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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
IJS icon
326
iShares S&P Small-Cap 600 Value ETF
IJS
$8.12B
– –
-6,708
Closed -$351K
IUSV icon
327
iShares Core S&P US Value ETF
IUSV
$27.2B
– –
-6,651
Closed -$270K
IWC icon
328
iShares Micro-Cap ETF
IWC
$1.45B
– –
-3,014
Closed -$210K
IXUS icon
329
iShares Core MSCI Total International Stock ETF
IXUS
$58.4B
– –
-11,040
Closed -$539K
KGC icon
330
Kinross Gold
KGC
$28.2B
– –
-171,018
Closed -$294K
LEMB icon
331
iShares JPMorgan EM Local Currency Bond ETF
LEMB
$742M
– –
-5,608
Closed -$223K
LSTA icon
332
Lisata Therapeutics
LSTA
$9.38M
– –
-116
Closed -$26K
MBB icon
333
iShares MBS ETF
MBB
$39.1B
– –
-3,132
Closed -$343K
MBOT icon
334
Microbot Medical
MBOT
$117M
– –
-21
Closed -$14K
MOO icon
335
VanEck Agribusiness ETF
MOO
$994M
– –
-7,371
Closed -$338K
MT icon
336
ArcelorMittal
MT
$52.3B
– –
-20,025
Closed -$236K
MUFG icon
337
Mitsubishi UFJ Financial
MUFG
$254B
– –
-79,620
Closed -$485K
SDEV
338
Stablecoin Development Corp
SDEV
$32M
– –
0
– -$4K
NCZ
339
Virtus Convertible & Income Fund II
NCZ
$290M
– –
-2,582
Closed -$55K
NLY icon
340
Annaly Capital Management
NLY
$17.3B
– –
-5,564
Closed -$220K
NUGT icon
341
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$909M
– –
-1,095
Closed -$127K
PBA icon
342
Pembina Pipeline
PBA
$29.3B
– –
-9,972
Closed -$239K
PDP icon
343
Invesco Dorsey Wright Momentum ETF
PDP
$1.45B
– –
-8,976
Closed -$361K
PGX icon
344
Invesco Preferred ETF
PGX
$3.81B
– –
-14,393
Closed -$210K
PIZ icon
345
Invesco Dorsey Wright Developed Markets Momentum ETF
PIZ
$719M
– –
-15,244
Closed -$342K
PKW icon
346
Invesco BuyBack Achievers ETF
PKW
$1.72B
– –
-6,042
Closed -$265K
PLG
347
Platinum Group Metals
PLG
$168M
– –
-749
Closed -$17K
PRSO icon
348
Peraso
PRSO
$9.71M
– –
-2
Closed -$22K
PSHG icon
349
Performance Shipping
PSHG
$22.8M
– –
0
– -$22K
PVI icon
350
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
– –
-8,980
Closed -$224K
12 13
14
15 16

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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.