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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
SBUX icon
76
Starbucks
SBUX
$121B
$264K 0.32%
4,390
-1,667
-28% -$102K
TSM icon
77
TSMC
TSM
$2.09T
$261K 0.31%
+11,473
New +$258K
CNP icon
78
CenterPoint Energy
CNP
$27.8B
$254K 0.3%
+13,845
New +$246K
CVX icon
79
Chevron
CVX
$383B
$254K 0.3%
2,818
-944
-25% -$85.1K
ITB icon
80
iShares US Home Construction ETF
ITB
$2.29B
$251K 0.3%
+9,245
New +$255K
FITB
81
Fifth Third Bancorp
FITB
$51.3B
$249K 0.3%
+12,383
New +$245K
TOTL icon
82
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.1B
$248K 0.3%
+5,104
New +$251K
GSC
83
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
$248K 0.3%
+12,338
New +$276K
COST icon
84
Costco
COST
$423B
$247K 0.3%
+1,532
New +$242K
SPFF icon
85
Global X SuperIncome Preferred ETF
SPFF
$140M
$247K 0.3%
+18,783
New +$250K
GHYG icon
86
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$245K 0.29%
+5,404
New +$252K
WBIH
87
DELISTED
WBI BullBear Global High Income ETF
WBIH
$245K 0.29%
+10,516
New +$249K
PHDG icon
88
Invesco S&P 500 Downside Hedged ETF
PHDG
$73.3M
$244K 0.29%
+9,864
New +$244K
GS icon
89
Goldman Sachs
GS
$302B
$243K 0.29%
1,349
-1,173
-47% -$218K
GYLD icon
90
Arrow Dow Jones Global Yield ETF
GYLD
$36.8M
$242K 0.29%
+14,103
New +$269K
WIP icon
91
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$471M
$242K 0.29%
+4,805
New +$251K
DEW icon
92
WisdomTree Global High Dividend Fund
DEW
$148M
$241K 0.29%
+6,115
New +$247K
DTH icon
93
WisdomTree International High Dividend Fund
DTH
$655M
$239K 0.29%
+6,344
New +$248K
UWTI
94
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
$239K 0.29%
+6,051
New +$477K
EWD icon
95
iShares MSCI Sweden ETF
EWD
$547M
$238K 0.29%
+8,159
New +$244K
FYX icon
96
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.37B
$238K 0.29%
+5,384
New +$247K
IVV icon
97
iShares Core S&P 500 ETF
IVV
$872B
$237K 0.28%
+1,157
New +$239K
ALXN
98
DELISTED
Alexion Pharmaceuticals
ALXN
$236K 0.28%
+1,235
New +$216K
SABR icon
99
Sabre
SABR
$739M
$233K 0.28%
+8,346
New +$242K
TDF
100
Templeton Dragon Fund
TDF
$269M
$233K 0.28%
+13,067
New +$253K
2 3
4
5 6

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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.