We are live on ! Find out more
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
STI
76
DELISTED
SunTrust Banks, Inc.
STI
$311K 0.4%
+8,612
New +$310K
IWO icon
77
iShares Russell 2000 Growth ETF
IWO
$14.3B
$310K 0.4%
+2,337
New +$292K
BCR
78
DELISTED
CR Bard Inc.
BCR
$308K 0.4%
+1,521
New +$287K
HL icon
79
Hecla Mining
HL
$9.47B
$299K 0.38%
107,665
+69,733
+184% +$158K
XLU icon
80
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$298K 0.38%
12,014
-20,356
-63% -$470K
CHRD icon
81
Chord Energy
CHRD
$7.9B
$295K 0.38%
+40,459
New +$241K
BDX icon
82
Becton Dickinson
BDX
$45.6B
$293K 0.38%
+1,976
New +$280K
EUO icon
83
ProShares UltraShort Euro
EUO
$34.7M
$289K 0.37%
+12,457
New +$307K
ITB icon
84
iShares US Home Construction ETF
ITB
$2.26B
$288K 0.37%
10,649
+1,404
+15% +$34.5K
IGF icon
85
iShares Global Infrastructure ETF
IGF
$10.9B
$286K 0.37%
+7,307
New +$264K
EWT icon
86
iShares MSCI Taiwan ETF
EWT
$9.86B
$278K 0.36%
10,042
-26,495
-73% -$673K
GASL
87
DELISTED
Direxion Daily Natural Gas Related Bull 3X Shares
GASL
$275K 0.35%
+21
New +$299K
CL icon
88
Colgate-Palmolive
CL
$73.1B
$274K 0.35%
+3,882
New +$258K
GM icon
89
General Motors
GM
$80.4B
$273K 0.35%
+8,680
New +$261K
CDE icon
90
Coeur Mining
CDE
$15.4B
$272K 0.35%
+48,459
New +$168K
SAN icon
91
Banco Santander
SAN
$201B
$272K 0.35%
+65,037
New +$267K
AMG icon
92
Affiliated Managers Group
AMG
$9.69B
$269K 0.35%
1,656
-1,603
-49% -$224K
FXL icon
93
First Trust Technology AlphaDEX Fund
FXL
$2.53B
$266K 0.34%
+8,074
New +$247K
B
94
Barrick Mining
B
$61.5B
$266K 0.34%
+19,559
New +$228K
IFLN
95
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$308M
$262K 0.34%
+14,715
New +$255K
GEN icon
96
Gen Digital
GEN
$16.4B
$260K 0.33%
+14,165
New +$273K
EZU icon
97
iShare MSCI Eurozone ETF
EZU
$9.64B
$257K 0.33%
+7,467
New +$246K
SPXL icon
98
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$254K 0.33%
+12,148
New +$217K
RH icon
99
RH
RH
$3.13B
$251K 0.32%
+5,994
New +$306K
SPY icon
100
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$248K 0.32%
1,208
-47,248
-98% -$9.22M
2 3
4
5 6

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.