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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
VRDN icon
376
Viridian Therapeutics
VRDN
$2.2B
– –
-80
Closed -$17K
VSS icon
377
Vanguard FTSE All-World ex-US Small-Cap Index Fund
VSS
$11.3B
– –
-9,951
Closed -$903K
VUG icon
378
Vanguard Morningstar Growth ETF
VUG
$218B
– –
-17,796
Closed -$297K
VV icon
379
Vanguard Morningstar Large-Cap ETF
VV
$52.1B
– –
-5,352
Closed -$471K
VXUS icon
380
Vanguard Total International Stock ETF
VXUS
$155B
– –
-8,981
Closed -$398K
WEN icon
381
Wendy's
WEN
$1.4B
– –
-19,505
Closed -$169K
WM icon
382
Waste Management
WM
$90.9B
– –
-6,392
Closed -$318K
WST icon
383
West Pharmaceutical
WST
$23.9B
– –
-3,981
Closed -$215K
XHB icon
384
State Street SPDR S&P Homebuilders ETF
XHB
$1.61B
– –
-15,061
Closed -$516K
XLE icon
385
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
– –
-17,258
Closed -$528K
XME icon
386
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
– –
-16,222
Closed -$271K
XRX icon
387
Xerox
XRX
$456M
– –
-5,261
Closed -$135K
CSCI
388
DELISTED
COSCIENS Biopharma Inc. Common Stock
CSCI
– –
-6
Closed -$5K
BPTH
389
DELISTED
Bio-Path Holdings Inc
BPTH
– –
-3
Closed -$12K
SRC
390
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-2,512
Closed -$103K
CORR
391
DELISTED
CorEnergy Infrastructure Trust, Inc.
CORR
– –
-2,288
Closed -$51K
RAD
392
DELISTED
Rite Aid Corporation
RAD
– –
-1,232
Closed -$150K
HYLD
393
DELISTED
High Yield ETF
HYLD
– –
-6,466
Closed -$234K
OCSI
394
DELISTED
Oaktree Strategic Income Corporation
OCSI
– –
-11,224
Closed -$98K
WPX
395
DELISTED
WPX Energy, Inc.
WPX
– –
-14,667
Closed -$97K
C.WS.A
396
DELISTED
Citigroup Inc
C.WS.A
– –
-16,872
Closed -$8K
NLST
397
DELISTED
Netlist, Inc.
NLST
– –
-12,376
Closed -$5K
ELON
398
DELISTED
Echelon Corp
ELON
– –
-1,802
Closed -$11K
IMNP
399
DELISTED
Immune Pharmaceuticals Inc.
IMNP
– –
-774
Closed -$18K
BRCD
400
DELISTED
Brocade Communications Systems, Inc. NEW
BRCD
– –
-14,496
Closed -$150K
14 15
16
17 18

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OAM
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NOCM
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TIM
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QIM
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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.