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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
-6.16%
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
$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 Financials 12.26%
2 Consumer Discretionary 5.56%
3 Healthcare 3.8%
4 Communication Services 2.9%
5 Technology 2.88%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IAT icon
251
iShares US Regional Banks ETF
IAT
$682M
– –
-6,129
Closed -$224K
IAU icon
252
iShares Gold Trust
IAU
$62.5B
– –
-9,527
Closed -$216K
IBN icon
253
ICICI Bank
IBN
$109B
– –
-15,255
Closed -$145K
IGE icon
254
iShares North American Natural Resources ETF
IGE
$726M
– –
-5,689
Closed -$206K
IMMP
255
Immutep
IMMP
$57M
– –
-3,121
Closed -$15K
INTT icon
256
inTEST
INTT
$160M
– –
-11,554
Closed -$50K
ISHG icon
257
iShares 1-3 Year International Treasury Bond ETF
ISHG
$827M
– –
-2,934
Closed -$234K
IVE icon
258
iShares S&P 500 Value ETF
IVE
$49.6B
– –
-4,673
Closed -$431K
IWM icon
259
iShares Russell 2000 ETF
IWM
$80.4B
– –
-3,726
Closed -$465K
IWS icon
260
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
– –
-7,578
Closed -$559K
IWV icon
261
iShares Russell 3000 ETF
IWV
$19.5B
– –
-1,759
Closed -$218K
JNJ icon
262
Johnson & Johnson
JNJ
$643B
– –
-2,601
Closed -$253K
JNK icon
263
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
– –
-3,811
Closed -$439K
KO icon
264
Coca-Cola
KO
$380B
– –
-7,178
Closed -$282K
LQD icon
265
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.5B
– –
-10,851
Closed -$1.26M
LYG icon
266
Lloyds Banking Group
LYG
$87.2B
– –
-38,589
Closed -$210K
NAK
267
Northern Dynasty Minerals
NAK
$812M
– –
-18,914
Closed -$6K
ODP
268
DELISTED
ODP
ODP
– –
-3,475
Closed -$301K
PG icon
269
Procter & Gamble
PG
$347B
– –
-4,998
Closed -$391K
PM icon
270
Philip Morris
PM
$312B
– –
-6,213
Closed -$498K
PSP icon
271
Invesco Global Listed Private Equity ETF
PSP
$232M
– –
-2,688
Closed -$156K
PTN
272
Palatin Technologies
PTN
$13.7M
– –
-18
Closed -$19K
QQQ icon
273
Invesco QQQ Trust
QQQ
$445B
– –
-60,428
Closed -$6.47M
QUAL icon
274
iShares MSCI USA Quality Factor ETF
QUAL
$46.2B
– –
-3,320
Closed -$210K
REZ icon
275
iShares Residential and Multisector Real Estate ETF
REZ
$906M
– –
-3,832
Closed -$215K
9 10
11
12 13

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OAM
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NOCM
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TIM
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QIM
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SLT
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RB
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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 Financials at 12% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Healthcare.

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.