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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
(+136%)
Cap. Flow
+$104M
Cap. Flow
% of AUM
56.41%
Top 10 Holdings %
Top 10 Hldgs %
22.88%
Holding
619
New
320
Increased
51
Reduced
41
Closed
197
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$7.91M |
| 2 |
Visa
V
|
+$5.4M |
| 3 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$4.39M |
| 4 |
Home Depot
HD
|
+$3.99M |
| 5 |
ProShares UltraShort S&P500
SDS
|
+$3.82M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
ProShares UltraPro S&P 500
UPRO
|
+$4.59M |
| 2 |
iShares Biotechnology ETF
IBB
|
+$2.64M |
| 3 |
ProShares Ultra S&P500
SSO
|
+$2.02M |
| 4 |
iShares Gold Trust
IAU
|
+$1.32M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
Bank of America
BAC
$439B
| $7.61M | 4.14% |
573,734
+563,385
| +5,444% | +$7.91M |
|
|
2
Visa
V
$697B
| $5.12M | 2.79% |
+69,017
| New | +$5.4M |
|
|
3
State Street SPDR S&P 500 ETF Trust
SPY
$783B
| $4.69M | 2.55% |
22,384
+21,176
| +1,753% | +$4.39M |
|
4
CME Group
CME
$93.5B
| $4.38M | 2.38% |
45,000
-650
| -1% | -$61.4K |
|
|
5
Home Depot
HD
$343B
| $3.85M | 2.1% |
+30,156
| New | +$3.99M |
|
|
6
ProShares UltraShort S&P500
SDS
$422M
| $3.68M | 2% |
+2,065
| New | +$3.82M |
|
|
7
ProShares UltraPro S&P 500
UPRO
$5.12B
| $3.49M | 1.9% |
313,836
-425,280
| -58% | -$4.59M |
|
8
Meta Platforms (Facebook)
META
$1.51T
| $3.38M | 1.84% |
+29,570
| New | +$3.41M |
|
9
Mastercard
MA
$497B
| $3.22M | 1.75% |
+36,554
| New | +$3.49M |
|
|
EMC
10
DELISTED
EMC CORPORATION
EMC
| $2.64M | 1.44% |
+97,090
| New | +$2.62M |
|
11
Wells Fargo
WFC
$263B
| $2.49M | 1.35% |
52,551
+42,958
| +448% | +$2.09M |
|
|
LNKD
12
DELISTED
LinkedIn Corporation
LNKD
| $2.18M | 1.19% |
+11,515
| New | +$1.6M |
|
|
B
13
Barrick Mining
B
$61.5B
| $2.17M | 1.18% |
101,421
+81,862
| +419% | +$1.46M |
|
14
Cognizant
CTSH
$23.8B
| $2.01M | 1.09% |
+35,092
| New | +$2.12M |
|
15
General Mills
GIS
$20.1B
| $1.68M | 0.92% |
+23,616
| New | +$1.5M |
|
16
Ingevity
NGVT
$2.59B
| $1.63M | 0.89% |
+47,999
| New | +$1.5M |
|
17
Applied Materials
AMAT
$378B
| $1.56M | 0.85% |
+65,188
| New | +$1.44M |
|
18
Gen Digital
GEN
$16.6B
| $1.51M | 0.82% |
73,372
+59,207
| +418% | +$1.07M |
|
|
SCHW
19
Charles Schwab
SCHW
$184B
| $1.44M | 0.78% |
+56,847
| New | +$1.62M |
|
20
O'Reilly Automotive
ORLY
$75.6B
| $1.4M | 0.76% |
+77,205
| New | +$1.37M |
|
21
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$855M
| $1.33M | 0.72% |
+2,640
| New | +$969K |
|
|
RTN
22
DELISTED
Raytheon Company
RTN
| $1.28M | 0.7% |
9,420
+6,171
| +190% | +$804K |
|
23
PepsiCo
PEP
$195B
| $1.26M | 0.69% |
11,937
+9,562
| +403% | +$987K |
|
24
iShare MSCI Eurozone ETF
EZU
$9.44B
| $1.22M | 0.66% |
37,795
+30,328
| +406% | +$1.04M |
|
25
Federal Realty Investment Trust
FRT
$10.9B
| $1.18M | 0.64% |
+7,123
| New | +$1.11M |
|
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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.