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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
RSPS icon
126
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$248M
$212K 0.27%
+8,720
New +$203K
CIT
127
DELISTED
CIT Group Inc.
CIT
$212K 0.27%
+6,844
New +$216K
MFC icon
128
Manulife Financial
MFC
$73.9B
$211K 0.27%
+14,953
New +$200K
XLY icon
129
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$210K 0.27%
5,316
-18,734
-78% -$698K
MAC icon
130
Macerich
MAC
$7.33B
$209K 0.27%
+2,640
New +$207K
SLB icon
131
SLB Ltd
SLB
$73.6B
$208K 0.27%
+2,821
New +$198K
LLTC
132
DELISTED
Linear Technology Corp
LLTC
$206K 0.26%
+4,614
New +$195K
BAX icon
133
Baxter International
BAX
$13.5B
$205K 0.26%
+4,994
New +$190K
TEVA icon
134
Teva Pharmaceuticals
TEVA
$40.8B
$205K 0.26%
+3,822
New +$224K
MHFI
135
DELISTED
MCGRAW-HILL FINANCIAL INC COM
MHFI
$204K 0.26%
+2,062
New +$185K
CNP icon
136
CenterPoint Energy
CNP
$27.7B
$203K 0.26%
9,680
-4,165
-30% -$78.6K
OVV icon
137
Ovintiv
OVV
$17.3B
$203K 0.26%
+6,679
New +$154K
CSX icon
138
CSX Corp
CSX
$93.4B
$202K 0.26%
+23,574
New +$191K
EWRM
139
DELISTED
GUGGENHEIM RUSSELL MIDCAP EQUAL WEIGHT ETF
EWRM
$201K 0.26%
+4,122
New +$180K
MNKD icon
140
MannKind Corp
MNKD
$1.21B
$199K 0.26%
+24,693
New +$141K
FITB
141
Fifth Third Bancorp
FITB
$51.2B
$191K 0.25%
11,444
-939
-8% -$15.4K
P
142
DELISTED
Pandora Media Inc
P
$180K 0.23%
+20,120
New +$197K
AKS
143
DELISTED
AK Steel Holding Corp
AKS
$178K 0.23%
+43,168
New +$124K
TVIX
144
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$172K 0.22%
2
+1
+100% +$204K
USO icon
145
United States Oil Fund
USO
$2.15B
$171K 0.22%
+2,201
New +$164K
MRO
146
DELISTED
Marathon Oil Corporation
MRO
$171K 0.22%
+15,385
New +$144K
SLM icon
147
SLM Corp
SLM
$4.89B
$168K 0.22%
+26,387
New +$159K
ATML
148
DELISTED
ATMEL CORP
ATML
$166K 0.21%
+20,462
New +$165K
NBR icon
149
Nabors Industries
NBR
$1.27B
$165K 0.21%
+360
New +$134K
GPT
150
DELISTED
Gramercy Property Trust
GPT
$159K 0.2%
+6,259
New +$141K
4 5
6
7 8

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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.