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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
FNX icon
326
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.38B
– –
-4,666
Closed -$224K
FRO icon
327
Frontline
FRO
$8.76B
– –
-2,293
Closed -$34K
FUND
328
Sprott Focus Trust
FUND
$297M
– –
-16,267
Closed -$94K
FXR icon
329
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$728M
– –
-12,161
Closed -$317K
FYX icon
330
First Trust Small Cap Core AlphaDEX Fund
FYX
$1.36B
– –
-5,384
Closed -$238K
GHYG icon
331
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
– –
-5,404
Closed -$245K
GILD icon
332
Gilead Sciences
GILD
$162B
– –
-7,840
Closed -$793K
GLW icon
333
Corning
GLW
$119B
– –
-18,077
Closed -$330K
GS icon
334
Goldman Sachs
GS
$300B
– –
-1,349
Closed -$243K
GYLD icon
335
Arrow Dow Jones Global Yield ETF
GYLD
$36.8M
– –
-14,103
Closed -$242K
HBAN icon
336
Huntington Bancshares
HBAN
$34.4B
– –
-14,002
Closed -$155K
HDSN
337
Hudson Technologies
HDSN
$254M
– –
-10,051
Closed -$30K
HEDJ icon
338
WisdomTree Europe Hedged Equity Fund
HEDJ
$1.83B
– –
-14,418
Closed -$388K
HLF icon
339
Herbalife
HLF
$1.29B
– –
-13,538
Closed -$363K
IAG icon
340
IAMGOLD
IAG
$8.2B
– –
-37,384
Closed -$53K
IBN icon
341
ICICI Bank
IBN
$108B
– –
-15,737
Closed -$112K
IDU icon
342
iShares US Utilities ETF
IDU
$1.35B
– –
-14,522
Closed -$783K
IEFA icon
343
iShares Core MSCI EAFE ETF
IEFA
$190B
– –
-6,902
Closed -$375K
IFGL icon
344
iShares International Developed Real Estate ETF
IFGL
$83.1M
– –
-13,633
Closed -$380K
IFV icon
345
First Trust Dorsey Wright International Focus 5 ETF
IFV
$227M
– –
-21,882
Closed -$391K
IGE icon
346
iShares North American Natural Resources ETF
IGE
$741M
– –
-12,567
Closed -$354K
IJT icon
347
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
– –
-6,064
Closed -$377K
IOO icon
348
iShares Global 100 ETF
IOO
$8.93B
– –
-5,850
Closed -$213K
IVE icon
349
iShares S&P 500 Value ETF
IVE
$49B
– –
-3,243
Closed -$287K
IVV icon
350
iShares Core S&P 500 ETF
IVV
$878B
– –
-1,157
Closed -$237K
12 13
14
15 16

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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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MCM
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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.