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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
CME icon
1
CME Group
CME
$93.5B
$4.27M 6.71%
46,043
+1,043
+2% +$99.1K
XLF icon
2
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$1.95M 3.06%
97,881
+18,083
+23% +$383K
TIP icon
3
iShares TIPS Bond ETF
TIP
$14.5B
$1.69M 2.66%
+15,300
New +$1.71M
AZO icon
4
AutoZone
AZO
$50.9B
$1.45M 2.27%
+1,999
New +$1.42M
EWU icon
5
iShares MSCI United Kingdom ETF
EWU
$4.09B
$1.32M 2.07%
+40,314
New +$1.42M
SPY icon
6
State Street SPDR S&P 500 ETF Trust
SPY
$783B
$1.25M 1.97%
6,548
-19,495
-75% -$3.95M
XLI icon
7
State Street Industrial Select Sector SPDR ETF
XLI
$33.3B
$1.15M 1.8%
+22,980
New +$1.21M
SSO icon
8
ProShares Ultra S&P500
SSO
$7.75B
$1.11M 1.74%
+159,080
New +$1.24M
VPL icon
9
Vanguard FTSE Pacific ETF
VPL
$7.89B
$1.06M 1.66%
+19,679
New +$1.14M
BFH icon
10
Bread Financial
BFH
$4.36B
$1.03M 1.61%
4,972
+4,007
+415% +$866K
HILL
11
DELISTED
DOT HILL SYSTEMS CORP
HILL
$1.01M 1.59%
+104,140
New +$804K
ACWX icon
12
iShares MSCI ACWI ex US ETF
ACWX
$11.3B
$939K 1.47%
+24,054
New +$1.01M
VSS icon
13
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.2B
$903K 1.42%
+9,951
New +$953K
RSP icon
14
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
$785K 1.23%
+10,670
New +$831K
GMF icon
15
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$417M
$692K 1.09%
+9,515
New +$744K
SPXS icon
16
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$346M
$656K 1.03%
61
+4
+7% +$38.7K
DIA icon
17
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
$651K 1.02%
4,006
+2,658
+197% +$454K
F icon
18
Ford
F
$59.6B
$578K 0.91%
42,626
-8,583
-17% -$123K
RWX icon
19
State Street SPDR Dow Jones International Real Estate ETF
RWX
$267M
$576K 0.9%
+14,640
New +$597K
IGSB icon
20
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$569K 0.89%
+10,828
New +$569K
IXUS icon
21
iShares Core MSCI Total International Stock ETF
IXUS
$57.4B
$539K 0.85%
+11,040
New +$578K
XLE icon
22
State Street Energy Select Sector SPDR ETF
XLE
$38.3B
$528K 0.83%
+17,258
New +$582K
XHB icon
23
State Street SPDR S&P Homebuilders ETF
XHB
$1.69B
$516K 0.81%
+15,061
New +$553K
GDX icon
24
VanEck Gold Miners ETF
GDX
$22.7B
$515K 0.81%
+37,512
New +$542K
BX icon
25
Blackstone
BX
$107B
$508K 0.8%
+16,361
New +$592K
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.