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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
ALRM icon
101
Alarm.com
ALRM
$2.73B
$171K 0.29%
+11,113
New +$178K
ABEV icon
102
Ambev
ABEV
$46.6B
$167K 0.28%
+27,343
New +$169K
SHO icon
103
Sunstone Hotel Investors
SHO
$2.04B
$167K 0.28%
+11,115
New +$175K
EXL
104
DELISTED
EXCEL TRUST , INC COM STK
EXL
$166K 0.28%
+10,538
New +$165K
RF icon
105
Regions Financial
RF
$25.4B
$160K 0.27%
+15,478
New +$156K
MB
106
DELISTED
MINDBODY, Inc. Class A Common Stock
MB
$157K 0.26%
+11,321
New +$153K
GTI
107
DELISTED
GRAFTECH INTERNATIONAL LTD
GTI
$157K 0.26%
+31,706
New +$150K
PSP icon
108
Invesco Global Listed Private Equity ETF
PSP
$231M
$156K 0.26%
+2,688
New +$161K
SAN icon
109
Banco Santander
SAN
$212B
$156K 0.26%
+23,459
New +$163K
EWI icon
110
iShares MSCI Italy ETF
EWI
$1.1B
$153K 0.26%
5,138
-1,269
-20% -$39.1K
DNR
111
DELISTED
Denbury Resources, Inc.
DNR
$148K 0.25%
+23,201
New +$177K
GCI
112
DELISTED
Gannett Co., Inc
GCI
$146K 0.24%
+10,420
New +$149K
IBN icon
113
ICICI Bank
IBN
$102B
$145K 0.24%
+15,255
New +$143K
TVIX
114
DELISTED
VelocityShares Daily 2x VIX Short Term ETN
TVIX
$132K 0.22%
+1
New +$265K
GNW icon
115
Genworth Financial
GNW
$3.72B
$131K 0.22%
+17,289
New +$138K
PGAL
116
DELISTED
Global X MSCI Portugal ETF
PGAL
$130K 0.22%
+11,507
New +$139K
IAG icon
117
IAMGOLD
IAG
$11.1B
$123K 0.21%
+61,611
New +$133K
LVL
118
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
$116K 0.19%
+10,482
New +$124K
FLEX icon
119
Flex
FLEX
$39.5B
$115K 0.19%
+13,535
New +$125K
JCP
120
DELISTED
J.C. Penney Company, Inc.
JCP
$115K 0.19%
+13,575
New +$117K
NSU
121
DELISTED
Nevsun Resources Ltd.
NSU
$109K 0.18%
29,034
-9,196
-24% -$36.1K
REXX
122
DELISTED
Rex Energy Corporation
REXX
$108K 0.18%
+1,930
New +$95.9K
BTU
123
DELISTED
PEABODY ENERGY CORP COM STK NEW (DE)
BTU
$106K 0.18%
3,225
+2,543
+373% +$149K
CDMO
124
DELISTED
Avid Bioservices, Inc. Common Stock
CDMO
$88K 0.15%
9,604
+5,440
+131% +$52.3K
RJI
125
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$82K 0.14%
+13,255
New +$81.4K
3 4
5
6 7

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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.