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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
BLDP
276
Ballard Power Systems
BLDP
$841M
– –
-19,661
Closed -$24K
BND icon
277
Vanguard Total Bond Market
BND
$158B
– –
-2,857
Closed -$234K
BWX icon
278
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.33B
– –
-12,336
Closed -$321K
BX icon
279
Blackstone
BX
$102B
– –
-16,361
Closed -$508K
BXP icon
280
Boston Properties
BXP
$11.4B
– –
-1,927
Closed -$228K
CBRL icon
281
Cracker Barrel
CBRL
$1.28B
– –
-1,464
Closed -$216K
CTLP
282
DELISTED
Cantaloupe
CTLP
– –
-11,079
Closed -$28K
CVM icon
283
CEL-SCI Corp
CVM
$21.3M
– –
-33
Closed -$15K
D icon
284
Dominion Energy
D
$61.3B
– –
-5,732
Closed -$403K
DBA icon
285
Invesco DB Agriculture Fund
DBA
$1.23B
– –
-16,376
Closed -$342K
DBJP icon
286
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$685M
– –
-6,050
Closed -$221K
DIA icon
287
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
– –
-4,006
Closed -$651K
DLX icon
288
Deluxe
DLX
$1.19B
– –
-4,568
Closed -$255K
DOV icon
289
Dover
DOV
$27.5B
– –
-5,060
Closed -$234K
DSU icon
290
BlackRock Debt Strategies Fund
DSU
$591M
– –
-5,870
Closed -$59K
DUST icon
291
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$66.3M
– –
0
– -$506K
DWX icon
292
State Street SPDR S&P International Dividend ETF
DWX
$536M
– –
-7,031
Closed -$239K
EEV icon
293
ProShares Trust UltraShort MSCI Emerging Markets
EEV
$2.45M
– –
-1,040
Closed -$257K
EFV icon
294
iShares MSCI EAFE Value ETF
EFV
$28.9B
– –
-10,219
Closed -$473K
EMHY icon
295
iShares JPMorgan EM High Yield Bond ETF
EMHY
$619M
– –
-5,300
Closed -$240K
EWI icon
296
iShares MSCI Italy ETF
EWI
$1.01B
– –
-9,136
Closed -$262K
EXK
297
Endeavour Silver
EXK
$2.3B
– –
-17,524
Closed -$27K
EXTR icon
298
Extreme Networks
EXTR
$3.9B
– –
-14,278
Closed -$48K
F icon
299
Ford
F
$59.3B
– –
-42,626
Closed -$578K
FAZ icon
300
Direxion Daily Financial Bear 3x ETF
FAZ
$84.4M
– –
-19
Closed -$399K
10 11
12
13 14

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OAM
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NOCM
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TIM
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QIM
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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.