Two Sigma Securities Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$8.61M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$4.36M |
| 3 |
ProShares Short S&P500
SH
|
+$4.19M |
| 4 |
ProShares Ultra S&P500
SSO
|
+$2.62M |
| 5 |
iShares Gold Trust
IAU
|
+$1.88M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares TIPS Bond ETF
TIP
|
+$1.69M |
| 2 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$1.45M |
| 3 |
AutoZone
AZO
|
+$1.45M |
| 4 |
Vanguard FTSE Pacific ETF
VPL
|
+$1.06M |
| 5 |
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% |
Similar funds
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.