We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.48%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 25.05%
2 Financials 19.18%
3 Consumer Discretionary 9.4%
4 Technology 9.21%
5 Healthcare 6.29%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
101
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.1B
$495K 0.27%
5,850
+1,908
+48% +$159K
UNF icon
102
Unifirst Corp
UNF
$4.87B
$493K 0.27%
+4,263
New +$476K
TBT icon
103
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$316M
$490K 0.27%
+15,467
New +$551K
EEM icon
104
iShares MSCI Emerging Markets ETF
EEM
$30.6B
$488K 0.27%
+14,190
New +$476K
IWM icon
105
iShares Russell 2000 ETF
IWM
$76.9B
$482K 0.26%
4,195
-755
-15% -$85.2K
LOW icon
106
Lowe's Companies
LOW
$110B
$475K 0.26%
+6,005
New +$465K
SPG icon
107
Simon Property Group
SPG
$65.9B
$475K 0.26%
+2,188
New +$447K
WRI
108
DELISTED
Weingarten Realty Investors
WRI
$470K 0.26%
+11,512
New +$438K
GDX icon
109
VanEck Gold Miners ETF
GDX
$28.2B
$469K 0.26%
16,943
-19,397
-53% -$466K
DHR icon
110
Danaher
DHR
$147B
$463K 0.25%
+6,823
New +$446K
XIV
111
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$460K 0.25%
+18,392
New +$510K
FXE icon
112
Invesco CurrencyShares Euro Currency Trust
FXE
$357M
$455K 0.25%
+4,206
New +$464K
ARCC icon
113
Ares Capital
ARCC
$13.9B
$453K 0.25%
+31,916
New +$474K
PCRX icon
114
Pacira BioSciences
PCRX
$951M
$452K 0.25%
+13,392
New +$658K
SHPG
115
DELISTED
Shire pic
SHPG
$452K 0.25%
+2,454
New +$443K
SLB icon
116
SLB Ltd
SLB
$80.7B
$446K 0.24%
5,646
+2,825
+100% +$217K
LNT icon
117
Alliant Energy
LNT
$17.1B
$443K 0.24%
+11,155
New +$414K
VCIT icon
118
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$68.7B
$443K 0.24%
+4,951
New +$434K
AA icon
119
Alcoa
AA
$12.2B
$440K 0.24%
+19,774
New +$463K
SWX icon
120
Southwest Gas
SWX
$6.23B
$434K 0.24%
+5,517
New +$381K
FLOT icon
121
iShares Floating Rate Bond ETF
FLOT
$10.8B
$432K 0.24%
+8,529
New +$431K
SPGI icon
122
S&P Global
SPGI
$122B
$427K 0.23%
+3,983
New +$427K
GS icon
123
Goldman Sachs
GS
$280B
$423K 0.23%
+2,848
New +$444K
PENN icon
124
PENN Entertainment
PENN
$2.4B
$423K 0.23%
+30,333
New +$475K
DG icon
125
Dollar General
DG
$27.8B
$420K 0.23%
+4,464
New +$385K
3 4
5
6 7

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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 Miscellaneous at 25% of assets, down from 52% a quarter earlier, followed by Financials and Consumer Discretionary.

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.