We are live on ! Find out more
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
FXO icon
451
First Trust Financials AlphaDEX Fund
FXO
$1.15B
– –
-10,558
Closed -$239K
GAB icon
452
Gabelli Equity Trust
GAB
$1.76B
– –
-14,158
Closed -$75K
GE icon
453
GE Aerospace
GE
$377B
– –
-2,795
Closed -$426K
GGB icon
454
Gerdau
GGB
$9.72B
– –
-72,383
Closed -$102K
GLD icon
455
SPDR Gold Trust
GLD
$131B
– –
-2,806
Closed -$330K
GORO icon
456
Goldgroup Mining Inc.
GORO
$152M
– –
-18,638
Closed -$43K
GURE
457
Gulf Resources
GURE
$4.91M
– –
-628
Closed -$51K
HLT icon
458
Hilton Worldwide
HLT
$73.4B
– –
-3,396
Closed -$229K
HMY icon
459
Harmony Gold Mining
HMY
$9.7B
– –
-60,455
Closed -$220K
HOV icon
460
Hovnanian Enterprises
HOV
$800M
– –
-1,414
Closed -$55K
IAU icon
461
iShares Gold Trust
IAU
$62.5B
– –
-55,751
Closed -$1.32M
IEF icon
462
iShares 7-10 Year Treasury Bond ETF
IEF
$47.4B
– –
-4,691
Closed -$518K
IEP icon
463
Icahn Enterprises
IEP
$5.26B
– –
-3,524
Closed -$222K
IGC icon
464
IGC Pharma
IGC
$27M
– –
-13,848
Closed -$7K
IGF icon
465
iShares Global Infrastructure ETF
IGF
$10.9B
– –
-7,307
Closed -$286K
IJH icon
466
iShares Core S&P Mid-Cap ETF
IJH
$123B
– –
-17,365
Closed -$501K
INTC icon
467
Intel
INTC
$435B
– –
-14,262
Closed -$461K
ITB icon
468
iShares US Home Construction ETF
ITB
$2.41B
– –
-10,649
Closed -$288K
IWN icon
469
iShares Russell 2000 Value ETF
IWN
$14.5B
– –
-3,816
Closed -$356K
IWO icon
470
iShares Russell 2000 Growth ETF
IWO
$14.4B
– –
-2,337
Closed -$310K
IWP icon
471
iShares Russell Mid-Cap Growth ETF
IWP
$19.6B
– –
-7,566
Closed -$349K
IYR icon
472
iShares US Real Estate ETF
IYR
$4.76B
– –
-7,059
Closed -$550K
JPM icon
473
JPMorgan Chase
JPM
$950B
– –
-10,585
Closed -$627K
KBE icon
474
State Street SPDR S&P Bank ETF
KBE
$1.66B
– –
-7,571
Closed -$230K
KRE icon
475
State Street SPDR S&P Regional Banking ETF
KRE
$4.55B
– –
-13,573
Closed -$511K
17 18
19
20 21

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
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.