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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
BFH icon
76
Bread Financial
BFH
$4.09B
$225K 0.38%
+965
New +$231K
VXUS icon
77
Vanguard Total International Stock ETF
VXUS
$163B
$225K 0.38%
4,475
-682
-13% -$35.8K
BAC icon
78
Bank of America
BAC
$416B
$224K 0.37%
13,174
-19,597
-60% -$323K
IAT icon
79
iShares US Regional Banks ETF
IAT
$653M
$224K 0.37%
+6,129
New +$220K
EWJ icon
80
iShares MSCI Japan ETF
EWJ
$23.5B
$223K 0.37%
4,351
-3,896
-47% -$203K
IDV icon
81
iShares International Select Dividend ETF
IDV
$8.71B
$222K 0.37%
+6,858
New +$236K
IWV icon
82
iShares Russell 3000 ETF
IWV
$20.2B
$218K 0.36%
1,759
-3,939
-69% -$496K
IAU icon
83
iShares Gold Trust
IAU
$63.5B
$216K 0.36%
9,527
-7,329
-43% -$169K
REZ icon
84
iShares Residential and Multisector Real Estate ETF
REZ
$827M
$215K 0.36%
+3,832
New +$227K
SHM icon
85
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.5B
$212K 0.35%
+4,360
New +$211K
AES icon
86
AES
AES
$10.6B
$210K 0.35%
+15,839
New +$213K
LYG icon
87
Lloyds Banking Group
LYG
$85.2B
$210K 0.35%
38,589
+9,929
+35% +$51.7K
QUAL icon
88
iShares MSCI USA Quality Factor ETF
QUAL
$46.9B
$210K 0.35%
+3,320
New +$214K
IGE icon
89
iShares North American Natural Resources ETF
IGE
$794M
$206K 0.34%
+5,689
New +$220K
MDIV icon
90
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$428M
$206K 0.34%
+10,302
New +$215K
SAM icon
91
Boston Beer
SAM
$1.78B
$206K 0.34%
+886
New +$228K
CYS
92
DELISTED
CYS Investments Inc.
CYS
$205K 0.34%
+26,543
New +$234K
DEG
93
DELISTED
ETABLISSEMENT DELHZ ADS 4 ADS REPTGS 1 ORD SHS
DEG
$203K 0.34%
+9,862
New +$222K
BLV icon
94
Vanguard Long-Term Bond ETF
BLV
$5.62B
$202K 0.34%
+2,308
New +$211K
DGS icon
95
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.73B
$202K 0.34%
+4,646
New +$212K
FXL icon
96
First Trust Technology AlphaDEX Fund
FXL
$2.73B
$202K 0.34%
+5,723
New +$209K
CBRL icon
97
Cracker Barrel
CBRL
$1.11B
$201K 0.34%
+1,350
New +$192K
MUFG icon
98
Mitsubishi UFJ Financial
MUFG
$269B
$192K 0.32%
+26,548
New +$189K
HCBK
99
DELISTED
HUDSON CITY BANCORP INC
HCBK
$186K 0.31%
+18,795
New +$181K
AA icon
100
Alcoa
AA
$12.4B
$182K 0.3%
+6,789
New +$210K
2 3
4
5 6

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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.