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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
PRGN
201
DELISTED
PARAGON SHIPPING INC CL A NEW (MHL)
PRGN
$6K 0.01%
486
-23
-5% -$630
KEG
202
DELISTED
KEY ENERGY SERVICES INC
KEG
$6K 0.01%
+12,531
New +$6K
ATEC icon
203
Alphatec Holdings
ATEC
$1.43B
$5K 0.01%
+1,371
New +$13.9K
CSCI
204
DELISTED
COSCIENS Biopharma Inc. Common Stock
CSCI
$5K 0.01%
+6
New +$8.73K
NLST
205
DELISTED
Netlist, Inc.
NLST
$5K 0.01%
+12,376
New +$5.62K
AVL
206
DELISTED
Avalon Rare Metals, Inc. Ordinary Shares (Canada)
AVL
$5K 0.01%
+54,027
New +$7.77K
SDEV
207
Stablecoin Development Corp
SDEV
$31.2M
– –
0
– –
MTL.PR
208
DELISTED
Mechel PAO American Depositary Shares (each representing one-half of a Preferred Share)
MTL.PR
$4K 0.01%
13,938
-2,450
-15% -$739
AIM
209
AIM ImmunoTech
AIM
$6.54M
– –
0
– –
REPX icon
210
Riley Exploration Permian
REPX
$716M
$3K ﹤0.01%
+106
New +$2.94K
REE
211
DELISTED
RARE ELEMENT RES LTD
REE
$3K ﹤0.01%
+11,574
New +$4.37K
APP
212
DELISTED
AMERICAN APPAREL INC COM
APP
$3K ﹤0.01%
+23,090
New +$5.16K
GCVRZ
213
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$3K ﹤0.01%
+15,153
New +$5.15K
SPDC
214
DELISTED
SPEED COMMERCE, INC COM STK
SPDC
$2K ﹤0.01%
11,764
-14
-0.1% -$3
AA icon
215
Alcoa
AA
$11.7B
– –
-6,789
Closed -$182K
ABEV icon
216
Ambev
ABEV
$48.4B
– –
-27,343
Closed -$167K
AES icon
217
AES
AES
$10.6B
– –
-15,839
Closed -$210K
AIVL icon
218
WisdomTree US AI Enhanced Value Fund
AIVL
$433M
– –
-3,124
Closed -$230K
ALRM icon
219
Alarm.com
ALRM
$2.7B
– –
-11,113
Closed -$171K
AMLP icon
220
Alerian MLP ETF
AMLP
$12.9B
– –
-5,046
Closed -$393K
BA icon
221
Boeing
BA
$175B
– –
-1,837
Closed -$255K
BAC icon
222
Bank of America
BAC
$439B
– –
-13,174
Closed -$224K
BCS icon
223
Barclays
BCS
$91B
– –
-14,780
Closed -$227K
BIL icon
224
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
– –
-4,495
Closed -$411K
BKLN icon
225
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-22,118
Closed -$526K
7 8
9
10 11

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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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RB
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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.