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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
(+136%)
Cap. Flow
+$104M
Cap. Flow % of AUM
Cap. Flow %
56.41%
Top 10 Holdings %
Top 10 Hldgs %
22.88%
Holding
619
New
320
Increased
51
Reduced
41
Closed
197
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.1
years
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 | 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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Bank of America
BAC
$346B
| $7.61M | 4.14% |
573,734
+563,385
| +5,444% | +$7.91M |
2016 Q1
1 quarter
|
|
|
2
Visa
V
$773B
| $5.12M | 2.79% |
+69,017
| New | +$5.4M |
2016 Q2
0 quarters
|
|
|
3
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $4.69M | 2.55% |
22,384
+21,176
| +1,753% | +$4.39M |
2014 Q4
6 quarters
|
|
4
CME Group
CME
$109B
| $4.38M | 2.38% |
45,000
-650
| -1% | -$61.4K |
2014 Q4
6 quarters
|
|
|
5
Home Depot
HD
$328B
| $3.85M | 2.1% |
+30,156
| New | +$3.99M |
2016 Q2
0 quarters
|
|
|
6
ProShares UltraShort S&P500
SDS
$381M
| $3.68M | 2% |
+2,065
| New | +$3.82M |
2016 Q2
0 quarters
|
|
|
7
ProShares UltraPro S&P 500
UPRO
$5.18B
| $3.49M | 1.9% |
313,836
-425,280
| -58% | -$4.59M |
2016 Q1
1 quarter
|
|
8
Meta Platforms (Facebook)
META
$1.6T
| $3.38M | 1.84% |
+29,570
| New | +$3.41M |
2016 Q2
0 quarters
|
|
9
Mastercard
MA
$556B
| $3.22M | 1.75% |
+36,554
| New | +$3.49M |
2016 Q2
0 quarters
|
|
10
DELISTED
EMC CORPORATION
EMC
| $2.64M | 1.44% |
+97,090
| New | +$2.62M |
2016 Q2
0 quarters
|
|
11
Wells Fargo
WFC
$250B
| $2.49M | 1.35% |
52,551
+42,958
| +448% | +$2.09M |
2016 Q1
1 quarter
|
|
|
LNKD
12
DELISTED
LinkedIn Corporation
LNKD
| $2.18M | 1.19% |
+11,515
| New | +$1.6M |
2016 Q2
0 quarters
|
|
13
Barrick Mining
B
$60.9B
| $2.16M | 1.18% |
101,421
+81,862
| +419% | +$1.46M |
2016 Q1
1 quarter
|
|
14
Cognizant
CTSH
$29.1B
| $2.01M | 1.09% |
+35,092
| New | +$2.12M |
2016 Q2
0 quarters
|
|
15
General Mills
GIS
$18.3B
| $1.68M | 0.92% |
+23,616
| New | +$1.5M |
2016 Q2
0 quarters
|
|
16
Ingevity
NGVT
$2.55B
| $1.63M | 0.89% |
+47,999
| New | +$1.5M |
2016 Q2
0 quarters
|
|
17
Applied Materials
AMAT
$310B
| $1.56M | 0.85% |
+65,188
| New | +$1.44M |
2016 Q2
0 quarters
|
|
18
Gen Digital
GEN
$17.3B
| $1.51M | 0.82% |
73,372
+59,207
| +418% | +$1.07M |
2016 Q1
1 quarter
|
|
19
Charles Schwab
SCHW
$152B
| $1.44M | 0.78% |
+56,847
| New | +$1.62M |
2016 Q2
0 quarters
|
|
20
O'Reilly Automotive
ORLY
$70.9B
| $1.4M | 0.76% |
+77,205
| New | +$1.37M |
2016 Q2
0 quarters
|
|
21
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$763M
| $1.33M | 0.72% |
+2,640
| New | +$969K |
2016 Q2
0 quarters
|
|
|
RTN
22
DELISTED
Raytheon Company
RTN
| $1.28M | 0.7% |
9,420
+6,171
| +190% | +$804K |
2016 Q1
1 quarter
|
|
23
PepsiCo
PEP
$187B
| $1.26M | 0.69% |
11,937
+9,562
| +403% | +$987K |
2016 Q1
1 quarter
|
|
24
iShare MSCI Eurozone ETF
EZU
$9.14B
| $1.22M | 0.66% |
37,795
+30,328
| +406% | +$1.04M |
2016 Q1
1 quarter
|
|
25
Federal Realty Investment Trust
FRT
$9.48B
| $1.18M | 0.64% |
+7,123
| New | +$1.11M |
2016 Q2
0 quarters
|
|
Similar funds
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.