
PPC icon
190
Pilgrim's Pride
PPC
$7.09B
$273K 0.15%
+10,702
New +$269K
EEFT icon
191
Euronet Worldwide
EEFT
$3.15B
$271K 0.15%
+3,921
New +$298K
VRSK icon
192
Verisk Analytics
VRSK
$27.8B
$271K 0.15%
+3,337
New +$262K
DEM icon
193
WisdomTree Emerging Markets High Dividend Fund
DEM
$3.84B
$262K 0.14%
+7,396
New +$256K
NEE.PRQ
194
DELISTED
NextEra Energy, Inc.
NEE.PRQ
$262K 0.14%
4,040
-1,103
-21% -$66.8K
SQQQ icon
195
ProShares UltraPro Short QQQ
SQQQ
$2.17B
$261K 0.14%
+1
New +$188K
TNA icon
196
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.34B
$260K 0.14%
8,256
-13,564
-62% -$413K
GGP
197
DELISTED
GGP Inc.
GGP
$259K 0.14%
+8,675
New +$245K
JJG
198
DELISTED
iPath Bloomberg Grains Subindex Total Return ETN due October 22, 2037
JJG
$258K 0.14%
+7,876
New +$263K
AMBA icon
199
Ambarella
AMBA
$3.03B
$257K 0.14%
+5,053
New +$223K
CVY icon
200
Invesco Zacks Multi-Asset Income ETF
CVY
$126M
$256K 0.14%
+13,507
New +$254K
6 7
8
9 10

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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.