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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
+0.81%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+353%
AUM
$83.3M
AUM Growth
+$19.7M
(+31%)
Cap. Flow
+$21.1M
Cap. Flow % of AUM
Cap. Flow %
25.36%
Top 10 Holdings %
Top 10 Hldgs %
40.18%
Holding
427
New
213
Increased
25
Reduced
23
Closed
159
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 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$8.61M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$4.36M |
| 3 |
ProShares Short S&P500
SH
|
+$4.19M |
| 4 |
ProShares Ultra S&P500
SSO
|
+$2.62M |
| 5 |
iShares Gold Trust
IAU
|
+$1.88M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares TIPS Bond ETF
TIP
|
+$1.69M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$1.45M |
| 3 |
AutoZone
AZO
|
+$1.45M |
| 4 |
Vanguard FTSE Pacific ETF
VPL
|
+$1.06M |
| 5 |
Bread Financial
BFH
|
+$1.03M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 69.4% |
| 2 | Financials | 9.56% |
| 3 | Healthcare | 4.49% |
| 4 | Communication Services | 3.21% |
| 5 | Consumer Discretionary | 2.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $9.9M | 11.86% |
48,456
+41,908
| +640% | +$8.61M |
2014 Q4
4 quarters
|
|
|
2
ProShares UltraShort S&P500
SDS
$394M
| $4.33M | 5.2% |
+2,173
| New | +$4.36M |
2015 Q4
0 quarters
|
|
|
3
ProShares Short S&P500
SH
$955M
| $4.18M | 5.02% |
+25,032
| New | +$4.19M |
2015 Q4
0 quarters
|
|
4
CME Group
CME
$114B
| $4.1M | 4.93% |
45,294
-749
| -2% | -$70.5K |
2014 Q4
4 quarters
|
|
|
5
ProShares Ultra S&P500
SSO
$7.31B
| $3.84M | 4.61% |
487,896
+328,816
| +207% | +$2.62M |
2015 Q3
1 quarter
|
|
|
6
iShares Gold Trust
IAU
$57.5B
| $1.81M | 2.17% |
+88,379
| New | +$1.88M |
2015 Q4
0 quarters
|
|
7
ProShares UltraPro Short S&P 500
SPXU
$393M
| $1.48M | 1.78% |
+117
| New | +$1.51M |
2015 Q4
0 quarters
|
|
8
Meta Platforms (Facebook)
META
$1.64T
| $1.32M | 1.59% |
12,656
+8,207
| +184% | +$843K |
2015 Q1
3 quarters
|
|
9
iShares 1-3 Year Treasury Bond ETF
SHY
$27.4B
| $1.28M | 1.53% |
+15,125
| New | +$1.28M |
2015 Q4
0 quarters
|
|
10
WisdomTree Japan Hedged Equity Fund
DXJ
$7.11B
| $1.26M | 1.51% |
+75,183
| New | +$1.33M |
2015 Q4
0 quarters
|
|
11
Vanguard FTSE Europe ETF
VGK
$30.1B
| $1.24M | 1.48% |
+24,806
| New | +$1.27M |
2015 Q4
0 quarters
|
|
12
iShares MSCI Japan ETF
EWJ
$23.3B
| $1.18M | 1.41% |
+24,306
| New | +$1.19M |
2015 Q4
0 quarters
|
|
13
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.4B
| $940K | 1.13% |
+24,050
| New | +$954K |
2015 Q4
0 quarters
|
|
14
iShares MSCI Taiwan ETF
EWT
$10.2B
| $933K | 1.12% |
+36,537
| New | +$1M |
2015 Q4
0 quarters
|
|
15
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $896K | 1.08% |
12,787
+5,431
| +74% | +$370K |
2015 Q3
1 quarter
|
|
16
Invesco International Dividend Achievers ETF
PID
$885M
| $857K | 1.03% |
+63,141
| New | +$936K |
2015 Q4
0 quarters
|
|
17
Gilead Sciences
GILD
$208B
| $793K | 0.95% |
7,840
+3,767
| +92% | +$392K |
2015 Q2
2 quarters
|
|
18
iShares US Utilities ETF
IDU
$1.45B
| $783K | 0.94% |
+14,522
| New | +$788K |
2015 Q4
0 quarters
|
|
19
iShares MSCI EAFE ETF
EFA
$77.3B
| $768K | 0.92% |
13,080
+5,608
| +75% | +$338K |
2015 Q1
3 quarters
|
|
20
Acuity Brands
AYI
$9.9B
| $703K | 0.84% |
+3,006
| New | +$652K |
2015 Q4
0 quarters
|
|
21
State Street Utilities Select Sector SPDR ETF
XLU
$24.3B
| $700K | 0.84% |
32,370
+19,664
| +155% | +$426K |
2015 Q3
1 quarter
|
|
22
Amazon
AMZN
$2.88T
| $622K | 0.75% |
+18,420
| New | +$581K |
2015 Q4
0 quarters
|
|
|
23
State Street Financial Select Sector SPDR ETF
XLF
$55.6B
| $606K | 0.73% |
29,020
-68,861
| -70% | -$1.45M |
2014 Q4
4 quarters
|
|
24
Columbia Emerging Markets Consumer ETF
ECON
$273M
| $568K | 0.68% |
26,704
+17,311
| +184% | +$396K |
2015 Q3
1 quarter
|
|
25
Vanguard Long-Term Bond ETF
BLV
$5.6B
| $561K | 0.67% |
+6,470
| New | +$573K |
2015 Q4
0 quarters
|
|
Similar funds
Two Sigma Securities's Q4 2015 Portfolio in Review
As of Q4 2015, Two Sigma Securities held 427 positions worth $83.3M, up 31% from $63.7M the previous quarter. Its ten largest holdings account for 40% of the portfolio.
Two Sigma Securities deployed $21.1M of net new capital in Q4 2015, opening 213 new positions and adding to 25 existing holdings. Its largest new stake was ProShares UltraShort S&P500: 2,173 shares worth $4.33M.
By sector, the portfolio is most concentrated in Miscellaneous at 69% of assets, up from 64% a quarter earlier, followed by Financials and Healthcare.
On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $1.45M trimmed.
- Two Sigma Securities's largest Q4 2015 buy was ProShares UltraShort S&P500: 2,173 shares worth $4.33M.
- Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $8.61M increase.
- Two Sigma Securities's biggest Q4 2015 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $1.45M.
- Two Sigma Securities fully exited iShares TIPS Bond ETF in Q4 2015, selling an estimated $1.69M.
- Two Sigma Securities's ten largest holdings make up 40% of its $83.3M portfolio in Q4 2015.
- Two Sigma Securities opened 213 new positions and closed 159 in Q4 2015.
- Two Sigma Securities's portfolio value rose 31% quarter-over-quarter to $83.3M.
Based on Two Sigma Securities's 13F filing for Q4 2015, filed 16 Feb 2016.