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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
SINT icon
251
SiNtx Technologies
SINT
$11.8M
– –
0
– -$4K
SLM icon
252
SLM Corp
SLM
$4.93B
– –
-13,060
Closed -$121K
SNBR
253
DELISTED
Sleep Number
SNBR
– –
-23,604
Closed -$814K
SSO icon
254
ProShares Ultra S&P500
SSO
$8.8B
– –
-107,728
Closed -$871K
SVRA icon
255
Savara
SVRA
$1.08B
– –
-339
Closed -$11K
SVXY icon
256
ProShares Short VIX Short-Term Futures ETF
SVXY
$258M
– –
-3,274
Closed -$223K
TLT icon
257
iShares 20+ Year Treasury Bond ETF
TLT
$46.4B
– –
-1,621
Closed -$212K
TOL icon
258
Toll Brothers
TOL
$12.3B
– –
-8,476
Closed -$333K
TPH
259
DELISTED
Tri Pointe Homes
TPH
– –
-19,298
Closed -$298K
UCO icon
260
ProShares Ultra Bloomberg Crude Oil
UCO
$458M
– –
-378
Closed -$160K
UPRO icon
261
ProShares UltraPro S&P 500
UPRO
$5.31B
– –
-22,584
Closed -$251K
URG
262
Ur-Energy
URG
$497M
– –
-32,373
Closed -$31K
USA icon
263
Liberty All-Star Equity Fund
USA
$1.82B
– –
-11,945
Closed -$70K
VBK icon
264
Vanguard Morningstar Small-Cap Growth ETF
VBK
$22.8B
– –
-2,254
Closed -$297K
VCSH icon
265
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.4B
– –
-3,783
Closed -$303K
VV icon
266
Vanguard Morningstar Large-Cap ETF
VV
$53.8B
– –
-4,464
Closed -$425K
VVR icon
267
Invesco Senior Income Trust
VVR
$446M
– –
-17,389
Closed -$82K
VYM icon
268
Vanguard High Dividend Yield ETF
VYM
$81.8B
– –
-6,559
Closed -$448K
WBIG icon
269
WBI BullBear Yield 3000 ETF
WBIG
$32.4M
– –
-8,742
Closed -$209K
WCN
270
Waste Connections
WCN
$40.2B
– –
-7,443
Closed -$239K
WHR icon
271
Whirlpool
WHR
$2.18B
– –
-1,487
Closed -$300K
WIP icon
272
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$469M
– –
-4,470
Closed -$244K
WSM icon
273
Williams-Sonoma
WSM
$26.8B
– –
-7,182
Closed -$286K
XBI icon
274
State Street SPDR S&P Biotech ETF
XBI
$10.4B
– –
-26,781
Closed -$2.01M
XLB icon
275
State Street Materials Select Sector SPDR ETF
XLB
$8.33B
– –
-151,460
Closed -$3.69M
9 10
11
12 13

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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.