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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
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$9.88M 11.86%
48,456
+41,908
+640% +$8.61M
SDS icon
2
ProShares UltraShort S&P500
SDS
$420M
$4.33M 5.2%
+2,173
New +$4.36M
SH icon
3
ProShares Short S&P500
SH
$913M
$4.18M 5.02%
+25,032
New +$4.19M
CME icon
4
CME Group
CME
$96.1B
$4.1M 4.93%
45,294
-749
-2% -$70.5K
SSO icon
5
ProShares Ultra S&P500
SSO
$7.76B
$3.84M 4.61%
487,896
+328,816
+207% +$2.62M
IAU icon
6
iShares Gold Trust
IAU
$63.8B
$1.81M 2.17%
+88,379
New +$1.88M
SPXU icon
7
ProShares UltraPro Short S&P 500
SPXU
$414M
$1.48M 1.78%
+117
New +$1.51M
META icon
8
Meta Platforms (Facebook)
META
$1.37T
$1.32M 1.59%
12,656
+8,207
+184% +$843K
SHY icon
9
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$1.28M 1.53%
+15,125
New +$1.28M
DXJ icon
10
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
$1.25M 1.51%
+25,061
New +$1.33M
VGK icon
11
Vanguard FTSE Europe ETF
VGK
$30.8B
$1.24M 1.48%
+24,806
New +$1.27M
EWJ icon
12
iShares MSCI Japan ETF
EWJ
$22.1B
$1.18M 1.41%
+24,306
New +$1.19M
XLY icon
13
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$940K 1.13%
+24,050
New +$954K
EWT icon
14
iShares MSCI Taiwan ETF
EWT
$9.6B
$933K 1.12%
+36,537
New +$1M
XBI icon
15
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$896K 1.08%
12,787
+5,431
+74% +$370K
PID icon
16
Invesco International Dividend Achievers ETF
PID
$934M
$857K 1.03%
+63,141
New +$936K
GILD icon
17
Gilead Sciences
GILD
$163B
$793K 0.95%
7,840
+3,767
+92% +$392K
IDU icon
18
iShares US Utilities ETF
IDU
$1.36B
$783K 0.94%
+14,522
New +$788K
EFA icon
19
iShares MSCI EAFE ETF
EFA
$78.5B
$768K 0.92%
13,080
+5,608
+75% +$338K
AYI icon
20
Acuity Brands
AYI
$10.1B
$703K 0.84%
+3,006
New +$652K
XLU icon
21
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$700K 0.84%
32,370
+19,664
+155% +$426K
AMZN icon
22
Amazon
AMZN
$2.53T
$622K 0.75%
+18,420
New +$581K
XLF icon
23
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$606K 0.73%
29,020
-68,861
-70% -$1.45M
ECON icon
24
Columbia Emerging Markets Consumer ETF
ECON
$325M
$568K 0.68%
26,704
+17,311
+184% +$396K
BLV icon
25
Vanguard Long-Term Bond ETF
BLV
$5.74B
$561K 0.67%
+6,470
New +$573K
1
2 3 4 5

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OAM
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NOCM
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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.