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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+1.91%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$97.3M
AUM Growth
-$20.9M
Cap. Flow
-$22.1M
Cap. Flow %
-22.75%
Top 10 Hldgs %
53.53%
Holding
397
New
144
Increased
27
Reduced
28
Closed
192

Top Buys

Rank Stock Value
1
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$14.5M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$9.26M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$5.06M
4
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$3.75M
5
EFA icon
iShares MSCI EAFE ETF
EFA
+$3.1M

Top Sells

Rank Stock Value
1
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$15.9M
2
DD
Du Pont De Nemours E I
DD
+$1.86M
3
HD icon
Home Depot
HD
+$1.51M
4
MON
Monsanto Co
MON
+$1.5M
5
VNQ icon
Vanguard Real Estate ETF
VNQ
+$1.48M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 6.56%
2 Financials 6.09%
3 Industrials 3.22%
4 Communication Services 1.88%
5 Technology 1.21%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DAL icon
226
Delta Air Lines
DAL
$58.3B
– –
-4,520
Closed -$222K
DBC icon
227
Invesco DB Commodity Index Tracking Fund
DBC
$1.69B
– –
-41,470
Closed -$765K
DD icon
228
DuPont de Nemours
DD
$18.7B
– –
-11,554
Closed -$1.33M
DDM icon
229
ProShares Ultra Dow30
DDM
$536M
– –
-26,784
Closed -$300K
DFE icon
230
WisdomTree Europe SmallCap Dividend Fund
DFE
$167M
– –
-4,401
Closed -$227K
DHF
231
BNY Mellon High Yield Strategies Fund
DHF
$170M
– –
-19,297
Closed -$70K
DHR icon
232
Danaher
DHR
$138B
– –
-5,700
Closed -$328K
DHY
233
Credit Suisse High Yield Credit Fund
DHY
$242M
– –
-14,353
Closed -$40K
DIS icon
234
Walt Disney
DIS
$167B
– –
-15,620
Closed -$1.47M
DUG icon
235
ProShares UltraShort Energy
DUG
$21M
– –
-204
Closed -$218K
DWX icon
236
State Street SPDR S&P International Dividend ETF
DWX
$536M
– –
-4,891
Closed -$206K
DXJ icon
237
WisdomTree Japan Hedged Equity Fund
DXJ
$7.13B
– –
-4,787
Closed -$236K
EAD
238
Allspring Income Opportunities Fund
EAD
$372M
– –
-19,186
Closed -$171K
ECL icon
239
Ecolab
ECL
$78.6B
– –
-6,581
Closed -$688K
EDV icon
240
Vanguard World Funds Extended Duration ETF
EDV
$3.26B
– –
-2,377
Closed -$295K
EMN icon
241
Eastman Chemical
EMN
$8.01B
– –
-3,921
Closed -$297K
EMR icon
242
Emerson Electric
EMR
$83.3B
– –
-4,039
Closed -$249K
ETN icon
243
Eaton
ETN
$150B
– –
-3,514
Closed -$239K
EWM icon
244
iShares MSCI Malaysia ETF
EWM
$312M
– –
-3,338
Closed -$180K
EWT icon
245
iShares MSCI Taiwan ETF
EWT
$9.6B
– –
-6,544
Closed -$198K
F icon
246
Ford
F
$59.3B
– –
-43,752
Closed -$678K
FAX
247
abrdn Asia-Pacific Income Fund
FAX
$597M
– –
-2,322
Closed -$77K
FAZ icon
248
Direxion Daily Financial Bear 3x ETF
FAZ
$84.4M
– –
-15
Closed -$309K
FCEL icon
249
FuelCell Energy
FCEL
$1.89B
– –
-6
Closed -$41K
FCNCA icon
250
First Citizens BancShares
FCNCA
$24.6B
– –
-805
Closed -$203K
8 9
10
11 12

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OAM
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NOCM
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TIM
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QIM
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OMG
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Two Sigma Securities's Q1 2015 Portfolio in Review

As of Q1 2015, Two Sigma Securities held 397 positions worth $97.3M, down 18% from $118M the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Two Sigma Securities withdrew a net $22.1M in Q1 2015, closing 192 positions and reducing 28 holdings. Its most notable exit was Du Pont De Nemours E I, an estimated $1.86M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 6.6% of assets, down from 9.6% a quarter earlier, followed by Financials and Industrials.

Against the trend, Two Sigma Securities opened a new position in State Street Industrial Select Sector SPDR ETF worth $14.3M.

  • Two Sigma Securities's largest Q1 2015 buy was State Street Industrial Select Sector SPDR ETF: 257,007 shares worth $14.3M.
  • Two Sigma Securities added most to State Street Financial Select Sector SPDR ETF in Q1 2015, an estimated $5.06M increase.
  • Two Sigma Securities's biggest Q1 2015 reduction was State Street Health Care Select Sector SPDR ETF, cutting an estimated $15.9M.
  • Two Sigma Securities fully exited Du Pont De Nemours E I in Q1 2015, selling an estimated $1.86M.
  • Two Sigma Securities's ten largest holdings make up 54% of its $97.3M portfolio in Q1 2015.
  • Two Sigma Securities opened 144 new positions and closed 192 in Q1 2015.
  • Two Sigma Securities's portfolio value fell 18% quarter-over-quarter to $97.3M.

Based on Two Sigma Securities's 13F filing for Q1 2015, filed 15 May 2015.