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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
DNR
201
DELISTED
Denbury Resources, Inc.
DNR
$55K 0.07%
24,859
-17,735
-42% -$29.5K
GURE
202
Gulf Resources
GURE
$4.65M
$51K 0.07%
+628
New +$50.8K
ONIT
203
Onity Group
ONIT
$309M
$49K 0.06%
+1,330
New +$91.3K
BAC.WS.A
204
DELISTED
Bank Of America Corporation Ws A
BAC.WS.A
$48K 0.06%
+12,381
New +$50.3K
RFIL icon
205
RF Industries
RFIL
$134M
$47K 0.06%
+17,345
New +$68.2K
GSAT icon
206
Globalstar
GSAT
$10.7B
$45K 0.06%
+2,020
New +$38.4K
GORO icon
207
Goldgroup Mining Inc.
GORO
$157M
$43K 0.06%
18,638
-726
-4% -$1.3K
TBCH
208
Turtle Beach Corp
TBCH
$243M
$43K 0.06%
+9,458
New +$47.3K
BV
209
DELISTED
Bazaarvoice, Inc.
BV
$43K 0.06%
+13,596
New +$46.1K
AGEN
210
Agenus
AGEN
$312M
$42K 0.05%
+510
New +$34.4K
TLPH icon
211
Talphera
TLPH
$66.4M
$42K 0.05%
+680
New +$47.2K
PSG
212
DELISTED
Performance Sports Group Ltd.
PSG
$41K 0.05%
+12,920
New +$82.9K
MTSN
213
DELISTED
MATTSON TECHNOLOGY INC
MTSN
$38K 0.05%
10,402
-25,152
-71% -$89K
SZYM
214
DELISTED
SOLAZYME INC COM STK (DE)
SZYM
$38K 0.05%
+18,762
New +$33.5K
WPRT
215
Westport Fuel Systems
WPRT
$33.5M
$37K 0.05%
+1,410
New +$29.7K
TLRA
216
DELISTED
Telaria, Inc.
TLRA
$37K 0.05%
+20,762
New +$37.5K
KEG
217
DELISTED
KEY ENERGY SERVICES INC
KEG
$36K 0.05%
+96,438
New +$36K
OPCH icon
218
Option Care Health
OPCH
$3.45B
$35K 0.05%
4,136
-4,446
-52% -$33.3K
SID icon
219
Companhia Siderúrgica Nacional
SID
$1.31B
$35K 0.05%
17,901
-30,396
-63% -$40K
SOL
220
DELISTED
Emeren Group
SOL
$33K 0.04%
+4,584
New +$33.8K
BDSI
221
DELISTED
BioDelivery Sciences International, Inc.
BDSI
$33K 0.04%
+10,240
New +$37.8K
VVUS
222
DELISTED
Vivus Inc
VVUS
$33K 0.04%
2,352
+117
+5% +$1.25K
UPL
223
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
$32K 0.04%
+64,491
New +$76.2K
WG
224
DELISTED
Willbros Group
WG
$29K 0.04%
+13,794
New +$26.1K
SQNS
225
Sequans Communications SA
SQNS
$36.4M
$28K 0.04%
+101
New +$22.3K
7 8
9
10 11

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NOCM
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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.