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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-6.16%
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
$63.7M
AUM Growth
+$3.71M
Cap. Flow
+$7.35M
Cap. Flow %
11.54%
Top 10 Hldgs %
25.56%
Holding
340
New
163
Increased
21
Reduced
23
Closed
126

Top Buys

Rank Stock Value
1
TIP icon
iShares TIPS Bond ETF
TIP
+$1.71M
2
EWU icon
iShares MSCI United Kingdom ETF
EWU
+$1.42M
3
AZO icon
AutoZone
AZO
+$1.42M
4
SSO icon
ProShares Ultra S&P500
SSO
+$1.24M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$1.21M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$6.47M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$3.95M
3
CVS icon
CVS Health
CVS
+$1.81M
4
TZA icon
Direxion Daily Small Cap Bear 3x ETF
TZA
+$1.31M
5
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$1.26M

Sector Composition

Rank Sector Weight
1 Miscellaneous 63.89%
2 Financials 12.44%
3 Consumer Discretionary 5.56%
4 Healthcare 4.58%
5 Communication Services 2.9%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BLV icon
226
Vanguard Long-Term Bond ETF
BLV
$5.62B
– –
-2,308
Closed -$202K
CGNX icon
227
Cognex
CGNX
$9.97B
– –
-9,546
Closed -$230K
CSCO icon
228
Cisco
CSCO
$437B
– –
-15,732
Closed -$432K
CTRA
229
DELISTED
Coterra Energy
CTRA
– –
-8,579
Closed -$271K
CVS icon
230
CVS Health
CVS
$121B
– –
-17,234
Closed -$1.81M
CX icon
231
Cemex
CX
$14.7B
– –
-30,834
Closed -$261K
DGS icon
232
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.72B
– –
-4,646
Closed -$202K
DIS icon
233
Walt Disney
DIS
$186B
– –
-4,372
Closed -$499K
DXD icon
234
ProShares UltraShort Dow 30
DXD
$51.8M
– –
-1,179
Closed -$501K
DXJ icon
235
WisdomTree Japan Hedged Equity Fund
DXJ
$7.03B
– –
-4,240
Closed -$243K
AXIA
236
DELISTED
AXIA Energia
AXIA
– –
-44,984
Closed -$67K
EGY icon
237
Vaalco Energy
EGY
$683M
– –
-12,142
Closed -$26K
EWH icon
238
iShares MSCI Hong Kong ETF
EWH
$1.16B
– –
-17,306
Closed -$390K
EWJ icon
239
iShares MSCI Japan ETF
EWJ
$23.3B
– –
-4,351
Closed -$223K
EWS icon
240
iShares MSCI Singapore ETF
EWS
$1.3B
– –
-15,028
Closed -$378K
EWT icon
241
iShares MSCI Taiwan ETF
EWT
$11.6B
– –
-11,346
Closed -$358K
FCEL icon
242
FuelCell Energy
FCEL
$1.21B
– –
-7
Closed -$30K
FLEX icon
243
Flex
FLEX
$39.8B
– –
-13,535
Closed -$115K
FRT icon
244
Federal Realty Investment Trust
FRT
$9.9B
– –
-2,902
Closed -$372K
FTSM icon
245
First Trust Enhanced Short Maturity ETF
FTSM
$6.54B
– –
-9,858
Closed -$592K
FXL icon
246
First Trust Technology AlphaDEX Fund
FXL
$2.72B
– –
-5,723
Closed -$202K
GNW icon
247
Genworth Financial
GNW
$3.73B
– –
-17,289
Closed -$131K
GSAT icon
248
Globalstar
GSAT
$10.6B
– –
-1,589
Closed -$50K
HAL icon
249
Halliburton
HAL
$29.5B
– –
-10,055
Closed -$433K
HPQ icon
250
HP
HPQ
$30.8B
– –
-25,021
Closed -$341K
8 9
10
11 12

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Two Sigma Securities's Q3 2015 Portfolio in Review

As of Q3 2015, Two Sigma Securities held 340 positions worth $63.7M, up 6.2% from $60M the previous quarter. Its ten largest holdings account for 26% of the portfolio.

Two Sigma Securities deployed $7.35M of net new capital in Q3 2015, opening 163 new positions and adding to 21 existing holdings. Its largest new stake was iShares TIPS Bond ETF: 15,300 shares worth $1.69M.

By sector, the portfolio is most concentrated in Miscellaneous at 64% of assets, up from 58% a quarter earlier, followed by Financials and Consumer Discretionary.

On the sell side, the largest reduction was State Street SPDR S&P 500 ETF Trust, an estimated $3.95M trimmed.

  • Two Sigma Securities's largest Q3 2015 buy was iShares TIPS Bond ETF: 15,300 shares worth $1.69M.
  • Two Sigma Securities added most to Bread Financial in Q3 2015, an estimated $866K increase.
  • Two Sigma Securities's biggest Q3 2015 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $3.95M.
  • Two Sigma Securities fully exited Invesco QQQ Trust in Q3 2015, selling an estimated $6.47M.
  • Two Sigma Securities's ten largest holdings make up 26% of its $63.7M portfolio in Q3 2015.
  • Two Sigma Securities opened 163 new positions and closed 126 in Q3 2015.
  • Two Sigma Securities's portfolio value rose 6.2% quarter-over-quarter to $63.7M.

Based on Two Sigma Securities's 13F filing for Q3 2015, filed 16 Nov 2015.