We are live on !
Find out more
Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
1-Year Est. Return
36.23%
This Fund
S&P 500
This Quarter Est. Return
-6.16%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+353%
AUM
$63.7M
AUM Growth
+$3.7M
(+6.2%)
Cap. Flow
+$7.35M
Cap. Flow % of AUM
Cap. Flow %
11.54%
Top 10 Holdings %
Top 10 Hldgs %
25.56%
Holding
340
New
163
Increased
21
Reduced
23
Closed
126
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.2
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares TIPS Bond ETF
TIP
|
+$1.71M |
| 2 |
iShares MSCI United Kingdom ETF
EWU
|
+$1.42M |
| 3 |
AutoZone
AZO
|
+$1.42M |
| 4 |
ProShares Ultra S&P500
SSO
|
+$1.24M |
| 5 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$1.21M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$6.47M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$3.95M |
| 3 |
CVS Health
CVS
|
+$1.81M |
| 4 |
Direxion Daily Small Cap Bear 3x ETF
TZA
|
+$1.31M |
| 5 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$1.26M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 63.89% |
| 2 | Financials | 12.44% |
| 3 | Consumer Discretionary | 5.56% |
| 4 | Healthcare | 4.58% |
| 5 | Communication Services | 2.9% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
CME Group
CME
$111B
| $4.27M | 6.71% |
46,043
+1,043
| +2% | +$99.1K |
2014 Q4
3 quarters
|
|
2
State Street Financial Select Sector SPDR ETF
XLF
$55.2B
| $1.95M | 3.06% |
97,881
+18,083
| +23% | +$383K |
2014 Q4
3 quarters
|
|
|
3
iShares TIPS Bond ETF
TIP
$14.5B
| $1.69M | 2.66% |
+15,300
| New | +$1.71M |
2015 Q3
0 quarters
|
|
|
4
AutoZone
AZO
$51.8B
| $1.45M | 2.27% |
+1,999
| New | +$1.42M |
2015 Q3
0 quarters
|
|
|
5
iShares MSCI United Kingdom ETF
EWU
$3.75B
| $1.32M | 2.07% |
+40,314
| New | +$1.42M |
2015 Q3
0 quarters
|
|
|
6
State Street SPDR S&P 500 ETF Trust
SPY
$796B
| $1.26M | 1.97% |
6,548
-19,495
| -75% | -$3.95M |
2014 Q4
3 quarters
|
|
|
7
State Street Industrial Select Sector SPDR ETF
XLI
$30.9B
| $1.15M | 1.8% |
+22,980
| New | +$1.21M |
2015 Q3
0 quarters
|
|
|
8
ProShares Ultra S&P500
SSO
$7.23B
| $1.11M | 1.74% |
+159,080
| New | +$1.24M |
2015 Q3
0 quarters
|
|
9
Vanguard FTSE Pacific ETF
VPL
$8.18B
| $1.06M | 1.66% |
+19,679
| New | +$1.14M |
2015 Q3
0 quarters
|
|
10
Bread Financial
BFH
$3.67B
| $1.03M | 1.61% |
4,972
+4,007
| +415% | +$866K |
2015 Q2
1 quarter
|
|
|
HILL
11
DELISTED
DOT HILL SYSTEMS CORP
HILL
| $1.01M | 1.59% |
+104,140
| New | +$804K |
2015 Q3
0 quarters
|
|
12
iShares MSCI ACWI ex US ETF
ACWX
$17.9B
| $939K | 1.47% |
+24,054
| New | +$1.01M |
2015 Q3
0 quarters
|
|
13
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11B
| $903K | 1.42% |
+9,951
| New | +$953K |
2015 Q3
0 quarters
|
|
14
Invesco S&P 500 Equal Weight ETF
RSP
$103B
| $785K | 1.23% |
+10,670
| New | +$831K |
2015 Q3
0 quarters
|
|
15
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$382M
| $692K | 1.09% |
+9,515
| New | +$744K |
2015 Q3
0 quarters
|
|
16
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$357M
| $656K | 1.03% |
61
+4
| +7% | +$38.7K |
2015 Q2
1 quarter
|
|
17
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.9B
| $651K | 1.02% |
4,006
+2,658
| +197% | +$454K |
2015 Q1
2 quarters
|
|
18
Ford
F
$49B
| $578K | 0.91% |
42,626
-8,583
| -17% | -$123K |
2015 Q2
1 quarter
|
|
19
State Street SPDR Dow Jones International Real Estate ETF
RWX
$234M
| $576K | 0.9% |
+14,640
| New | +$597K |
2015 Q3
0 quarters
|
|
20
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.7B
| $569K | 0.89% |
+10,828
| New | +$569K |
2015 Q3
0 quarters
|
|
21
iShares Core MSCI Total International Stock ETF
IXUS
$57.7B
| $539K | 0.85% |
+11,040
| New | +$578K |
2015 Q3
0 quarters
|
|
22
State Street Energy Select Sector SPDR ETF
XLE
$40.8B
| $528K | 0.83% |
+17,258
| New | +$582K |
2015 Q3
0 quarters
|
|
23
State Street SPDR S&P Homebuilders ETF
XHB
$1.58B
| $516K | 0.81% |
+15,061
| New | +$553K |
2015 Q3
0 quarters
|
|
24
VanEck Gold Miners ETF
GDX
$26.7B
| $515K | 0.81% |
+37,512
| New | +$542K |
2015 Q3
0 quarters
|
|
25
Blackstone
BX
$96.9B
| $508K | 0.8% |
+16,361
| New | +$592K |
2015 Q3
0 quarters
|
|
Similar funds
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 Miscellaneous at 64% of assets, up from 58% a quarter earlier, followed by Financials and Consumer Discretionary.
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.