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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
DNKN
201
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$255K 0.14%
+5,835
New +$267K
RNR icon
202
RenaissanceRe
RNR
$13.9B
$253K 0.14%
+2,156
New +$247K
AMX icon
203
America Movil
AMX
$77.2B
$252K 0.14%
+20,527
New +$275K
CFG icon
204
Citizens Financial Group
CFG
$30.8B
$251K 0.14%
+12,553
New +$279K
DE icon
205
Deere & Co
DE
$173B
$251K 0.14%
+3,103
New +$254K
FXI icon
206
iShares China Large-Cap ETF
FXI
$4.27B
$250K 0.14%
7,310
+430
+6% +$14.3K
IPG
207
DELISTED
Interpublic Group of Companies
IPG
$249K 0.14%
+10,760
New +$253K
EFA icon
208
iShares MSCI EAFE ETF
EFA
$76.8B
$247K 0.13%
4,418
+599
+16% +$34.5K
SNPS icon
209
Synopsys
SNPS
$73.5B
$247K 0.13%
+4,563
New +$229K
HUM icon
210
Humana
HUM
$46.7B
$244K 0.13%
1,358
-630
-32% -$112K
FINL
211
DELISTED
Finish Line
FINL
$244K 0.13%
+12,076
New +$228K
OUT icon
212
Outfront Media
OUT
$5.72B
$242K 0.13%
+10,163
New +$223K
LGND icon
213
Ligand Pharmaceuticals
LGND
$5.94B
$241K 0.13%
+3,243
New +$241K
RF icon
214
Regions Financial
RF
$26.7B
$241K 0.13%
+28,311
New +$256K
WBII
215
DELISTED
WBI BullBear Global Income ETF
WBII
$241K 0.13%
+9,565
New +$238K
WBIH
216
DELISTED
WBI BullBear Global High Income ETF
WBIH
$241K 0.13%
+10,333
New +$241K
EE
217
DELISTED
El Paso Electric Company
EE
$241K 0.13%
+5,098
New +$230K
EMN icon
218
Eastman Chemical
EMN
$7.79B
$240K 0.13%
+3,540
New +$260K
NWN icon
219
Northwest Natural Holdings
NWN
$2.18B
$238K 0.13%
+3,667
New +$204K
PHDG icon
220
Invesco S&P 500 Downside Hedged ETF
PHDG
$72.9M
$238K 0.13%
+10,073
New +$249K
RITM icon
221
Rithm Capital
RITM
$5.46B
$238K 0.13%
+17,166
New +$220K
DWTR
222
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
$238K 0.13%
+9,676
New +$231K
DYN
223
DELISTED
Dynegy, Inc.
DYN
$238K 0.13%
+13,815
New +$240K
HSY icon
224
Hershey
HSY
$37.2B
$237K 0.13%
+2,088
New +$195K
TRQ
225
DELISTED
Turquoise Hill Resources Ltd
TRQ
$236K 0.13%
6,983
+2,392
+52% +$69.4K
7 8
9
10 11

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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.