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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
AMRN
176
Amarin Corp
AMRN
$294M
– –
-806
Closed -$38K
AOS icon
177
A.O. Smith
AOS
$7.78B
– –
-9,070
Closed -$298K
ARR
178
Armour Residential REIT
ARR
$2.16B
– –
-1,202
Closed -$152K
AWI icon
179
Armstrong World Industries
AWI
$6.74B
– –
-5,041
Closed -$290K
BABA icon
180
Alibaba
BABA
$274B
– –
-6,308
Closed -$525K
BALL icon
181
Ball Corp
BALL
$16.1B
– –
-5,926
Closed -$209K
BBH icon
182
VanEck Biotech ETF
BBH
$460M
– –
-1,795
Closed -$233K
BSV icon
183
Vanguard Short-Term Bond ETF
BSV
$46.2B
– –
-7,590
Closed -$611K
BTG icon
184
B2Gold
BTG
$6.87B
– –
-18,885
Closed -$29K
CIM
185
Chimera Investment
CIM
$924M
– –
-9,274
Closed -$437K
CVY icon
186
Invesco Zacks Multi-Asset Income ETF
CVY
$124M
– –
-9,579
Closed -$211K
CWI icon
187
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.83B
– –
-9,753
Closed -$225K
DEM icon
188
WisdomTree Emerging Markets High Dividend Fund
DEM
$4.2B
– –
-5,663
Closed -$241K
DHI icon
189
D.R. Horton
DHI
$39.3B
– –
-13,359
Closed -$380K
DLN icon
190
WisdomTree US LargeCap Dividend Fund
DLN
$6.26B
– –
-11,046
Closed -$405K
DRRX
191
DELISTED
DURECT Corp
DRRX
– –
-1,378
Closed -$26K
EPP icon
192
iShares MSCI Pacific ex Japan ETF
EPP
$2.25B
– –
-5,646
Closed -$256K
ERX icon
193
Direxion Daily Energy Bull 2X ETF
ERX
$265M
– –
-405
Closed -$222K
EWC icon
194
iShares MSCI Canada ETF
EWC
$6.82B
– –
-31,590
Closed -$859K
EWG icon
195
iShares MSCI Germany ETF
EWG
$1.69B
– –
-14,819
Closed -$442K
EWN icon
196
iShares MSCI Netherlands ETF
EWN
$636M
– –
-9,075
Closed -$230K
EWU icon
197
iShares MSCI United Kingdom ETF
EWU
$3.71B
– –
-17,065
Closed -$615K
EXEL icon
198
Exelixis
EXEL
$14.1B
– –
-14,652
Closed -$38K
EXK
199
Endeavour Silver
EXK
$2.83B
– –
-12,715
Closed -$24K
EZU icon
200
iShare MSCI Eurozone ETF
EZU
$9.62B
– –
-9,206
Closed -$355K
6 7
8
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MFA
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PGCM
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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.