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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
DUST icon
26
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.9M
– –
0
– –
HCC
27
DELISTED
HCC INSURANCES HOLDINGS INC
HCC
$506K 0.79%
+6,533
New +$505K
AAPL icon
28
Apple
AAPL
$4.99T
$491K 0.77%
17,812
-14,072
-44% -$413K
MUFG icon
29
Mitsubishi UFJ Financial
MUFG
$253B
$485K 0.76%
79,620
+53,072
+200% +$359K
EFV icon
30
iShares MSCI EAFE Value ETF
EFV
$28.4B
$473K 0.74%
+10,219
New +$516K
VV icon
31
Vanguard Large-Cap ETF
VV
$52B
$471K 0.74%
+5,352
New +$500K
XBI icon
32
State Street SPDR S&P Biotech ETF
XBI
$10.1B
$458K 0.72%
+7,356
New +$580K
MM
33
DELISTED
MILLENNIAL MEDIA INC COM STK (DE)
MM
$446K 0.7%
+254,857
New +$411K
HCBK
34
DELISTED
HUDSON CITY BANCORP INC
HCBK
$443K 0.7%
43,599
+24,804
+132% +$245K
IGIB icon
35
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$439K 0.69%
+8,076
New +$438K
GS icon
36
Goldman Sachs
GS
$305B
$438K 0.69%
2,522
-480
-16% -$94.1K
VFH icon
37
Vanguard Financials ETF
VFH
$13.6B
$438K 0.69%
+9,472
New +$466K
FXG icon
38
First Trust Consumer Staples AlphaDEX Fund
FXG
$235M
$436K 0.68%
+10,395
New +$459K
GLD icon
39
SPDR Gold Trust
GLD
$131B
$431K 0.68%
+4,034
New +$435K
EFA icon
40
iShares MSCI EAFE ETF
EFA
$76.8B
$428K 0.67%
7,472
+3,093
+71% +$191K
D icon
41
Dominion Energy
D
$62.1B
$403K 0.63%
+5,732
New +$403K
AGN
42
DELISTED
Allergan plc
AGN
$402K 0.63%
+1,478
New +$454K
GILD icon
43
Gilead Sciences
GILD
$167B
$400K 0.63%
4,073
-1,539
-27% -$171K
META icon
44
Meta Platforms (Facebook)
META
$1.51T
$400K 0.63%
4,449
-7,501
-63% -$688K
REM icon
45
iShares Mortgage Real Estate ETF
REM
$553M
$400K 0.63%
10,071
+4,308
+75% +$183K
FAZ icon
46
Direxion Daily Financial Bear 3x ETF
FAZ
$82M
$399K 0.63%
+19
New +$351K
VXUS icon
47
Vanguard Total International Stock ETF
VXUS
$153B
$398K 0.63%
8,981
+4,506
+101% +$215K
XIV
48
DELISTED
VelocityShares Daily Inverse VIX Short Term ETN
XIV
$393K 0.62%
+16,120
New +$599K
SOXX icon
49
iShares Semiconductor ETF
SOXX
$40.6B
$389K 0.61%
+14,334
New +$407K
GOOG icon
50
Alphabet (Google) Class C
GOOG
$4.07T
$386K 0.61%
12,680
+2,240
+21% +$68.8K
1
2
3 4 5

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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.