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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
IFGL icon
276
iShares International Developed Real Estate ETF
IFGL
$84M
– –
-12,356
Closed -$371K
IGHG icon
277
ProShares Investment Grade-Interest Rate Hedged
IGHG
$330M
– –
-3,071
Closed -$238K
IJH icon
278
iShares Core S&P Mid-Cap ETF
IJH
$122B
– –
-35,890
Closed -$1.04M
IP icon
279
International Paper
IP
$22.8B
– –
-11,758
Closed -$597K
ITW icon
280
Illinois Tool Works
ITW
$81.6B
– –
-3,410
Closed -$323K
IVV icon
281
iShares Core S&P 500 ETF
IVV
$872B
– –
-1,617
Closed -$335K
IWD icon
282
iShares Russell 1000 Value ETF
IWD
$81.8B
– –
-12,423
Closed -$1.3M
IWF icon
283
iShares Russell 1000 Growth ETF
IWF
$120B
– –
-44,868
Closed -$1.07M
IWM icon
284
iShares Russell 2000 ETF
IWM
$80.2B
– –
-7,836
Closed -$938K
IYF icon
285
iShares US Financials ETF
IYF
$4.67B
– –
-5,364
Closed -$242K
IYM icon
286
iShares US Basic Materials ETF
IYM
$1.15B
– –
-2,581
Closed -$213K
IYW icon
287
iShares US Technology ETF
IYW
$23.5B
– –
-21,180
Closed -$553K
JCI icon
288
Johnson Controls International
JCI
$87.8B
– –
-6,063
Closed -$307K
JNK icon
289
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
– –
-5,263
Closed -$610K
KBE icon
290
State Street SPDR S&P Bank ETF
KBE
$1.64B
– –
-29,072
Closed -$975K
LFVN icon
291
LifeVantage
LFVN
$79.4M
– –
-2,297
Closed -$21K
LMT icon
292
Lockheed Martin
LMT
$132B
– –
-1,486
Closed -$286K
LQD icon
293
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-2,821
Closed -$337K
LYB icon
294
LyondellBasell Industries
LYB
$19.5B
– –
-10,735
Closed -$852K
M icon
295
Macy's
M
$6.56B
– –
-3,111
Closed -$205K
MCD icon
296
McDonald's
MCD
$191B
– –
-10,588
Closed -$992K
MDY icon
297
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
– –
-1,081
Closed -$285K
MMM icon
298
3M
MMM
$90.8B
– –
-6,384
Closed -$877K
MOS icon
299
The Mosaic Company
MOS
$7.24B
– –
-8,354
Closed -$381K
MSFT icon
300
Microsoft
MSFT
$3.35T
– –
-4,343
Closed -$202K
10 11
12
13 14

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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.