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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
GLW icon
76
Corning
GLW
$108B
$294K 0.46%
+17,177
New +$309K
KGC icon
77
Kinross Gold
KGC
$28.1B
$294K 0.46%
+171,018
New +$313K
FXR icon
78
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$742M
$293K 0.46%
+11,350
New +$321K
IGOV icon
79
iShares International Treasury Bond ETF
IGOV
$1.51B
$280K 0.44%
+6,134
New +$277K
AMG icon
80
Affiliated Managers Group
AMG
$9.78B
$278K 0.44%
+1,627
New +$320K
OKS
81
DELISTED
Oneok Partners LP
OKS
$277K 0.44%
+9,457
New +$306K
XLU icon
82
State Street Utilities Select Sector SPDR ETF
XLU
$23.4B
$275K 0.43%
+12,706
New +$274K
IDV icon
83
iShares International Select Dividend ETF
IDV
$8.28B
$274K 0.43%
9,724
+2,866
+42% +$87.6K
VIG icon
84
Vanguard Dividend Appreciation ETF
VIG
$113B
$274K 0.43%
+3,710
New +$287K
XME icon
85
State Street SPDR S&P Metals & Mining ETF
XME
$3.9B
$271K 0.43%
+16,222
New +$323K
IUSV icon
86
iShares Core S&P US Value ETF
IUSV
$27.5B
$270K 0.42%
+6,651
New +$287K
PKW icon
87
Invesco BuyBack Achievers ETF
PKW
$1.73B
$265K 0.42%
+6,042
New +$284K
SAM icon
88
Boston Beer
SAM
$1.93B
$264K 0.41%
1,255
+369
+42% +$81.6K
USO icon
89
United States Oil Fund
USO
$2B
$263K 0.41%
+2,241
New +$275K
EWI icon
90
iShares MSCI Italy ETF
EWI
$993M
$262K 0.41%
9,136
+3,998
+78% +$120K
SQQQ icon
91
ProShares UltraPro Short QQQ
SQQQ
$2.17B
$260K 0.41%
+1
New +$238K
TZA icon
92
Direxion Daily Small Cap Bear 3x ETF
TZA
$245M
$258K 0.41%
12
-75
-86% -$1.31M
EEV icon
93
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.56M
$257K 0.4%
+1,040
New +$233K
DLX icon
94
Deluxe
DLX
$1.25B
$255K 0.4%
+4,568
New +$275K
ABBV icon
95
AbbVie
ABBV
$465B
$252K 0.4%
+4,638
New +$302K
UHS icon
96
Universal Health Services
UHS
$10.1B
$252K 0.4%
+2,023
New +$282K
MDIV icon
97
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$432M
$248K 0.39%
13,472
+3,170
+31% +$61.7K
EMHY icon
98
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$240K 0.38%
+5,300
New +$248K
FCX icon
99
Freeport-McMoran
FCX
$88.6B
$240K 0.38%
+24,799
New +$297K
DWX icon
100
State Street SPDR S&P International Dividend ETF
DWX
$527M
$239K 0.38%
+7,031
New +$263K
2 3
4
5 6

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AWP
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BCM
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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.