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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
IEF icon
26
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$518K 0.67%
+4,691
New +$512K
MINT icon
27
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$512K 0.66%
+5,077
New +$511K
KRE icon
28
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$511K 0.66%
+13,573
New +$499K
IJH icon
29
iShares Core S&P Mid-Cap ETF
IJH
$122B
$501K 0.64%
+17,365
New +$464K
CAM
30
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
$501K 0.64%
+7,473
New +$480K
NEU icon
31
NewMarket
NEU
$7.82B
$486K 0.62%
+1,227
New +$450K
AAL icon
32
American Airlines Group
AAL
$10.1B
$473K 0.61%
+11,542
New +$465K
T icon
33
AT&T
T
$159B
$465K 0.6%
+15,733
New +$436K
WFC icon
34
Wells Fargo
WFC
$261B
$464K 0.6%
+9,593
New +$470K
INTC icon
35
Intel
INTC
$455B
$461K 0.59%
+14,262
New +$438K
XLI icon
36
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$456K 0.59%
8,225
+2,686
+48% +$139K
SIRI icon
37
SiriusXM
SIRI
$9.98B
$455K 0.59%
11,512
+9,579
+496% +$358K
BIL icon
38
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$454K 0.58%
+4,966
New +$454K
AGN
39
DELISTED
Allergan plc
AGN
$452K 0.58%
1,687
+530
+46% +$152K
EWA icon
40
iShares MSCI Australia ETF
EWA
$1.39B
$444K 0.57%
+22,999
New +$414K
GE icon
41
GE Aerospace
GE
$374B
$426K 0.55%
+2,795
New +$395K
ULST icon
42
State Street Ultra Short Term Bond ETF
ULST
$527M
$424K 0.55%
+10,622
New +$424K
AET
43
DELISTED
Aetna Inc
AET
$417K 0.54%
+3,713
New +$397K
DBC icon
44
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
$413K 0.53%
+31,042
New +$397K
HPQ icon
45
HP
HPQ
$24.9B
$412K 0.53%
+33,436
New +$358K
AUY
46
DELISTED
Yamana Gold, Inc.
AUY
$412K 0.53%
135,670
+88,413
+187% +$216K
Y
47
DELISTED
Alleghany Corp
Y
$411K 0.53%
+828
New +$392K
DXJ icon
48
WisdomTree Japan Hedged Equity Fund
DXJ
$7.08B
$403K 0.52%
9,219
-15,842
-63% -$699K
DIS icon
49
Walt Disney
DIS
$167B
$401K 0.52%
4,034
+2,096
+108% +$202K
RTN
50
DELISTED
Raytheon Company
RTN
$398K 0.51%
+3,249
New +$400K
1
2
3 4 5

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NOCM
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TIM
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QIM
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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.