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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
(-6.7%)
Cap. Flow
-$7.97M
Cap. Flow
% of AUM
-10.24%
Top 10 Holdings %
Top 10 Hldgs %
30.87%
Holding
500
New
232
Increased
29
Reduced
29
Closed
204
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
ProShares UltraPro S&P 500
UPRO
|
+$6.67M |
| 2 |
iShares Biotechnology ETF
IBB
|
+$2.61M |
| 3 |
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
|
+$1.05M |
| 4 |
Pfizer
PFE
|
+$815K |
| 5 |
Vanguard Total Bond Market
BND
|
+$732K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$9.22M |
| 2 |
ProShares UltraShort S&P500
SDS
|
+$4.33M |
| 3 |
ProShares Short S&P500
SH
|
+$3.47M |
| 4 |
Meta Platforms (Facebook)
META
|
+$1.32M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
ProShares UltraPro S&P 500
UPRO
$5.23B
| $7.8M | 10.03% |
+739,116
| New | +$6.67M |
|
2
CME Group
CME
$96.3B
| $4.38M | 5.64% |
45,650
+356
| +0.8% | +$32.4K |
|
3
ProShares Ultra S&P500
SSO
$7.87B
| $2.94M | 3.78% |
368,192
-119,704
| -25% | -$859K |
|
|
4
iShares Biotechnology ETF
IBB
$9.34B
| $2.85M | 3.67% |
32,826
+29,202
| +806% | +$2.61M |
|
5
iShares Gold Trust
IAU
$62.9B
| $1.32M | 1.7% |
55,751
-32,628
| -37% | -$746K |
|
6
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $1.12M | 1.44% |
56,817
+27,797
| +96% | +$529K |
|
|
7
Pfizer
PFE
$143B
| $1.11M | 1.43% |
39,580
+28,549
| +259% | +$815K |
|
8
State Street SPDR S&P Biotech ETF
XBI
$9.95B
| $865K | 1.11% |
16,745
+3,958
| +31% | +$206K |
|
|
9
ProShares Short S&P500
SH
$907M
| $828K | 1.06% |
5,070
-19,962
| -80% | -$3.47M |
|
10
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $785K | 1.01% |
9,231
-5,894
| -39% | -$500K |
|
11
iShares MSCI Germany ETF
EWG
$1.59B
| $766K | 0.98% |
+29,755
| New | +$725K |
|
12
Booking.com
BKNG
$149B
| $742K | 0.95% |
+14,400
| New | +$690K |
|
|
13
Vanguard Total Bond Market
BND
$157B
| $740K | 0.95% |
+8,944
| New | +$732K |
|
14
VanEck Gold Miners ETF
GDX
$22.7B
| $726K | 0.93% |
+36,340
| New | +$625K |
|
15
Invesco DB US Dollar Index Bullish Fund
UUP
$420M
| $706K | 0.91% |
+28,749
| New | +$727K |
|
|
RAD
16
DELISTED
Rite Aid Corporation
RAD
| $693K | 0.89% |
+4,249
| New | +$670K |
|
17
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.3B
| $633K | 0.81% |
+21,820
| New | +$527K |
|
18
JPMorgan Chase
JPM
$935B
| $627K | 0.81% |
+10,585
| New | +$618K |
|
19
Markel Group
MKL
$23.3B
| $585K | 0.75% |
+656
| New | +$564K |
|
20
Vertex Pharmaceuticals
VRTX
$121B
| $556K | 0.71% |
+6,999
| New | +$633K |
|
21
iShares US Real Estate ETF
IYR
$4.66B
| $550K | 0.71% |
+7,059
| New | +$512K |
|
22
iShares Russell 2000 ETF
IWM
$79.8B
| $548K | 0.7% |
4,950
+1,441
| +41% | +$149K |
|
23
Microsoft
MSFT
$3.45T
| $540K | 0.69% |
+9,786
| New | +$513K |
|
24
Freeport-McMoran
FCX
$90B
| $532K | 0.68% |
+51,494
| New | +$362K |
|
25
Vanguard Morningstar Total Stock Market ETF
VTI
$660B
| $523K | 0.67% |
+4,994
| New | +$495K |
|
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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.