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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
AG icon
151
First Majestic Silver
AG
$7.75B
$103K 0.16%
+32,229
New +$114K
SRC
152
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
$103K 0.16%
+2,512
New +$111K
OCSI
153
DELISTED
Oaktree Strategic Income Corporation
OCSI
$98K 0.15%
+11,224
New +$101K
WPX
154
DELISTED
WPX Energy, Inc.
WPX
$97K 0.15%
+14,667
New +$123K
ENVI
155
DELISTED
ENVIVIO INC COM STK (DE)
ENVI
$97K 0.15%
+23,833
New +$55.5K
BTG icon
156
B2Gold
BTG
$5.12B
$96K 0.15%
+91,632
New +$111K
DNR
157
DELISTED
Denbury Resources, Inc.
DNR
$91K 0.14%
37,453
+14,252
+61% +$55.1K
CYS
158
DELISTED
CYS Investments Inc.
CYS
$84K 0.13%
11,577
-14,966
-56% -$116K
NSU
159
DELISTED
Nevsun Resources Ltd.
NSU
$83K 0.13%
28,732
-302
-1% -$938
IAG icon
160
IAMGOLD
IAG
$8.24B
$77K 0.12%
46,969
-14,642
-24% -$23.8K
AMRN
161
Amarin Corp
AMRN
$293M
$74K 0.12%
+1,907
New +$86.5K
AUY
162
DELISTED
Yamana Gold, Inc.
AUY
$60K 0.09%
+35,183
New +$71.9K
DSU icon
163
BlackRock Debt Strategies Fund
DSU
$592M
$59K 0.09%
+5,870
New +$61.9K
NCZ
164
Virtus Convertible & Income Fund II
NCZ
$285M
$55K 0.09%
+2,582
New +$67.2K
AMCC
165
DELISTED
Applied Micro Circuits Corporation New
AMCC
$54K 0.08%
+10,120
New +$59.4K
CORR
166
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
$51K 0.08%
+2,288
New +$64.1K
ALU
167
DELISTED
Alcatel-Lucent
ALU
$50K 0.08%
13,664
-727
-5% -$2.54K
EXTR icon
168
Extreme Networks
EXTR
$3.92B
$48K 0.08%
+14,278
New +$39.8K
RNWK
169
DELISTED
RealNetworks Inc
RNWK
$44K 0.07%
+10,735
New +$48.7K
SBLK icon
170
Star Bulk Carriers
SBLK
$3.12B
$43K 0.07%
+4,216
New +$55.4K
SOL
171
DELISTED
Emeren Group
SOL
$35K 0.06%
7,281
+4,605
+172% +$28.5K
CTLP
172
DELISTED
Cantaloupe
CTLP
$28K 0.04%
11,079
+177
+2% +$552
EXK
173
Endeavour Silver
EXK
$2.29B
$27K 0.04%
+17,524
New +$27.9K
FRO icon
174
Frontline
FRO
$8.63B
$27K 0.04%
+2,030
New +$27.2K
LSTA icon
175
Lisata Therapeutics
LSTA
$10.6M
$26K 0.04%
116
-108
-48% -$27.1K
5 6
7
8 9

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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.