We are live on ! Find out more
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
PBA icon
101
Pembina Pipeline
PBA
$29B
$239K 0.38%
+9,972
New +$279K
SPTI icon
102
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
$238K 0.37%
+7,860
New +$237K
MT icon
103
ArcelorMittal
MT
$50.7B
$236K 0.37%
+20,025
New +$372K
BND icon
104
Vanguard Total Bond Market
BND
$158B
$234K 0.37%
+2,857
New +$233K
DOV icon
105
Dover
DOV
$27.4B
$234K 0.37%
+5,060
New +$256K
HYLD
106
DELISTED
High Yield ETF
HYLD
$234K 0.37%
+6,466
New +$251K
TVIX
107
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$234K 0.37%
1
– –
BKNG icon
108
Booking.com
BKNG
$154B
$228K 0.36%
+4,600
New +$229K
BXP icon
109
Boston Properties
BXP
$11.2B
$228K 0.36%
+1,927
New +$230K
RSPD icon
110
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$321M
$227K 0.36%
+8,091
New +$240K
EZM icon
111
WisdomTree US MidCap Fund
EZM
$948M
$224K 0.35%
+7,809
New +$238K
PVI icon
112
Invesco Floating Rate Municipal Income ETF
PVI
$32.2M
$224K 0.35%
+8,980
New +$224K
LEMB icon
113
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$736M
$223K 0.35%
+5,608
New +$233K
DBJP icon
114
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$680M
$221K 0.35%
+6,050
New +$243K
GM icon
115
General Motors
GM
$81.7B
$221K 0.35%
7,361
-8,181
-53% -$251K
GVI icon
116
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
$221K 0.35%
+1,991
New +$220K
NLY icon
117
Annaly Capital Management
NLY
$17.4B
$220K 0.35%
+5,564
New +$222K
HST icon
118
Host Hotels & Resorts
HST
$17.4B
$217K 0.34%
+13,704
New +$257K
CBRL icon
119
Cracker Barrel
CBRL
$1.2B
$216K 0.34%
1,464
+114
+8% +$17.1K
FDT icon
120
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.25B
$215K 0.34%
+4,802
New +$231K
WST icon
121
West Pharmaceutical
WST
$23.7B
$215K 0.34%
+3,981
New +$232K
SPSM icon
122
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$17.2B
$214K 0.34%
+9,906
New +$233K
AMGN icon
123
Amgen
AMGN
$212B
$212K 0.33%
1,530
-188
-11% -$29.6K
UTHR icon
124
United Therapeutics
UTHR
$26.1B
$211K 0.33%
+1,610
New +$258K
IWC icon
125
iShares Micro-Cap ETF
IWC
$1.45B
$210K 0.33%
+3,014
New +$230K
3 4
5
6 7

Similar funds

AWP
Ascent Wealth Partners New Hartford, New York $860M AUM 23.3% 1-Year Est. Return
BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
SLT
St Louis Trust Saint Louis, Missouri $856M AUM 18.9% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return

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.