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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
IWM icon
26
iShares Russell 2000 ETF
IWM
$77.6B
$465K 0.78%
+3,726
New +$465K
RAD
27
DELISTED
Rite Aid Corporation
RAD
$465K 0.78%
2,782
+453
+19% +$76K
SHAK icon
28
Shake Shack
SHAK
$2.57B
$454K 0.76%
+7,538
New +$515K
JNK icon
29
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$6.79B
$439K 0.73%
+3,811
New +$448K
HAL icon
30
Halliburton
HAL
$29.2B
$433K 0.72%
+10,055
New +$463K
CSCO icon
31
Cisco
CSCO
$434B
$432K 0.72%
+15,732
New +$451K
IVE icon
32
iShares S&P 500 Value ETF
IVE
$49.8B
$431K 0.72%
+4,673
New +$441K
VTI icon
33
Vanguard Morningstar Total Stock Market ETF
VTI
$684B
$417K 0.7%
+3,900
New +$426K
BIL icon
34
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47B
$411K 0.69%
+4,495
New +$411K
SUSQ
35
DELISTED
SUSQUEHANNA BANCSHARES INC
SUSQ
$399K 0.67%
+28,251
New +$392K
AMLP icon
36
Alerian MLP ETF
AMLP
$13.5B
$393K 0.66%
+5,046
New +$420K
PG icon
37
Procter & Gamble
PG
$339B
$391K 0.65%
+4,998
New +$402K
EWH icon
38
iShares MSCI Hong Kong ETF
EWH
$1.18B
$390K 0.65%
+17,306
New +$409K
EWS icon
39
iShares MSCI Singapore ETF
EWS
$1.32B
$378K 0.63%
15,028
-7,579
-34% -$200K
FRT icon
40
Federal Realty Investment Trust
FRT
$9.94B
$372K 0.62%
+2,902
New +$394K
XOP icon
41
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.06B
$372K 0.62%
+1,991
New +$407K
EWT icon
42
iShares MSCI Taiwan ETF
EWT
$11.6B
$358K 0.6%
+11,346
New +$366K
VWO icon
43
Vanguard FTSE Emerging Markets ETF
VWO
$126B
$352K 0.59%
+8,620
New +$370K
VDC icon
44
Vanguard Consumer Staples ETF
VDC
$7.8B
$347K 0.58%
+2,782
New +$354K
HPQ icon
45
HP
HPQ
$30.7B
$341K 0.57%
+25,021
New +$372K
VNQ icon
46
Vanguard Real Estate ETF
VNQ
$37.3B
$335K 0.56%
+4,489
New +$359K
OIL
47
DELISTED
Barclays Bank PLC iPath Exchange Traded Notes Linked to Goldman Sachs Crude Oil Total Return In
OIL
$334K 0.56%
+27,753
New +$334K
ODP
48
DELISTED
ODP
ODP
$301K 0.5%
+3,475
New +$320K
TNA icon
49
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.18B
$283K 0.47%
+6,334
New +$286K
KO icon
50
Coca-Cola
KO
$384B
$282K 0.47%
+7,178
New +$292K
1
2
3 4 5

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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.