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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
BLDP
176
Ballard Power Systems
BLDP
$808M
$24K 0.04%
+19,661
New +$26.7K
VIRX
177
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
$23K 0.04%
+135
New +$48.7K
PRSO icon
178
Peraso
PRSO
$10.1M
$22K 0.03%
+2
New +$24.4K
PSHG icon
179
Performance Shipping
PSHG
$22.5M
– –
0
– –
ATHE
180
Alterity Therapeutics
ATHE
$82.7M
$20K 0.03%
+372
New +$23.6K
HYF
181
DELISTED
MANAGED HIGH YLD PLUS FD INC
HYF
$20K 0.03%
12,259
-2,571
-17% -$4.43K
IMNP
182
DELISTED
Immune Pharmaceuticals Inc.
IMNP
$18K 0.03%
+774
New +$24.4K
TEU
183
DELISTED
BOX SHIPS INCORPORATED SHS (MARSHALL ISLANDS)
TEU
$18K 0.03%
+29,941
New +$22.3K
PLG
184
Platinum Group Metals
PLG
$159M
$17K 0.03%
+749
New +$22.3K
VRDN icon
185
Viridian Therapeutics
VRDN
$2.15B
$17K 0.03%
+80
New +$28.1K
HTCH
186
DELISTED
HUTCHINSON TECHNOLOGY INC
HTCH
$17K 0.03%
10,314
-811
-7% -$1.23K
CVM icon
187
CEL-SCI Corp
CVM
$21M
$15K 0.02%
+33
New +$15.1K
IBIO icon
188
iBio
IBIO
$69.1M
$15K 0.02%
+5
New +$18.5K
SONN
189
DELISTED
Sonnet BioTherapeutics
SONN
– –
0
– –
BAA
190
DELISTED
Banro Corporation Common Stock
BAA
$15K 0.02%
+9,365
New +$20.5K
MBOT icon
191
Microbot Medical
MBOT
$113M
$14K 0.02%
+21
New +$16K
THTI
192
DELISTED
THT HEAT TRANSFER TECHNOLOGY, INC. COMMON STOCK
THTI
$13K 0.02%
+23,256
New +$15.1K
BPTH
193
DELISTED
Bio-Path Holdings Inc
BPTH
$12K 0.02%
+3
New +$14.1K
ELON
194
DELISTED
Echelon Corp
ELON
$11K 0.02%
+1,802
New +$10.9K
TC
195
DELISTED
Thompson Creek Metals Company Inc. Ordinary Shares (Canada)
TC
$9K 0.01%
21,494
+6,759
+46% +$3.76K
ETRM
196
DELISTED
EnteroMedics Inc.
ETRM
$9K 0.01%
32
-8
-20% -$2.56K
C.WS.A
197
DELISTED
Citigroup Inc
C.WS.A
$8K 0.01%
+16,872
New +$11.1K
ARO
198
DELISTED
Aeropostale Inc
ARO
$7K 0.01%
+11,643
New +$14.7K
BBLU
199
DELISTED
BLUE EARTH, INC. COMMON STOCK
BBLU
$7K 0.01%
+10,556
New +$9.13K
ANAD
200
DELISTED
ANADIGICS INC
ANAD
$7K 0.01%
+33,157
New +$14.2K
6 7
8
9 10

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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.