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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+0.81%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 69.4%
2 Financials 9.56%
3 Healthcare 4.49%
4 Communication Services 3.21%
5 Consumer Discretionary 2.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QID icon
351
ProShares UltraShort QQQ
QID
$240M
– –
-111
Closed -$328K
RSP icon
352
Invesco S&P 500 Equal Weight ETF
RSP
$98.4B
– –
-10,670
Closed -$785K
RSPD icon
353
Invesco S&P 500 Equal Weight Consumer Discretionary ETF
RSPD
$285M
– –
-8,091
Closed -$227K
SAM icon
354
Boston Beer
SAM
$1.77B
– –
-1,255
Closed -$264K
SBLK icon
355
Star Bulk Carriers
SBLK
$3.48B
– –
-4,216
Closed -$43K
SCHZ icon
356
Schwab US Aggregate Bond ETF
SCHZ
$10.6B
– –
-12,808
Closed -$334K
SHM icon
357
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.49B
– –
-6,181
Closed -$301K
SLM icon
358
SLM Corp
SLM
$4.92B
– –
-16,506
Closed -$122K
SMB icon
359
VanEck Short Muni ETF
SMB
$315M
– –
-10,595
Closed -$185K
SOL
360
DELISTED
Emeren Group
SOL
– –
-7,281
Closed -$35K
SOXX icon
361
iShares Semiconductor ETF
SOXX
$42.6B
– –
-14,334
Closed -$389K
SPSM icon
362
State Street SPDR Portfolio S&P 600 Small Cap ETF
SPSM
$16.1B
– –
-9,906
Closed -$214K
SPTI icon
363
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
– –
-7,860
Closed -$238K
SPWH icon
364
Sportsman's Warehouse
SPWH
$44.2M
– –
-14,836
Closed -$183K
SPXS icon
365
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$374M
– –
-61
Closed -$656K
SQQQ icon
366
ProShares UltraPro Short QQQ
SQQQ
$2.14B
– –
-1
Closed -$260K
THW
367
abrdn World Healthcare Fund
THW
$542M
– –
-11,080
Closed -$159K
TIP icon
368
iShares TIPS Bond ETF
TIP
$14.7B
– –
-15,300
Closed -$1.69M
UHS icon
369
Universal Health Services
UHS
$10.5B
– –
-2,023
Closed -$252K
UNG icon
370
United States Natural Gas Fund
UNG
$578M
– –
-1,643
Closed -$305K
USO icon
371
United States Oil Fund
USO
$2.34B
– –
-2,241
Closed -$263K
UTHR icon
372
United Therapeutics
UTHR
$21.5B
– –
-1,610
Closed -$211K
VFH icon
373
Vanguard Financials ETF
VFH
$13.3B
– –
-9,472
Closed -$438K
VIG icon
374
Vanguard Dividend Appreciation ETF
VIG
$111B
– –
-3,710
Closed -$274K
VPL icon
375
Vanguard FTSE Pacific ETF
VPL
$8.55B
– –
-19,679
Closed -$1.06M
13 14
15
16 17

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PGCM
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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 Miscellaneous at 69% of assets, up from 64% a quarter earlier, followed by Financials and Healthcare.

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.