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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
DBV
301
DELISTED
Invesco DB G10 Currency Harvest Fund
DBV
– –
-9,145
Closed -$227K
WIN
302
DELISTED
Windstream Holdings Inc
WIN
– –
-4,067
Closed -$236K
CAA
303
DELISTED
CalAtlantic Group, Inc.
CAA
– –
-7,866
Closed -$354K
GAZ
304
DELISTED
iPath Bloomberg Natural Gas Subindex Total Return ETN due October 22, 2037
GAZ
– –
-17,300
Closed -$21K
MORE
305
DELISTED
Monogram Residential Trust, Inc.
MORE
– –
-11,194
Closed -$104K
PWE
306
DELISTED
Penn West Energy Petroleum Ltd
PWE
– –
-22,639
Closed -$37K
XCO
307
DELISTED
Exco Resources
XCO
– –
-3,033
Closed -$83K
WINT
308
DELISTED
Windtree Therapeutics Inc
WINT
– –
-988
Closed -$16K
UWTI
309
DELISTED
VelocityShares 3x Long Crude Oil ETN linked to the S&P GSCI Crude Oil Index ER due February 9,
UWTI
– –
-402
Closed -$88K
RBS.PRT
310
DELISTED
ROYAL BANK OF SCOTLAND GRP PLS (THE) SPONS ADR REPSTG PFD
RBS.PRT
– –
-9,710
Closed -$248K
HERO
311
DELISTED
HERCULES OFFSHORE INC COM STK
HERO
– –
-34,730
Closed -$15K
ENZN
312
DELISTED
ENZON PHARMACEUTICALS INC
ENZN
– –
-18,608
Closed -$20K
ACG
313
DELISTED
AllianceBernstein Income Fund Inc
ACG
– –
-22,410
Closed -$173K
IGC.WS
314
DELISTED
INDIA GLOBALIZATION CAPITAL, INC. WTS EXP 3/06/2017
IGC.WS
– –
-10,200
Closed –
AXPW
315
DELISTED
AXION PWR INTL INC COM STK (DE)
AXPW
– –
-1,710
Closed -$2K
SD
316
DELISTED
SANDRIDGE ENERGY, INC.
SD
– –
-28,627
Closed -$51K
VRNG
317
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
– –
-1,505
Closed -$10K
RYL
318
DELISTED
RYLAND GROUP INC
RYL
– –
-6,378
Closed -$311K
VTG
319
DELISTED
VANTAGE DRILLING COMPANY ORD SHS (KY)
VTG
– –
-22,176
Closed -$7K
RGDX
320
DELISTED
RESPONSE GENETICS, INC COMMON SHS (DELAWARE)
RGDX
– –
-13,686
Closed -$6K
MCP
321
DELISTED
MOLYCORP INC COM STK
MCP
– –
-17,521
Closed -$7K
KFX
322
DELISTED
KOFAX LIMITED COM STK
KFX
– –
-15,296
Closed -$167K
SANWZ
323
DELISTED
S&W SEED CO CL B WTS EXP 05/03/2015 (DE)
SANWZ
– –
-12,392
Closed -$1K
VLYWW
324
DELISTED
Valley National Bancorp Warrants (expiring November 14, 2018)
VLYWW
– –
-10,534
Closed -$2K
EOX
325
DELISTED
EMERALD OIL INC (MT)
EOX
– –
-590
Closed -$9K
10 11 12
13
14

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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.