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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
+1.61%
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
$77.8M
AUM Growth
-$5.54M
Cap. Flow
-$7.97M
Cap. Flow %
-10.24%
Top 10 Hldgs %
30.87%
Holding
500
New
232
Increased
29
Reduced
29
Closed
204

Top Buys

Rank Stock Value
1
UPRO icon
ProShares UltraPro S&P 500
UPRO
+$6.67M
2
IBB icon
iShares Biotechnology ETF
IBB
+$2.61M
3
DUST icon
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
+$1.05M
4
PFE icon
Pfizer
PFE
+$815K
5
BND icon
Vanguard Total Bond Market
BND
+$732K

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$9.22M
2
SDS icon
ProShares UltraShort S&P500
SDS
+$4.33M
3
SH icon
ProShares Short S&P500
SH
+$3.47M
4
META icon
Meta Platforms (Facebook)
META
+$1.32M
5
VGK icon
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%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
QTWW
276
DELISTED
QUANTUM FUEL SYS TECHNOLOGIES WORLDWIDE INC COM STK (DE)
QTWW
$6K 0.01%
+75,555
New +$45.3K
IRD
277
Opus Genetics
IRD
$306M
$5K 0.01%
31
-44
-59% -$7.32K
TWER
278
DELISTED
Towerstream Corporation Common Stock
TWER
$5K 0.01%
+2,180
New +$9.62K
EGLE
279
DELISTED
Eagle Bulk Shipping Inc.
EGLE
$5K 0.01%
+95
New +$16.6K
CERE
280
DELISTED
CERES, INC. COMMON STOCK NEW
CERE
$5K 0.01%
+24,101
New +$6.31K
PHIO icon
281
Phio Pharmaceuticals
PHIO
$11.9M
– –
0
– –
APEN
282
DELISTED
Apollo Endosurgery, Inc.
APEN
$4K 0.01%
+297
New +$4.13K
GMO
283
DELISTED
General Moly, Inc.
GMO
$4K 0.01%
+12,318
New +$2.94K
C.WS.A
284
DELISTED
Citigroup Inc
C.WS.A
$4K 0.01%
+43,591
New +$5.48K
LINE
285
DELISTED
LINN ENERGY LLC COM UTS REP LTD LIABILITY CO INTS
LINE
$4K 0.01%
+11,485
New +$9.49K
FWM
286
DELISTED
FAIRWAY GROUP HLDGS CORP CL A COM STK (DE)
FWM
$4K 0.01%
+12,697
New +$5.52K
MGH
287
DELISTED
Minco Gold Corp
MGH
$4K 0.01%
+14,934
New +$3.22K
ALO
288
DELISTED
Alio Gold Inc
ALO
$3K ﹤0.01%
1,500
-1,804
-55% -$3.38K
OIBR
289
DELISTED
OI S A SPONSORED ADR REPSTG PFD NEW (BRA)
OIBR
$3K ﹤0.01%
+10,639
New +$3.88K
SCON
290
DELISTED
Superconductor Technologies Inc.
SCON
$2K ﹤0.01%
7
-10
-59% -$3.04K
DAKP
291
DELISTED
DAKOTA PLAINS HOLDINGS, INC. COMMON STOCK
DAKP
$2K ﹤0.01%
+19,189
New +$3.1K
AAPL icon
292
Apple
AAPL
$4.54T
– –
-10,832
Closed -$285K
ABEV icon
293
Ambev
ABEV
$48.1B
– –
-83,095
Closed -$371K
ACHV icon
294
Achieve Life Sciences
ACHV
$659M
– –
-5
Closed -$13K
AGG icon
295
iShares Core US Aggregate Bond ETF
AGG
$137B
– –
-3,827
Closed -$413K
AIVI icon
296
WisdomTree International AI Enhanced Value Fund
AIVI
$61.7M
– –
-6,080
Closed -$232K
AIVL icon
297
WisdomTree US AI Enhanced Value Fund
AIVL
$428M
– –
-2,912
Closed -$205K
AMAT icon
298
Applied Materials
AMAT
$403B
– –
-10,199
Closed -$190K
AMGN icon
299
Amgen
AMGN
$208B
– –
-2,041
Closed -$331K
AMZN icon
300
Amazon
AMZN
$2.92T
– –
-18,420
Closed -$622K
10 11
12
13 14

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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.