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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
IWS icon
351
iShares Russell Mid-Cap Value ETF
IWS
$15.6B
– –
-3,265
Closed -$224K
KBWD icon
352
Invesco KBW High Dividend Yield Financial ETF
KBWD
$408M
– –
-10,748
Closed -$226K
KOF icon
353
Coca-Cola Femsa
KOF
$22.7B
– –
-3,164
Closed -$224K
LYG icon
354
Lloyds Banking Group
LYG
$89.5B
– –
-26,614
Closed -$116K
MAS icon
355
Masco
MAS
$14.1B
– –
-7,244
Closed -$205K
MDIV icon
356
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$429M
– –
-11,941
Closed -$219K
META icon
357
Meta Platforms (Facebook)
META
$1.42T
– –
-12,656
Closed -$1.32M
MFA
358
MFA Financial
MFA
$926M
– –
-3,167
Closed -$84K
NFLT icon
359
Virtus Newfleet Multi-Sector Bond ETF
NFLT
$447M
– –
-8,369
Closed -$207K
NFLX icon
360
Netflix
NFLX
$299B
– –
-26,880
Closed -$307K
NKE icon
361
Nike
NKE
$61.9B
– –
-7,360
Closed -$460K
NOK icon
362
Nokia
NOK
$51B
– –
-24,945
Closed -$175K
ADAM
363
Adamas Trust
ADAM
$815M
– –
-5,704
Closed -$122K
PBR icon
364
Petrobras
PBR
$125B
– –
-20,710
Closed -$89K
PBR.A icon
365
Petrobras Class A
PBR.A
$111B
– –
-40,634
Closed -$138K
PFF icon
366
iShares Preferred and Income Securities ETF
PFF
$13.3B
– –
-6,955
Closed -$270K
PHDG icon
367
Invesco S&P 500 Downside Hedged ETF
PHDG
$73.7M
– –
-9,864
Closed -$244K
PHYS icon
368
Sprott Physical Gold
PHYS
$14.6B
– –
-11,124
Closed -$97K
PID icon
369
Invesco International Dividend Achievers ETF
PID
$926M
– –
-63,141
Closed -$857K
PIE icon
370
Invesco Dorsey Wright Emerging Markets Momentum ETF
PIE
$237M
– –
-11,482
Closed -$172K
PTN
371
Palatin Technologies
PTN
$13.7M
– –
-20
Closed -$16K
REGN icon
372
Regeneron Pharmaceuticals
REGN
$78.5B
– –
-505
Closed -$274K
REM icon
373
iShares Mortgage Real Estate ETF
REM
$539M
– –
-8,886
Closed -$340K
REPX icon
374
Riley Exploration Permian
REPX
$744M
– –
-89
Closed -$1K
RF icon
375
Regions Financial
RF
$26.4B
– –
-53,586
Closed -$514K
13 14
15
16 17

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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.