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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
ANR
326
DELISTED
Alpha Natural Resources Inc
ANR
– –
-55,913
Closed -$17K
WLT
327
DELISTED
WALTER ENERGY INC COM STK (DE)
WLT
– –
-53,144
Closed -$12K
TNDQ
328
DELISTED
ROYAL BK SCOTLAND PLC RBS NASDAQ 100 TRENDPILOT ETN
TNDQ
– –
-6,111
Closed -$243K
TRNM
329
DELISTED
ROYAL BK SCOTLAND PLC RBS US MID CAP TRENDPILOT ETN
TRNM
– –
-6,801
Closed -$243K
CTIC
330
DELISTED
CTI BioPharma Corp. (DE) Common Stock
CTIC
– –
-1,999
Closed -$39K
RXII
331
DELISTED
GALENA BIOPHARMA INC COM
RXII
– –
-15,654
Closed -$27K
MINC
332
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
– –
-4,888
Closed -$239K
MTL
333
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-6,129
Closed -$15K
GFA
334
DELISTED
Gafisa S.A.
GFA
– –
-1,045
Closed -$22K
REXX
335
DELISTED
Rex Energy Corporation
REXX
– –
-1,930
Closed -$108K
MCZ
336
DELISTED
Mad Catz Interactive
MCZ
– –
-14,173
Closed -$6K
DEG
337
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
– –
-9,862
Closed -$203K
OIL
338
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
– –
-27,753
Closed -$334K
TRND
339
DELISTED
ROYAL BK SCOTLAND PLC RBS US LARGE CAP TRENDPILOT ETNS
TRND
– –
-14,603
Closed -$580K
GCI
340
DELISTED
Gannett Co., Inc
GCI
– –
-10,420
Closed -$146K
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.