Two Sigma Securities Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ProShares UltraPro S&P 500
UPRO
|
+$6.67M |
| 2 |
iShares Biotechnology ETF
IBB
|
+$2.61M |
| 3 |
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
|
+$1.05M |
| 4 |
Pfizer
PFE
|
+$815K |
| 5 |
Vanguard Total Bond Market
BND
|
+$732K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$9.22M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$4.33M |
| 3 |
ProShares Short S&P500
SH
|
+$3.47M |
| 4 |
Meta Platforms (Facebook)
META
|
+$1.32M |
| 5 |
Vanguard FTSE Europe ETF
VGK
|
+$1.24M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 12.69% |
| 2 | Healthcare | 6.41% |
| 3 | Materials | 4.88% |
| 4 | Technology | 4.16% |
| 5 | Industrials | 3.16% |
Similar funds
Two Sigma Securities's Q1 2016 Portfolio in Review
As of Q1 2016, Two Sigma Securities held 500 positions worth $77.8M, down 6.7% from $83.3M the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Two Sigma Securities withdrew a net $7.97M in Q1 2016, closing 204 positions and reducing 29 holdings. Its most notable exit was ProShares UltraShort S&P500, an estimated $4.33M position sold in full.
By sector, the portfolio is most concentrated in Financials at 13% of assets, up from 9.6% a quarter earlier, followed by Healthcare and Materials.
Against the trend, Two Sigma Securities opened a new position in ProShares UltraPro S&P 500 worth $7.8M.
- Two Sigma Securities's largest Q1 2016 buy was ProShares UltraPro S&P 500: 739,116 shares worth $7.8M.
- Two Sigma Securities added most to iShares Biotechnology ETF in Q1 2016, an estimated $2.61M increase.
- Two Sigma Securities's biggest Q1 2016 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $9.22M.
- Two Sigma Securities fully exited ProShares UltraShort S&P500 in Q1 2016, selling an estimated $4.33M.
- Two Sigma Securities's ten largest holdings make up 31% of its $77.8M portfolio in Q1 2016.
- Two Sigma Securities opened 232 new positions and closed 204 in Q1 2016.
- Two Sigma Securities's portfolio value fell 6.7% quarter-over-quarter to $77.8M.
Based on Two Sigma Securities's 13F filing for Q1 2016, filed 16 May 2016.