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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
EFA icon
51
iShares MSCI EAFE ETF
EFA
$78.2B
$278K 0.46%
4,379
-44,932
-91% -$2.99M
GOOG icon
52
Alphabet (Google) Class C
GOOG
$4.23T
$272K 0.45%
10,440
-15,471
-60% -$414K
CTRA
53
DELISTED
Coterra Energy
CTRA
$271K 0.45%
+8,579
New +$286K
AMGN icon
54
Amgen
AMGN
$206B
$264K 0.44%
+1,718
New +$275K
CX icon
55
Cemex
CX
$15.4B
$261K 0.44%
+30,834
New +$275K
WTW icon
56
Willis Towers Watson
WTW
$30.1B
$259K 0.43%
+2,085
New +$266K
UTX.PRA
57
DELISTED
UNITED TECHNOLOGIES CORP CORP UNIT (DE)
UTX.PRA
$257K 0.43%
+4,491
New +$272K
BA icon
58
Boeing
BA
$166B
$255K 0.43%
+1,837
New +$268K
JNJ icon
59
Johnson & Johnson
JNJ
$642B
$253K 0.42%
+2,601
New +$260K
REM icon
60
iShares Mortgage Real Estate ETF
REM
$512M
$244K 0.41%
+5,763
New +$266K
DXJ icon
61
WisdomTree Japan Hedged Equity Fund
DXJ
$7.05B
$243K 0.41%
+4,240
New +$246K
SNLN
62
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
$243K 0.41%
+12,637
New +$245K
TNDQ
63
DELISTED
ROYAL BK SCOTLAND PLC RBS NASDAQ 100 TRENDPILOT ETN
TNDQ
$243K 0.41%
+6,111
New +$247K
TRNM
64
DELISTED
ROYAL BK SCOTLAND PLC RBS US MID CAP TRENDPILOT ETN
TRNM
$243K 0.41%
+6,801
New +$247K
BABS
65
DELISTED
SPDR NUVEEN BARCLAYS BUILD AMERICA BOND ETF
BABS
$240K 0.4%
+4,112
New +$250K
MINC
66
DELISTED
AdvisorShares Newfleet Multi-Sector Income ETF
MINC
$239K 0.4%
+4,888
New +$241K
DIA icon
67
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.7B
$237K 0.4%
1,348
-50,675
-97% -$9.12M
SCHF icon
68
Schwab International Equity ETF
SCHF
$68.6B
$237K 0.4%
+15,546
New +$244K
CBPO
69
DELISTED
China Biologic Products Holdings, Inc.
CBPO
$235K 0.39%
+2,041
New +$214K
ISHG icon
70
iShares 1-3 Year International Treasury Bond ETF
ISHG
$871M
$234K 0.39%
+2,934
New +$234K
AIVL icon
71
WisdomTree US AI Enhanced Value Fund
AIVL
$420M
$230K 0.38%
+3,124
New +$238K
CGNX icon
72
Cognex
CGNX
$10.8B
$230K 0.38%
+9,546
New +$235K
XLY icon
73
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.5B
$229K 0.38%
5,978
-43,454
-88% -$1.66M
BCS icon
74
Barclays
BCS
$86.7B
$227K 0.38%
+14,780
New +$222K
SIAL
75
DELISTED
SIGMA - ALDRICH CORP
SIAL
$227K 0.38%
+1,630
New +$226K
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.