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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
IGE icon
51
iShares North American Natural Resources ETF
IGE
$741M
$354K 0.42%
+12,567
New +$391K
REM icon
52
iShares Mortgage Real Estate ETF
REM
$545M
$340K 0.41%
8,886
-1,185
-12% -$47.2K
PFE icon
53
Pfizer
PFE
$142B
$338K 0.41%
+11,031
New +$347K
AMGN icon
54
Amgen
AMGN
$209B
$331K 0.4%
2,041
+511
+33% +$80.3K
GLW icon
55
Corning
GLW
$116B
$330K 0.4%
18,077
+900
+5% +$16.3K
CPN
56
DELISTED
Calpine Corporation
CPN
$330K 0.4%
+22,836
New +$334K
EWC icon
57
iShares MSCI Canada ETF
EWC
$6.17B
$328K 0.39%
+15,274
New +$355K
WTM icon
58
White Mountains Insurance
WTM
$5.25B
$326K 0.39%
+448
New +$343K
V icon
59
Visa
V
$673B
$322K 0.39%
+4,158
New +$322K
FXR icon
60
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$728M
$317K 0.38%
12,161
+811
+7% +$22K
RJI
61
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$314K 0.38%
+67,851
New +$338K
NFLX icon
62
Netflix
NFLX
$305B
$307K 0.37%
+26,880
New +$307K
SLV icon
63
iShares Silver Trust
SLV
$28.6B
$303K 0.36%
+22,982
New +$324K
XLI icon
64
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$294K 0.35%
5,539
-17,441
-76% -$936K
IVE icon
65
iShares S&P 500 Value ETF
IVE
$49.1B
$287K 0.34%
+3,243
New +$290K
AAPL icon
66
Apple
AAPL
$4.9T
$285K 0.34%
10,832
-6,980
-39% -$199K
SDIV icon
67
Global X SuperDividend ETF
SDIV
$1.22B
$285K 0.34%
+4,810
New +$291K
TGT icon
68
Target
TGT
$65.6B
$284K 0.34%
+3,916
New +$292K
EMR icon
69
Emerson Electric
EMR
$83.3B
$282K 0.34%
+5,902
New +$281K
TZA icon
70
Direxion Daily Small Cap Bear 3x ETF
TZA
$246M
$280K 0.34%
16
+4
+33% +$69.8K
REGN icon
71
Regeneron Pharmaceuticals
REGN
$77.4B
$274K 0.33%
+505
New +$274K
PFF icon
72
iShares Preferred and Income Securities ETF
PFF
$13.3B
$270K 0.32%
+6,955
New +$271K
UVXY icon
73
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$234M
– –
0
– –
UHAL icon
74
U-Haul Holding Co
UHAL
$13.9B
$268K 0.32%
+6,870
New +$278K
SCHF icon
75
Schwab International Equity ETF
SCHF
$67B
$267K 0.32%
+19,386
New +$278K
1 2
3
4 5

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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.