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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
(-6.7%)
Cap. Flow
-$7.97M
Cap. Flow % of AUM
Cap. Flow %
-10.24%
Top 10 Holdings %
Top 10 Hldgs %
30.87%
Holding
500
New
232
Increased
29
Reduced
29
Closed
204
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.3
years
Top 20 Avg Time Held
0.1
years
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 | 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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
ProShares UltraPro S&P 500
UPRO
$5.15B
| $7.8M | 10.03% |
+739,116
| New | +$6.67M |
2016 Q1
0 quarters
|
|
2
CME Group
CME
$109B
| $4.38M | 5.64% |
45,650
+356
| +0.8% | +$32.4K |
2014 Q4
5 quarters
|
|
3
ProShares Ultra S&P500
SSO
$8.42B
| $2.94M | 3.78% |
368,192
-119,704
| -25% | -$859K |
2015 Q3
2 quarters
|
|
|
4
iShares Biotechnology ETF
IBB
$11.4B
| $2.85M | 3.67% |
32,826
+29,202
| +806% | +$2.61M |
2015 Q3
2 quarters
|
|
5
iShares Gold Trust
IAU
$58.1B
| $1.32M | 1.7% |
55,751
-32,628
| -37% | -$746K |
2015 Q4
1 quarter
|
|
6
State Street Financial Select Sector SPDR ETF
XLF
$53.3B
| $1.12M | 1.44% |
56,817
+27,797
| +96% | +$529K |
2014 Q4
5 quarters
|
|
|
7
Pfizer
PFE
$171B
| $1.11M | 1.43% |
39,580
+28,549
| +259% | +$815K |
2015 Q4
1 quarter
|
|
8
State Street SPDR S&P Biotech ETF
XBI
$10.6B
| $865K | 1.11% |
16,745
+3,958
| +31% | +$206K |
2015 Q3
2 quarters
|
|
|
9
ProShares Short S&P500
SH
$961M
| $828K | 1.06% |
5,070
-19,962
| -80% | -$3.47M |
2015 Q4
1 quarter
|
|
10
iShares 1-3 Year Treasury Bond ETF
SHY
$27.5B
| $785K | 1.01% |
9,231
-5,894
| -39% | -$500K |
2015 Q4
1 quarter
|
|
11
iShares MSCI Germany ETF
EWG
$1.55B
| $766K | 0.98% |
+29,755
| New | +$725K |
2016 Q1
0 quarters
|
|
12
Booking.com
BKNG
$117B
| $742K | 0.95% |
+14,400
| New | +$690K |
2016 Q1
0 quarters
|
|
|
13
Vanguard Total Bond Market
BND
$164B
| $740K | 0.95% |
+8,944
| New | +$732K |
2016 Q1
0 quarters
|
|
14
VanEck Gold Miners ETF
GDX
$23.9B
| $726K | 0.93% |
+36,340
| New | +$625K |
2016 Q1
0 quarters
|
|
15
Invesco DB US Dollar Index Bullish Fund
UUP
$482M
| $706K | 0.91% |
+28,749
| New | +$727K |
2016 Q1
0 quarters
|
|
|
RAD
16
DELISTED
Rite Aid Corporation
RAD
| $693K | 0.89% |
+4,249
| New | +$670K |
2016 Q1
0 quarters
|
|
17
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
| $633K | 0.81% |
+21,820
| New | +$527K |
2016 Q1
0 quarters
|
|
18
JPMorgan Chase
JPM
$898B
| $627K | 0.81% |
+10,585
| New | +$618K |
2016 Q1
0 quarters
|
|
19
Markel Group
MKL
$23.2B
| $585K | 0.75% |
+656
| New | +$564K |
2016 Q1
0 quarters
|
|
20
Vertex Pharmaceuticals
VRTX
$135B
| $556K | 0.71% |
+6,999
| New | +$633K |
2016 Q1
0 quarters
|
|
21
iShares US Real Estate ETF
IYR
$4.01B
| $550K | 0.71% |
+7,059
| New | +$512K |
2016 Q1
0 quarters
|
|
22
iShares Russell 2000 ETF
IWM
$75.9B
| $548K | 0.7% |
4,950
+1,441
| +41% | +$149K |
2015 Q4
1 quarter
|
|
23
Microsoft
MSFT
$3.87T
| $540K | 0.69% |
+9,786
| New | +$513K |
2016 Q1
0 quarters
|
|
24
Freeport-McMoran
FCX
$88.7B
| $532K | 0.68% |
+51,494
| New | +$362K |
2016 Q1
0 quarters
|
|
25
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
| $523K | 0.67% |
+4,994
| New | +$495K |
2016 Q1
0 quarters
|
|
Similar funds
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.