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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
XLP icon
51
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$390K 0.5%
+7,348
New +$373K
BRK.B icon
52
Berkshire Hathaway Class B
BRK.B
$1.1T
$385K 0.5%
+2,712
New +$360K
EWH icon
53
iShares MSCI Hong Kong ETF
EWH
$1.24B
$385K 0.5%
19,494
+8,987
+86% +$165K
BWP
54
DELISTED
Boardwalk Pipeline Partners
BWP
$383K 0.49%
+25,993
New +$317K
EWI icon
55
iShares MSCI Italy ETF
EWI
$1.01B
$382K 0.49%
+15,645
New +$376K
EWZ icon
56
iShares MSCI Brazil ETF
EWZ
$9.28B
$371K 0.48%
+14,116
New +$303K
WY icon
57
Weyerhaeuser
WY
$18B
$367K 0.47%
+11,839
New +$316K
CX icon
58
Cemex
CX
$17.1B
$366K 0.47%
+54,310
New +$268K
HUM icon
59
Humana
HUM
$43.7B
$364K 0.47%
+1,988
New +$345K
TE
60
DELISTED
TECO ENERGY INC
TE
$364K 0.47%
+13,209
New +$360K
PG icon
61
Procter & Gamble
PG
$336B
$359K 0.46%
+4,359
New +$351K
DAL icon
62
Delta Air Lines
DAL
$57.5B
$356K 0.46%
+7,307
New +$341K
IWN icon
63
iShares Russell 2000 Value ETF
IWN
$14.3B
$356K 0.46%
+3,816
New +$331K
SPXU icon
64
ProShares UltraPro Short S&P 500
SPXU
$406M
$356K 0.46%
31
-86
-74% -$1.21M
AZO icon
65
AutoZone
AZO
$49.2B
$355K 0.46%
+446
New +$337K
QCOM icon
66
Qualcomm
QCOM
$155B
$353K 0.45%
+6,893
New +$336K
IWP icon
67
iShares Russell Mid-Cap Growth ETF
IWP
$19.8B
$349K 0.45%
+7,566
New +$327K
FE icon
68
FirstEnergy
FE
$28B
$346K 0.44%
+9,610
New +$323K
COST icon
69
Costco
COST
$422B
$334K 0.43%
2,120
+588
+38% +$89.1K
GLD icon
70
SPDR Gold Trust
GLD
$131B
$330K 0.42%
+2,806
New +$318K
TWTR
71
DELISTED
Twitter, Inc.
TWTR
$328K 0.42%
+19,810
New +$347K
DD icon
72
DuPont de Nemours
DD
$18.5B
$323K 0.42%
+2,504
New +$300K
HYG icon
73
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$322K 0.41%
3,942
+1,185
+43% +$94.1K
NEE.PRQ
74
DELISTED
NextEra Energy, Inc.
NEE.PRQ
$314K 0.4%
+5,143
New +$290K
MTD icon
75
Mettler-Toledo International
MTD
$28.6B
$311K 0.4%
+903
New +$291K
1 2
3
4 5

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OAM
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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.