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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
PDP icon
51
Invesco Dorsey Wright Momentum ETF
PDP
$1.42B
$361K 0.57%
+8,976
New +$383K
IBB icon
52
iShares Biotechnology ETF
IBB
$9.55B
$359K 0.56%
+3,549
New +$426K
IJS icon
53
iShares S&P Small-Cap 600 Value ETF
IJS
$8.2B
$351K 0.55%
+6,708
New +$373K
IJK icon
54
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.8B
$349K 0.55%
+8,880
New +$371K
SBUX icon
55
Starbucks
SBUX
$118B
$344K 0.54%
+6,057
New +$339K
BCR
56
DELISTED
CR Bard Inc.
BCR
$344K 0.54%
+1,849
New +$350K
MBB icon
57
iShares MBS ETF
MBB
$39.2B
$343K 0.54%
+3,132
New +$342K
DBA icon
58
Invesco DB Agriculture Fund
DBA
$1.24B
$342K 0.54%
+16,376
New +$353K
PIZ icon
59
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$713M
$342K 0.54%
+15,244
New +$359K
MOO icon
60
VanEck Agribusiness ETF
MOO
$998M
$338K 0.53%
+7,371
New +$380K
FXH icon
61
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$336K 0.53%
+5,770
New +$383K
SCHZ icon
62
Schwab US Aggregate Bond ETF
SCHZ
$10.6B
$334K 0.52%
+12,808
New +$332K
QID icon
63
ProShares UltraShort QQQ
QID
$293M
$328K 0.52%
+111
New +$305K
HACK icon
64
Amplify Cybersecurity ETF
HACK
$2.65B
$325K 0.51%
+12,887
New +$372K
IJT icon
65
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
$324K 0.51%
+5,390
New +$345K
BWX icon
66
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
$321K 0.5%
+12,336
New +$321K
BIS icon
67
ProShares UltraShort NASDAQ Biotechnology
BIS
$2.23M
$320K 0.5%
+1,036
New +$244K
WM icon
68
Waste Management
WM
$96.1B
$318K 0.5%
+6,392
New +$319K
FXO icon
69
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$317K 0.5%
+14,112
New +$333K
VZ icon
70
Verizon
VZ
$201B
$307K 0.48%
+7,060
New +$326K
UNG icon
71
United States Natural Gas Fund
UNG
$444M
$305K 0.48%
+1,643
New +$343K
SHM icon
72
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
$301K 0.47%
6,181
+1,821
+42% +$88.5K
AMD icon
73
Advanced Micro Devices
AMD
$741B
$300K 0.47%
+174,607
New +$328K
CVX icon
74
Chevron
CVX
$374B
$297K 0.47%
3,762
-2,165
-37% -$182K
VUG icon
75
Vanguard Growth ETF
VUG
$216B
$297K 0.47%
+17,796
New +$315K
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.