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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
RSX
426
DELISTED
VanEck Russia ETF
RSX
– –
-13,979
Closed -$205K
WBII
427
DELISTED
WBI BullBear Global Income ETF
WBII
– –
-8,962
Closed -$220K
ATHX
428
DELISTED
Athersys, Inc. Common Stock
ATHX
– –
-592
Closed -$15K
ZNGA
429
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
– –
-10,068
Closed -$27K
SPRT
430
DELISTED
support.com, Inc.
SPRT
– –
-7,242
Closed -$22K
ALXN
431
DELISTED
Alexion Pharmaceuticals
ALXN
– –
-1,235
Closed -$236K
CCRC
432
DELISTED
China Customer Relations Centers, Inc
CCRC
– –
-12,155
Closed -$98K
ANH
433
DELISTED
Anworth Mortgage Asset Corporation
ANH
– –
-15,810
Closed -$69K
VQT
434
DELISTED
iPath S&P VEQTOR ETN
VQT
– –
-1,618
Closed -$224K
SES
435
DELISTED
Synthesis Energy Systems Inc.
SES
– –
-256
Closed -$16K
MPVD
436
DELISTED
Mountain Province Diamonds Inc.
MPVD
– –
-13,054
Closed -$37K
IDXG
437
DELISTED
Interpace Biosciences, Inc. Common Stock
IDXG
– –
-126
Closed -$6K
DBKO
438
DELISTED
Xtrackers MSCI South Korea Hedged Equity ETF
DBKO
– –
-9,196
Closed -$206K
BPL
439
DELISTED
Buckeye Partners, L.P.
BPL
– –
-3,455
Closed -$228K
OTIV
440
DELISTED
OTI On Track Innovations Ltd
OTIV
– –
-36,347
Closed -$16K
EMES
441
DELISTED
Emerge Energy Services LP
EMES
– –
-11,644
Closed -$54K
NAVB
442
DELISTED
Navidea Biopharmaceuticals Inc.
NAVB
– –
-752
Closed -$20K
NXEO
443
DELISTED
Nexeo Solutions, Inc. Common Stock
NXEO
– –
-16,673
Closed -$166K
ENY
444
DELISTED
Invesco Canadian Energy Income ETF
ENY
– –
-11,097
Closed -$75K
RSYS
445
DELISTED
Radisys Corp
RSYS
– –
-12,097
Closed -$34K
SVU
446
DELISTED
SUPERVALU Inc.
SVU
– –
-1,715
Closed -$81K
LVL
447
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
– –
-19,199
Closed -$168K
DSUM
448
DELISTED
Invesco Chinese Yuan Dim Sum Bond ETF
DSUM
– –
-9,637
Closed -$219K
CPN
449
DELISTED
Calpine Corporation
CPN
– –
-22,836
Closed -$330K
UGAZ
450
DELISTED
VelocityShares 3x Long Natural Gas ETN linked to the S&P GSCI Natural Gas Index ER due February 9, 2
UGAZ
– –
-10
Closed -$60K
16 17
18
19 20

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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.