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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
-1.14%
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
$60M
AUM Growth
-$37.3M
Cap. Flow
-$36.7M
Cap. Flow %
-61.16%
Top 10 Hldgs %
42.38%
Holding
338
New
133
Increased
17
Reduced
21
Closed
162

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$6.57M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$5.07M
3
CVS icon
CVS Health
CVS
+$1.76M
4
TZA icon
Direxion Daily Small Cap Bear 3x ETF
TZA
+$1.37M
5
GSK icon
GSK
GSK
+$1.35M

Top Sells

Rank Stock Value
1
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$14.3M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.12M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$5.34M
4
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$3.69M
5
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$3.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 58.21%
2 Financials 11.35%
3 Healthcare 8.74%
4 Technology 4.35%
5 Consumer Discretionary 3.99%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LOW icon
226
Lowe's Companies
LOW
$110B
– –
-3,507
Closed -$261K
MAS icon
227
Masco
MAS
$13.5B
– –
-8,746
Closed -$205K
MBOT icon
228
Microbot Medical
MBOT
$96.7M
– –
-11
Closed -$17K
MCHI icon
229
iShares MSCI China ETF
MCHI
$6.09B
– –
-6,963
Closed -$379K
MDGL icon
230
Madrigal Pharmaceuticals
MDGL
$12B
– –
-335
Closed -$23K
MHK icon
231
Mohawk Industries
MHK
$8.68B
– –
-1,569
Closed -$291K
MOO icon
232
VanEck Agribusiness ETF
MOO
$1.15B
– –
-4,555
Closed -$244K
MUX icon
233
McEwen Inc
MUX
$1.12B
– –
-2,760
Closed -$28K
NOK icon
234
Nokia
NOK
$55.3B
– –
-69,661
Closed -$528K
NSPR icon
235
InspireMD
NSPR
$35.8M
– –
0
– -$9K
NVR icon
236
NVR
NVR
$16.6B
– –
-219
Closed -$291K
OC icon
237
Owens Corning
OC
$10.1B
– –
-7,003
Closed -$304K
OCSL icon
238
Oaktree Specialty Lending
OCSL
$1.1B
– –
-4,878
Closed -$107K
ORMP icon
239
Oramed Pharmaceuticals
ORMP
$191M
– –
-11,839
Closed -$75K
PALI icon
240
Palisade Bio
PALI
$345M
– –
0
– -$26K
PBR icon
241
Petrobras
PBR
$139B
– –
-15,562
Closed -$94K
PFE icon
242
Pfizer
PFE
$157B
– –
-7,030
Closed -$232K
PHM icon
243
Pultegroup
PHM
$22.5B
– –
-13,619
Closed -$303K
PLX icon
244
Protalix BioTherapeutics
PLX
$219M
– –
-1,115
Closed -$20K
CNSY
245
Cerenome
CNSY
$16.5M
– –
0
– -$32K
QQEW icon
246
First Trust Nasdaq-100 Select Equal Weight ETF
QQEW
$1.8B
– –
-5,428
Closed -$238K
RH icon
247
RH
RH
$2.46B
– –
-3,246
Closed -$322K
RSP icon
248
Invesco S&P 500 Equal Weight ETF
RSP
$98.2B
– –
-3,654
Closed -$296K
RWM icon
249
ProShares Short Russell2000
RWM
$150M
– –
-3,655
Closed -$215K
SHV icon
250
iShares 0-1 Year Treasury Bond ETF
SHV
$21.1B
– –
-5,733
Closed -$632K
8 9
10
11 12

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OWA
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FFS
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MFA
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PGCM
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Two Sigma Securities's Q2 2015 Portfolio in Review

As of Q2 2015, Two Sigma Securities held 338 positions worth $60M, down 38% from $97.3M the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Two Sigma Securities withdrew a net $36.7M in Q2 2015, closing 162 positions and reducing 21 holdings. Its most notable exit was State Street Industrial Select Sector SPDR ETF, an estimated $14.3M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 58% of assets, down from 75% a quarter earlier, followed by Financials and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Invesco QQQ Trust worth $6.47M.

  • Two Sigma Securities's largest Q2 2015 buy was Invesco QQQ Trust: 60,428 shares worth $6.47M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q2 2015, an estimated $5.07M increase.
  • Two Sigma Securities's biggest Q2 2015 reduction was State Street SPDR Dow Jones Industrial Average ETF Trust, cutting an estimated $9.12M.
  • Two Sigma Securities fully exited State Street Industrial Select Sector SPDR ETF in Q2 2015, selling an estimated $14.3M.
  • Two Sigma Securities's ten largest holdings make up 42% of its $60M portfolio in Q2 2015.
  • Two Sigma Securities opened 133 new positions and closed 162 in Q2 2015.
  • Two Sigma Securities's portfolio value fell 38% quarter-over-quarter to $60M.

Based on Two Sigma Securities's 13F filing for Q2 2015, filed 14 Aug 2015.