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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
TZA icon
401
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
– –
-16
Closed -$280K
UHAL icon
402
U-Haul Holding Co
UHAL
$13.9B
– –
-6,870
Closed -$268K
UTSI icon
403
UTStarcom
UTSI
$23.5M
– –
-2,834
Closed -$28K
UVXY icon
404
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$224M
– –
0
– -$269K
V icon
405
Visa
V
$684B
– –
-4,158
Closed -$322K
VEU icon
406
Vanguard FTSE All-World ex-US ETF
VEU
$66.6B
– –
-11,610
Closed -$504K
VGK icon
407
Vanguard FTSE Europe ETF
VGK
$30.7B
– –
-24,806
Closed -$1.24M
VGM icon
408
Invesco Trust Investment Grade Municipals
VGM
$548M
– –
-13,355
Closed -$178K
VIAV icon
409
Viavi Solutions
VIAV
$9.12B
– –
-11,038
Closed -$67K
VLY icon
410
Valley National Bancorp
VLY
$7.9B
– –
-18,597
Closed -$183K
VVR icon
411
Invesco Senior Income Trust
VVR
$457M
– –
-17,222
Closed -$70K
VZ icon
412
Verizon
VZ
$195B
– –
-9,471
Closed -$438K
WIP icon
413
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
– –
-4,805
Closed -$242K
WTM icon
414
White Mountains Insurance
WTM
$5.2B
– –
-448
Closed -$326K
XLB icon
415
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-10,150
Closed -$220K
XLK icon
416
State Street Technology Select Sector SPDR ETF
XLK
$115B
– –
-17,634
Closed -$378K
CDMO
417
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
– –
-2,313
Closed -$19K
VIRX
418
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
– –
-58
Closed -$11K
AUMN
419
DELISTED
Golden Minerals Company
AUMN
– –
-419
Closed -$2K
ENSV
420
DELISTED
Enservco Corp.
ENSV
– –
-741
Closed -$6K
SWN
421
DELISTED
Southwestern Energy Company
SWN
– –
-11,971
Closed -$85K
GOL
422
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-15,513
Closed -$18K
SGEN
423
DELISTED
Seagen Inc. Common Stock
SGEN
– –
-4,540
Closed -$204K
ALBO
424
DELISTED
Albireo Pharma Inc
ALBO
– –
-1,013
Closed -$10K
CYRN
425
DELISTED
CYREN Ltd.
CYRN
– –
-1,779
Closed -$60K
15 16
17
18 19

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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.