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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+1.61%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
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 Miscellaneous 52.36%
2 Financials 12.77%
3 Healthcare 7.71%
4 Materials 5.41%
5 Technology 4.25%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FPF
101
First Trust Intermediate Duration Preferred & Income Fund
FPF
$1.01B
$247K 0.32%
+10,951
New +$236K
IWB icon
102
iShares Russell 1000 ETF
IWB
$48.7B
$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
$25.7B
$243K 0.31%
+925
New +$225K
PEP icon
105
PepsiCo
PEP
$177B
$243K 0.31%
+2,375
New +$235K
FXO icon
106
First Trust Financials AlphaDEX Fund
FXO
$1.09B
$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
$4.09B
$232K 0.3%
+6,880
New +$216K
KBE icon
109
State Street SPDR S&P Bank ETF
KBE
$1.53B
$230K 0.3%
+7,571
New +$224K
HLT icon
110
Hilton Worldwide
HLT
$68.8B
$229K 0.29%
+3,396
New +$202K
CI icon
111
Cigna
CI
$72.7B
$228K 0.29%
+1,660
New +$228K
MO icon
112
Altria Group
MO
$116B
$228K 0.29%
+3,634
New +$220K
CMF icon
113
iShares California Muni Bond ETF
CMF
$4.53B
$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
$366M
$223K 0.29%
+29
New +$272K
VGSH icon
116
Vanguard Short-Term Treasury ETF
VGSH
$34.5B
$223K 0.29%
+3,645
New +$223K
FBND icon
117
Fidelity Total Bond ETF
FBND
$28.1B
$222K 0.29%
+4,543
New +$218K
IEP icon
118
Icahn Enterprises
IEP
$4.96B
$222K 0.29%
+3,524
New +$203K
HMY icon
119
Harmony Gold Mining
HMY
$12.4B
$220K 0.28%
+60,455
New +$158K
DUST icon
120
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$128M
$218K 0.28%
+1
New +$1.05M
EFA icon
121
iShares MSCI EAFE ETF
EFA
$77.6B
$218K 0.28%
3,819
-9,261
-71% -$510K
WBIG icon
122
WBI BullBear Yield 3000 ETF
WBIG
$32M
$218K 0.28%
+10,512
New +$217K
OPK icon
123
Opko Health
OPK
$1.25B
$217K 0.28%
+20,882
New +$191K
CPAY icon
124
Corpay
CPAY
$26.1B
$217K 0.28%
+1,458
New +$189K
LQDH icon
125
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$577M
$214K 0.28%
+2,353
New +$209K
3 4
5
6 7

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FFS
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MFA
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PGCM
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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 Miscellaneous at 52% of assets, down from 69% a quarter earlier, followed by Financials and Healthcare.

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.