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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
+0.81%
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
$83.3M
AUM Growth
+$19.7M
Cap. Flow
+$21.1M
Cap. Flow %
25.36%
Top 10 Hldgs %
40.18%
Holding
427
New
213
Increased
25
Reduced
23
Closed
159

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$8.61M
2
SDS icon
ProShares UltraShort S&P500
SDS
+$4.36M
3
SH icon
ProShares Short S&P500
SH
+$4.19M
4
SSO icon
ProShares Ultra S&P500
SSO
+$2.62M
5
IAU icon
iShares Gold Trust
IAU
+$1.88M

Top Sells

Rank Stock Value
1
TIP icon
iShares TIPS Bond ETF
TIP
+$1.69M
2
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$1.45M
3
AZO icon
AutoZone
AZO
+$1.45M
4
VPL icon
Vanguard FTSE Pacific ETF
VPL
+$1.06M
5
BFH icon
Bread Financial
BFH
+$1.03M

Sector Composition

Rank Sector Weight
1 Financials 9.56%
2 Healthcare 4.49%
3 Communication Services 3.21%
4 Consumer Discretionary 2.32%
5 Technology 2.14%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QBAK
226
DELISTED
Qualstar Corp
QBAK
$11K 0.01%
+2,431
New +$14K
UNIS
227
DELISTED
Unilife Corporation
UNIS
$11K 0.01%
+2,141
New +$16.8K
RVLT
228
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
$11K 0.01%
+1,373
New +$12.7K
SD
229
DELISTED
SANDRIDGE ENERGY, INC.
SD
$11K 0.01%
+52,968
New +$17.6K
SVRA icon
230
Savara
SVRA
$1.14B
$10K 0.01%
+334
New +$10.4K
ALBO
231
DELISTED
Albireo Pharma Inc
ALBO
$10K 0.01%
+1,013
New +$10.5K
NSPH
232
DELISTED
NANOSPHERE INC. COM NEW
NSPH
$10K 0.01%
+15,869
New +$21.8K
LF
233
DELISTED
LEAPFROG ENTERPRISES INC.
LF
$10K 0.01%
+13,975
New +$10.5K
ICA
234
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
$10K 0.01%
+12,814
New +$18.5K
SB icon
235
Safe Bulkers
SB
$810M
$9K 0.01%
+10,974
New +$23K
THTI
236
DELISTED
THT HEAT TRANSFER TECHNOLOGY, INC. COMMON STOCK
THTI
$9K 0.01%
19,913
-3,343
-14% -$2.08K
ESNC
237
DELISTED
EnSync Inc
ESNC
$8K 0.01%
+20,520
New +$9.64K
ATEC icon
238
Alphatec Holdings
ATEC
$1.49B
$6K 0.01%
1,609
+238
+17% +$804
DNN icon
239
Denison Mines
DNN
$2.64B
$6K 0.01%
+12,591
New +$5.29K
ENSV
240
DELISTED
Enservco Corp.
ENSV
$6K 0.01%
+741
New +$7.25K
IDXG
241
DELISTED
Interpace Biosciences, Inc. Common Stock
IDXG
$6K 0.01%
+126
New +$14K
TEUM
242
DELISTED
Pareteum Corporation
TEUM
$6K 0.01%
+846
New +$7.44K
DRYS
243
DELISTED
DryShips Inc. Common Stock
DRYS
– –
0
– –
ANAD
244
DELISTED
ANADIGICS INC
ANAD
$6K 0.01%
10,000
-23,157
-70% -$7.79K
SCON
245
DELISTED
Superconductor Technologies Inc.
SCON
$5K 0.01%
+17
New +$6.31K
ALO
246
DELISTED
Alio Gold Inc
ALO
$5K 0.01%
+3,304
New +$6.14K
REE
247
DELISTED
RARE ELEMENT RES LTD
REE
$5K 0.01%
30,906
+19,332
+167% +$4.27K
PVA
248
DELISTED
PENN VIRGINIA CORP
PVA
$5K 0.01%
+16,812
New +$9.84K
NETE
249
DELISTED
NETEGRITY INC
NETE
$5K 0.01%
+25,488
New +$5K
PQUE
250
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
$5K 0.01%
+10,811
New +$5K
8 9
10
11 12

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AWP
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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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RB
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OMG
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Two Sigma Securities's Q4 2015 Portfolio in Review

As of Q4 2015, Two Sigma Securities held 427 positions worth $83.3M, up 31% from $63.7M the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Two Sigma Securities deployed $21.1M of net new capital in Q4 2015, opening 213 new positions and adding to 25 existing holdings. Its largest new stake was ProShares UltraShort S&P500: 2,173 shares worth $4.33M.

By sector, the portfolio is most concentrated in Financials at 9.6% of assets, down from 12% a quarter earlier, followed by Healthcare and Communication Services.

On the sell side, the largest reduction was State Street Financial Select Sector SPDR ETF, an estimated $1.45M trimmed.

  • Two Sigma Securities's largest Q4 2015 buy was ProShares UltraShort S&P500: 2,173 shares worth $4.33M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2015, an estimated $8.61M increase.
  • Two Sigma Securities's biggest Q4 2015 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $1.45M.
  • Two Sigma Securities fully exited iShares TIPS Bond ETF in Q4 2015, selling an estimated $1.69M.
  • Two Sigma Securities's ten largest holdings make up 40% of its $83.3M portfolio in Q4 2015.
  • Two Sigma Securities opened 213 new positions and closed 159 in Q4 2015.
  • Two Sigma Securities's portfolio value rose 31% quarter-over-quarter to $83.3M.

Based on Two Sigma Securities's 13F filing for Q4 2015, filed 16 Feb 2016.