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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
(-38%)
Cap. Flow
-$36.7M
Cap. Flow % of AUM
Cap. Flow %
-61.16%
Top 10 Holdings %
Top 10 Hldgs %
42.38%
Holding
338
New
133
Increased
17
Reduced
21
Closed
162
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$6.57M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$5.07M |
| 3 |
CVS Health
CVS
|
+$1.76M |
| 4 |
Direxion Daily Small Cap Bear 3x ETF
TZA
|
+$1.37M |
| 5 |
GSK
GSK
|
+$1.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$14.3M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$9.12M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$5.34M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$3.69M |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Invesco QQQ Trust
QQQ
$466B
| $6.47M | 10.79% |
+60,428
| New | +$6.57M |
2015 Q2
0 quarters
|
|
|
2
State Street SPDR S&P 500 ETF Trust
SPY
$799B
| $5.36M | 8.94% |
26,043
+24,124
| +1,257% | +$5.07M |
2014 Q4
2 quarters
|
|
3
CME Group
CME
$109B
| $4.19M | 6.98% |
45,000
-197
| -0.4% | -$18.4K |
2014 Q4
2 quarters
|
|
|
4
CVS Health
CVS
$115B
| $1.81M | 3.02% |
+17,234
| New | +$1.76M |
2015 Q2
0 quarters
|
|
|
5
State Street Financial Select Sector SPDR ETF
XLF
$52.7B
| $1.71M | 2.85% |
79,798
-247,261
| -76% | -$5.34M |
2014 Q4
2 quarters
|
|
|
6
Direxion Daily Small Cap Bear 3x ETF
TZA
$205M
| $1.35M | 2.24% |
+87
| New | +$1.37M |
2015 Q2
0 quarters
|
|
7
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$30.6B
| $1.26M | 2.09% |
+10,851
| New | +$1.29M |
2015 Q2
0 quarters
|
|
|
8
GSK
GSK
$99.2B
| $1.25M | 2.09% |
+24,056
| New | +$1.35M |
2015 Q2
0 quarters
|
|
9
Meta Platforms (Facebook)
META
$1.6T
| $1.02M | 1.71% |
11,950
+5,912
| +98% | +$483K |
2015 Q1
1 quarter
|
|
10
Apple
AAPL
$5.03T
| $1M | 1.67% |
31,884
+22,788
| +251% | +$729K |
2014 Q4
2 quarters
|
|
11
State Street Technology Select Sector SPDR ETF
XLK
$119B
| $932K | 1.55% |
45,014
+33,442
| +289% | +$714K |
2015 Q1
1 quarter
|
|
12
Ford
F
$48.9B
| $769K | 1.28% |
+51,209
| New | +$794K |
2015 Q2
0 quarters
|
|
13
ProShares Ultra VIX Short-Term Futures ETF
UVXY
$216M
| – | – |
0
| – | – |
2015 Q2
0 quarters
|
|
14
Gilead Sciences
GILD
$212B
| $657K | 1.1% |
+5,612
| New | +$613K |
2015 Q2
0 quarters
|
|
15
Goldman Sachs
GS
$260B
| $627K | 1.05% |
+3,002
| New | +$612K |
2015 Q2
0 quarters
|
|
16
First Trust Enhanced Short Maturity ETF
FTSM
$6.72B
| $592K | 0.99% |
9,858
-11,537
| -54% | -$693K |
2014 Q4
2 quarters
|
|
17
DELISTED
ROYAL BK SCOTLAND PLC RBS US LARGE CAP TRENDPILOT ETNS
TRND
| $580K | 0.97% |
14,603
+8,476
| +138% | +$344K |
2015 Q1
1 quarter
|
|
18
Chevron
CVX
$459B
| $572K | 0.95% |
+5,927
| New | +$622K |
2015 Q2
0 quarters
|
|
19
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
| $559K | 0.93% |
+7,578
| New | +$571K |
2015 Q2
0 quarters
|
|
20
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$337M
| $537K | 0.9% |
+57
| New | +$519K |
2015 Q2
0 quarters
|
|
21
Invesco Senior Loan ETF
BKLN
$5.79B
| $526K | 0.88% |
22,118
-11,788
| -35% | -$284K |
2014 Q4
2 quarters
|
|
22
General Motors
GM
$74.2B
| $518K | 0.86% |
+15,542
| New | +$554K |
2015 Q2
0 quarters
|
|
23
ProShares UltraShort Dow 30
DXD
$42.6M
| $501K | 0.84% |
+1,179
| New | +$484K |
2015 Q2
0 quarters
|
|
24
Walt Disney
DIS
$192B
| $499K | 0.83% |
+4,372
| New | +$480K |
2015 Q2
0 quarters
|
|
25
Philip Morris
PM
$325B
| $498K | 0.83% |
+6,213
| New | +$511K |
2015 Q2
0 quarters
|
|
Similar funds
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.