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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
FCX icon
301
Freeport-McMoran
FCX
$91.2B
– –
-24,799
Closed -$240K
FDD icon
302
First Trust STOXX European Select Dividend Income Fund
FDD
$887M
– –
-16,590
Closed -$198K
FDT icon
303
First Trust Developed Markets ex-US AlphaDEX Fund
FDT
$1.27B
– –
-4,802
Closed -$215K
FNDB icon
304
Schwab Fundamental US Broad Market Index ETF
FNDB
$1.42B
– –
-22,233
Closed -$201K
FTF
305
Franklin Limited Duration Income Trust
FTF
$232M
– –
-11,544
Closed -$126K
FULT icon
306
Fulton Financial
FULT
$4.66B
– –
-13,728
Closed -$166K
FXG icon
307
First Trust Consumer Staples AlphaDEX Fund
FXG
$232M
– –
-10,395
Closed -$436K
FXH icon
308
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
– –
-5,770
Closed -$336K
FXN icon
309
First Trust Energy AlphaDEX Fund
FXN
$382M
– –
-11,997
Closed -$173K
GDX icon
310
VanEck Gold Miners ETF
GDX
$23.5B
– –
-37,512
Closed -$515K
GGZ
311
Gabelli Global Small and Mid-Cap Value Trust
GGZ
$123M
– –
-11,758
Closed -$117K
GLD icon
312
SPDR Gold Trust
GLD
$133B
– –
-4,034
Closed -$431K
GM icon
313
General Motors
GM
$80B
– –
-7,361
Closed -$221K
GMF icon
314
State Street SPDR S&P Emerging Asia Pacific ETF
GMF
$421M
– –
-9,515
Closed -$692K
GOOG icon
315
Alphabet (Google) Class C
GOOG
$4.08T
– –
-12,680
Closed -$386K
GSK icon
316
GSK
GSK
$104B
– –
-4,164
Closed -$200K
GVI icon
317
iShares Intermediate Government/Credit Bond ETF
GVI
$3.78B
– –
-1,991
Closed -$221K
HACK icon
318
Amplify Cybersecurity ETF
HACK
$2.64B
– –
-12,887
Closed -$325K
HST icon
319
Host Hotels & Resorts
HST
$17.2B
– –
-13,704
Closed -$217K
IBIO icon
320
iBio
IBIO
$69.1M
– –
-5
Closed -$15K
IDV icon
321
iShares International Select Dividend ETF
IDV
$8.46B
– –
-9,724
Closed -$274K
IGIB icon
322
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
– –
-8,076
Closed -$439K
IGOV icon
323
iShares International Treasury Bond ETF
IGOV
$1.53B
– –
-6,134
Closed -$280K
IGSB icon
324
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
– –
-10,828
Closed -$569K
IJK icon
325
iShares S&P Mid-Cap 400 Growth ETF
IJK
$10.7B
– –
-8,880
Closed -$349K
11 12
13
14 15

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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.