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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
QQQ icon
1
Invesco QQQ Trust
QQQ
$477B
$6.47M 10.79%
+60,428
New +$6.57M
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$803B
$5.36M 8.94%
26,043
+24,124
+1,257% +$5.07M
CME icon
3
CME Group
CME
$101B
$4.19M 6.98%
45,000
-197
-0.4% -$18.4K
CVS icon
4
CVS Health
CVS
$121B
$1.81M 3.02%
+17,234
New +$1.76M
XLF icon
5
State Street Financial Select Sector SPDR ETF
XLF
$54.5B
$1.71M 2.85%
79,798
-247,261
-76% -$5.34M
TZA icon
6
Direxion Daily Small Cap Bear 3x ETF
TZA
$255M
$1.35M 2.24%
+87
New +$1.37M
LQD icon
7
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$29.1B
$1.26M 2.09%
+10,851
New +$1.29M
GSK icon
8
GSK
GSK
$100B
$1.25M 2.09%
+24,056
New +$1.35M
META icon
9
Meta Platforms (Facebook)
META
$1.7T
$1.02M 1.71%
11,950
+5,912
+98% +$483K
AAPL icon
10
Apple
AAPL
$4.86T
$1M 1.67%
31,884
+22,788
+251% +$729K
XLK icon
11
State Street Technology Select Sector SPDR ETF
XLK
$120B
$932K 1.55%
45,014
+33,442
+289% +$714K
F icon
12
Ford
F
$55.3B
$769K 1.28%
+51,209
New +$794K
UVXY icon
13
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$303M
– –
0
– –
GILD icon
14
Gilead Sciences
GILD
$182B
$657K 1.1%
+5,612
New +$613K
GS icon
15
Goldman Sachs
GS
$288B
$627K 1.05%
+3,002
New +$612K
FTSM icon
16
First Trust Enhanced Short Maturity ETF
FTSM
$6.54B
$592K 0.99%
9,858
-11,537
-54% -$693K
TRND
17
DELISTED
ROYAL BK SCOTLAND PLC RBS US LARGE CAP TRENDPILOT ETNS
TRND
$580K 0.97%
14,603
+8,476
+138% +$344K
CVX icon
18
Chevron
CVX
$416B
$572K 0.95%
+5,927
New +$622K
IWS icon
19
iShares Russell Mid-Cap Value ETF
IWS
$15.3B
$559K 0.93%
+7,578
New +$571K
SPXS icon
20
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$369M
$537K 0.9%
+57
New +$519K
BKLN icon
21
Invesco Senior Loan ETF
BKLN
$6.77B
$526K 0.88%
22,118
-11,788
-35% -$284K
GM icon
22
General Motors
GM
$76.5B
$518K 0.86%
+15,542
New +$554K
DXD icon
23
ProShares UltraShort Dow 30
DXD
$51M
$501K 0.84%
+1,179
New +$484K
DIS icon
24
Walt Disney
DIS
$188B
$499K 0.83%
+4,372
New +$480K
PM icon
25
Philip Morris
PM
$304B
$498K 0.83%
+6,213
New +$511K
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.