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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
JCP
301
DELISTED
J.C. Penney Company, Inc.
JCP
– –
-13,575
Closed -$115K
MB
302
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
– –
-11,321
Closed -$157K
DFBG
303
DELISTED
Differential Brands Group Inc
DFBG
– –
-1,422
Closed -$8K
YGE
304
DELISTED
Yingli Green Energy Holding Comp
YGE
– –
-1,085
Closed -$13K
LVL
305
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
– –
-10,482
Closed -$116K
UGAZ
306
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
– –
-2
Closed -$59K
CBPO
307
DELISTED
China Biologic Products Holdings, Inc.
CBPO
– –
-2,041
Closed -$235K
TEAR
308
DELISTED
TearLab Corporation
TEAR
– –
-2,002
Closed -$40K
BABS
309
DELISTED
SPDR NUVEEN BARCLAYS BUILD AMERICA BOND ETF
BABS
– –
-4,112
Closed -$240K
CTCM
310
DELISTED
CTC MEDIA INC COM STK
CTCM
– –
-10,078
Closed -$23K
BTU
311
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
– –
-3,225
Closed -$106K
RVLT
312
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-1,077
Closed -$12K
QCCO
313
DELISTED
QC HLDGS INC
QCCO
– –
-14,055
Closed -$26K
ACI
314
DELISTED
ARCH COAL, INC.
ACI
– –
-15,082
Closed -$51K
WAVX
315
DELISTED
WAVE SYS CORP CL A NEW COM STK (DE)
WAVX
– –
-1,201
Closed -$7K
SIAL
316
DELISTED
SIGMA - ALDRICH CORP
SIAL
– –
-1,630
Closed -$227K
LIQD
317
DELISTED
LIQUID HLDGS GROUP INC COM STK (DE)
LIQD
– –
-22,497
Closed -$5K
TIGR
318
DELISTED
TIGERLOGIC CORPORATION COM STK (DE)
TIGR
– –
-18,307
Closed -$6K
MEA
319
DELISTED
METALICO INC
MEA
– –
-11,934
Closed -$6K
NOR
320
DELISTED
NORANDA ALUM HLDG CORP COM NEW
NOR
– –
-4,876
Closed -$29K
GTI
321
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
– –
-31,706
Closed -$157K
EXL
322
DELISTED
EXCEL TRUST , INC COM STK
EXL
– –
-10,538
Closed -$166K
UTX.PRA
323
DELISTED
UNITED TECHNOLOGIES CORP CORP UNIT (DE)
UTX.PRA
– –
-4,491
Closed -$257K
SUSQ
324
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
– –
-28,251
Closed -$399K
BALT
325
DELISTED
BALTIC TRADING LIMITED COMMON STOCK
BALT
– –
-19,506
Closed -$31K
10 11 12
13
14

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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.