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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
PGX icon
126
Invesco Preferred ETF
PGX
$3.81B
$210K 0.33%
+14,393
New +$210K
UVXY icon
127
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$237M
– –
0
– –
ECON icon
128
Columbia Emerging Markets Consumer ETF
ECON
$320M
$204K 0.32%
+9,393
New +$222K
TWC
129
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$204K 0.32%
+1,136
New +$212K
FNDB icon
130
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.43B
$201K 0.32%
+22,233
New +$213K
GSK icon
131
GSK
GSK
$108B
$200K 0.31%
4,164
-19,892
-83% -$1.04M
FDD icon
132
First Trust STOXX European Select Dividend Income Fund
FDD
$865M
$198K 0.31%
+16,590
New +$209K
SMB icon
133
VanEck Short Muni ETF
SMB
$312M
$185K 0.29%
+10,595
New +$185K
AMAT icon
134
Applied Materials
AMAT
$378B
$183K 0.29%
+12,425
New +$208K
SPWH icon
135
Sportsman's Warehouse
SPWH
$45.7M
$183K 0.29%
+14,836
New +$185K
FXN icon
136
First Trust Energy AlphaDEX Fund
FXN
$371M
$173K 0.27%
+11,997
New +$200K
WEN icon
137
Wendy's
WEN
$1.46B
$169K 0.27%
+19,505
New +$189K
FULT icon
138
Fulton Financial
FULT
$4.73B
$166K 0.26%
+13,728
New +$173K
THW
139
abrdn World Healthcare Fund
THW
$539M
$159K 0.25%
+11,080
New +$203K
EWM icon
140
iShares MSCI Malaysia ETF
EWM
$309M
$156K 0.25%
+3,929
New +$171K
RAD
141
DELISTED
Rite Aid Corporation
RAD
$150K 0.24%
1,232
-1,550
-56% -$258K
BRCD
142
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
$150K 0.24%
+14,496
New +$152K
SPLS
143
DELISTED
Staples Inc
SPLS
$150K 0.24%
+12,809
New +$180K
XRX icon
144
Xerox
XRX
$360M
$135K 0.21%
+5,261
New +$146K
NUGT icon
145
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$855M
$127K 0.2%
+1,095
New +$175K
FTF
146
Franklin Limited Duration Income Trust
FTF
$233M
$126K 0.2%
+11,544
New +$132K
SLM icon
147
SLM Corp
SLM
$4.74B
$122K 0.19%
+16,506
New +$145K
NOK icon
148
Nokia
NOK
$49.9B
$118K 0.19%
+17,343
New +$114K
GGZ
149
Gabelli Global Small and Mid-Cap Value Trust
GGZ
$122M
$117K 0.18%
+11,758
New +$121K
SIRI icon
150
SiriusXM
SIRI
$10.7B
$104K 0.16%
+2,789
New +$107K
4 5
6
7 8

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BCM
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OAM
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NOCM
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TIM
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QIM
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SLT
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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.