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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
THTI
476
DELISTED
THT HEAT TRANSFER TECHNOLOGY, INC. COMMON STOCK
THTI
– –
-19,913
Closed -$9K
PVA
477
DELISTED
PENN VIRGINIA CORP
PVA
– –
-16,812
Closed -$5K
ACI
478
DELISTED
ARCH COAL, INC.
ACI
– –
-20,321
Closed -$20K
SD
479
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-52,968
Closed -$11K
OIBR.C
480
DELISTED
OI S.A. American Depositary Shares, each representing five shares of common stock
OIBR.C
– –
-4,088
Closed -$12K
PGH
481
DELISTED
Pengrowth Energy Corporation
PGH
– –
-54,738
Closed -$40K
EXXI
482
DELISTED
ENERGY XXI LTD COM SHS
EXXI
– –
-11,671
Closed -$12K
SBNY
483
DELISTED
Signature Bank
SBNY
– –
-1,425
Closed -$219K
MTL
484
DELISTED
Mechel PAO American Depository Shares, each representing two ordinary shares (ADSs)
MTL
– –
-16,693
Closed -$27K
FTR
485
DELISTED
Frontier Communications Corp.
FTR
– –
-1,086
Closed -$76K
CELG
486
DELISTED
Celgene Corp
CELG
– –
-3,965
Closed -$475K
WBIH
487
DELISTED
WBI BullBear Global High Income ETF
WBIH
– –
-10,516
Closed -$245K
ESNC
488
DELISTED
EnSync Inc
ESNC
– –
-20,520
Closed -$8K
KMI.WS
489
DELISTED
Kinder Morgan Inc
KMI.WS
– –
-10,879
Closed -$1K
KUTV
490
DELISTED
KU6 MEDIA CO, LTD AMERICAN DEPOSITORY SHARES
KUTV
– –
-13,623
Closed -$12K
ICA
491
DELISTED
EMPRESAS ICA, S.A. DE C.V. ADS (EA REPTG 4 ORD PART CERT)
ICA
– –
-12,814
Closed -$10K
MY
492
DELISTED
CHINA MING YANG WIND PWR GRP LTD ADS RSPTG 1 ORD SHS (CHINA)
MY
– –
-14,304
Closed -$33K
LNCO
493
DELISTED
LINNCO LLC COM SHS REPSTG LTD LIABILITY
LNCO
– –
-25,244
Closed -$26K
PQUE
494
DELISTED
PETROQUEST ENERGY INC (DE)
PQUE
– –
-10,811
Closed -$5K
OIL
495
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
– –
-13,894
Closed -$87K
GSC
496
DELISTED
GS Connect S&P GSCI Enhanced Commodity Total Return Strategy Index ETN (maturity subject to postpone
GSC
– –
-12,338
Closed -$248K
GCVRZ
497
DELISTED
Sanofi Contingent Value Rights
GCVRZ
– –
-18,556
Closed -$2K
ETRM
498
DELISTED
EnteroMedics Inc.
ETRM
– –
-11
Closed -$1K
AIM
499
AIM ImmunoTech
AIM
$7.03M
– –
-1
Closed -$3K
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.