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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
FPF
101
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.07B
$247K 0.32%
+10,951
New +$236K
IWB icon
102
iShares Russell 1000 ETF
IWB
$48.2B
$247K 0.32%
+2,167
New +$234K
TUTT
103
DELISTED
Tuttle Tactical Management U.S. Core ETF
TUTT
$246K 0.32%
+11,382
New +$246K
MDY icon
104
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$243K 0.31%
+925
New +$225K
PEP icon
105
PepsiCo
PEP
$190B
$243K 0.31%
+2,375
New +$235K
FXO icon
106
First Trust Financials AlphaDEX Fund
FXO
$1.13B
$239K 0.31%
10,558
-10,732
-50% -$231K
YOKU
107
DELISTED
YOUKU TUDOU INC.(CAYMAN ISLS)
YOKU
$239K 0.31%
+8,689
New +$237K
FXI icon
108
iShares China Large-Cap ETF
FXI
$4.37B
$232K 0.3%
+6,880
New +$216K
KBE icon
109
State Street SPDR S&P Bank ETF
KBE
$1.64B
$230K 0.3%
+7,571
New +$224K
HLT icon
110
Hilton Worldwide
HLT
$72.1B
$229K 0.29%
+3,396
New +$202K
CI icon
111
Cigna
CI
$73.7B
$228K 0.29%
+1,660
New +$228K
MO icon
112
Altria Group
MO
$114B
$228K 0.29%
+3,634
New +$220K
CMF icon
113
iShares California Muni Bond ETF
CMF
$4.55B
$226K 0.29%
+3,794
New +$226K
SNI
114
DELISTED
Scripps Networks Interactive, Inc Common Class A
SNI
$224K 0.29%
+3,421
New +$204K
SPXS icon
115
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
$223K 0.29%
+29
New +$272K
VGSH icon
116
Vanguard Short-Term Treasury ETF
VGSH
$29.3B
$223K 0.29%
+3,645
New +$223K
FBND icon
117
Fidelity Total Bond ETF
FBND
$26.9B
$222K 0.29%
+4,543
New +$218K
IEP icon
118
Icahn Enterprises
IEP
$5.24B
$222K 0.29%
+3,524
New +$203K
HMY icon
119
Harmony Gold Mining
HMY
$9.84B
$220K 0.28%
+60,455
New +$158K
DUST icon
120
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$70.6M
$218K 0.28%
+1
New +$1.05M
EFA icon
121
iShares MSCI EAFE ETF
EFA
$78B
$218K 0.28%
3,819
-9,261
-71% -$510K
WBIG icon
122
WBI BullBear Yield 3000 ETF
WBIG
$30.1M
$218K 0.28%
+10,512
New +$217K
OPK icon
123
Opko Health
OPK
$985M
$217K 0.28%
+20,882
New +$191K
CPAY icon
124
Corpay
CPAY
$25B
$217K 0.28%
+1,458
New +$189K
LQDH icon
125
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$505M
$214K 0.28%
+2,353
New +$209K
3 4
5
6 7

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NOCM
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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.