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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
MAS icon
126
Masco
MAS
$14.2B
$205K 0.25%
+7,244
New +$206K
RSX
127
DELISTED
VanEck Russia ETF
RSX
$205K 0.25%
+13,979
New +$229K
C icon
128
Citigroup
C
$222B
$204K 0.24%
+3,939
New +$209K
DIS icon
129
Walt Disney
DIS
$167B
$204K 0.24%
+1,938
New +$216K
SGEN
130
DELISTED
Seagen Inc. Common Stock
SGEN
$204K 0.24%
+4,540
New +$189K
AMAT icon
131
Applied Materials
AMAT
$398B
$190K 0.23%
10,199
-2,226
-18% -$38.7K
BBD icon
132
Banco Bradesco
BBD
$37.9B
$187K 0.22%
+82,556
New +$217K
VLY icon
133
Valley National Bancorp
VLY
$7.92B
$183K 0.22%
+18,597
New +$193K
VGM icon
134
Invesco Trust Investment Grade Municipals
VGM
$553M
$178K 0.21%
+13,355
New +$175K
NOK icon
135
Nokia
NOK
$50.7B
$175K 0.21%
24,945
+7,602
+44% +$54.2K
PIE icon
136
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$231M
$172K 0.21%
+11,482
New +$180K
LVL
137
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$168K 0.2%
+19,199
New +$176K
NXEO
138
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
$166K 0.2%
+16,673
New +$168K
NGLS
139
DELISTED
TARGA RESOURCES PARTNERS LP COM UTS REPTG LTD PARTERSHIP INT
NGLS
$166K 0.2%
+10,052
New +$249K
HBAN icon
140
Huntington Bancshares
HBAN
$34.5B
$155K 0.19%
+14,002
New +$157K
BDBD
141
DELISTED
BOULDER BRANDS INC
BDBD
$152K 0.18%
+13,812
New +$135K
VALE.P
142
DELISTED
Vale S A
VALE.P
$145K 0.17%
+57,054
New +$185K
STLA icon
143
Stellantis
STLA
$17B
$142K 0.17%
+15,599
New +$146K
PBR.A icon
144
Petrobras Class A
PBR.A
$109B
$138K 0.17%
+40,634
New +$161K
TWO
145
Two Harbors Investment
TWO
$1.27B
$136K 0.16%
+2,100
New +$143K
PWE
146
DELISTED
Penn West Energy Petroleum Ltd
PWE
$128K 0.15%
+152,609
New +$162K
EAGLU
147
DELISTED
Double Eagle Acquisition Corp.
EAGLU
$126K 0.15%
+12,583
New +$127K
MTSN
148
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$126K 0.15%
+35,554
New +$99.6K
ADAM
149
Adamas Trust
ADAM
$803M
$122K 0.15%
+5,704
New +$129K
LYG icon
150
Lloyds Banking Group
LYG
$90.7B
$116K 0.14%
+26,614
New +$121K
4 5
6
7 8

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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.