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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
EWU icon
26
iShares MSCI United Kingdom ETF
EWU
$4.17B
$524K 0.63%
16,240
-24,074
-60% -$819K
AMG icon
27
Affiliated Managers Group
AMG
$9.65B
$521K 0.63%
3,259
+1,632
+100% +$281K
RF icon
28
Regions Financial
RF
$26.3B
$514K 0.62%
+53,586
New +$514K
VEU icon
29
Vanguard FTSE All-World ex-US ETF
VEU
$66.8B
$504K 0.6%
+11,610
New +$519K
FXO icon
30
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$494K 0.59%
21,290
+7,178
+51% +$169K
CELG
31
DELISTED
Celgene Corp
CELG
$475K 0.57%
+3,965
New +$459K
TLT icon
32
iShares 20+ Year Treasury Bond ETF
TLT
$42.4B
$465K 0.56%
+3,858
New +$470K
NKE icon
33
Nike
NKE
$62.7B
$460K 0.55%
+7,360
New +$475K
VZ icon
34
Verizon
VZ
$193B
$438K 0.53%
9,471
+2,411
+34% +$109K
AGG icon
35
iShares Core US Aggregate Bond ETF
AGG
$138B
$413K 0.5%
+3,827
New +$417K
IBB icon
36
iShares Biotechnology ETF
IBB
$9.52B
$409K 0.49%
3,624
+75
+2% +$8.14K
IWM icon
37
iShares Russell 2000 ETF
IWM
$80.2B
$395K 0.47%
+3,509
New +$405K
IFV icon
38
First Trust Dorsey Wright International Focus 5 ETF
IFV
$227M
$391K 0.47%
+21,882
New +$395K
HEDJ icon
39
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.84B
$388K 0.47%
+14,418
New +$426K
BIIB icon
40
Biogen
BIIB
$30.7B
$380K 0.46%
+1,240
New +$356K
IFGL icon
41
iShares International Developed Real Estate ETF
IFGL
$84M
$380K 0.46%
+13,633
New +$389K
XLK icon
42
State Street Technology Select Sector SPDR ETF
XLK
$115B
$378K 0.45%
+17,634
New +$380K
IJT icon
43
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.27B
$377K 0.45%
6,064
+674
+13% +$42.8K
SIG icon
44
Signet Jewelers
SIG
$3.72B
$377K 0.45%
+3,048
New +$413K
IEFA icon
45
iShares Core MSCI EAFE ETF
IEFA
$192B
$375K 0.45%
+6,902
New +$383K
ABEV icon
46
Ambev
ABEV
$48.2B
$371K 0.45%
+83,095
New +$406K
BNY
47
Bank of New York Mellon
BNY
$106B
$369K 0.44%
+8,945
New +$376K
HLF icon
48
Herbalife
HLF
$1.29B
$363K 0.44%
+13,538
New +$376K
DOC icon
49
Healthpeak Properties
DOC
$15.2B
$362K 0.43%
+10,383
New +$347K
AGN
50
DELISTED
Allergan plc
AGN
$362K 0.43%
1,157
-321
-22% -$95.6K
1
2
3 4 5

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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.