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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
AIVI icon
101
WisdomTree International AI Enhanced Value Fund
AIVI
$61.9M
$232K 0.28%
+6,080
New +$240K
TU icon
102
Telus
TU
$16.8B
$232K 0.28%
+16,812
New +$262K
EZM icon
103
WisdomTree US MidCap Fund
EZM
$941M
$229K 0.27%
7,899
+90
+1% +$2.7K
FGD icon
104
First Trust Dow Jones Global Select Dividend Index Fund
FGD
$1.55B
$228K 0.27%
+10,490
New +$235K
BPL
105
DELISTED
Buckeye Partners, L.P.
BPL
$228K 0.27%
+3,455
New +$226K
KBWD icon
106
Invesco KBW High Dividend Yield Financial ETF
KBWD
$411M
$226K 0.27%
+10,748
New +$240K
FNX icon
107
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
$224K 0.27%
+4,666
New +$233K
IWS icon
108
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
$224K 0.27%
+3,265
New +$229K
KOF icon
109
Coca-Cola Femsa
KOF
$22.9B
$224K 0.27%
+3,164
New +$235K
VQT
110
DELISTED
iPath S&P VEQTOR ETN
VQT
$224K 0.27%
+1,618
New +$223K
APD icon
111
Air Products & Chemicals
APD
$66.8B
$223K 0.27%
+1,855
New +$233K
HYG icon
112
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$222K 0.27%
+2,757
New +$229K
XLB icon
113
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$220K 0.26%
+10,150
New +$225K
WBII
114
DELISTED
WBI BullBear Global Income ETF
WBII
$220K 0.26%
+8,962
New +$223K
MDIV icon
115
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$430M
$219K 0.26%
11,941
-1,531
-11% -$28.6K
DSUM
116
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
$219K 0.26%
+9,637
New +$226K
SBNY
117
DELISTED
Signature Bank
SBNY
$219K 0.26%
+1,425
New +$215K
EES icon
118
WisdomTree US SmallCap Earnings Fund
EES
$720M
$213K 0.26%
+8,448
New +$220K
IOO icon
119
iShares Global 100 ETF
IOO
$8.83B
$213K 0.26%
+5,850
New +$217K
RWX icon
120
State Street SPDR Dow Jones International Real Estate ETF
RWX
$273M
$212K 0.25%
5,421
-9,219
-63% -$371K
WY.PRA
121
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
$211K 0.25%
+4,202
New +$214K
EWH icon
122
iShares MSCI Hong Kong ETF
EWH
$1.25B
$208K 0.25%
+10,507
New +$213K
NFLT icon
123
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$447M
$207K 0.25%
+8,369
New +$209K
DBKO
124
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
$206K 0.25%
+9,196
New +$211K
AIVL icon
125
WisdomTree US AI Enhanced Value Fund
AIVL
$426M
$205K 0.25%
+2,912
New +$207K
3 4
5
6 7

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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.