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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
XES icon
351
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$363M
– –
-859
Closed -$242K
XOM icon
352
ExxonMobil
XOM
$651B
– –
-4,869
Closed -$450K
YUM icon
353
Yum! Brands
YUM
$43.3B
– –
-5,622
Closed -$294K
GPL
354
DELISTED
Great Panther Mining Limited
GPL
– –
-1,677
Closed -$10K
ARNA
355
DELISTED
Arena Pharmaceuticals Inc
ARNA
– –
-3,968
Closed -$138K
TRQ
356
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-1,674
Closed -$52K
RTN
357
DELISTED
Raytheon Company
RTN
– –
-2,017
Closed -$218K
AKS
358
DELISTED
AK Steel Holding Corp
AKS
– –
-18,825
Closed -$112K
VIAB
359
DELISTED
Viacom Inc. Class B
VIAB
– –
-3,390
Closed -$255K
TFCFA
360
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
– –
-16,792
Closed -$645K
OCLR
361
DELISTED
Oclaro Inc.
OCLR
– –
-13,452
Closed -$24K
PX
362
DELISTED
Praxair Inc
PX
– –
-7,586
Closed -$983K
TWX
363
DELISTED
Time Warner Inc
TWX
– –
-7,888
Closed -$674K
MON
364
DELISTED
Monsanto Co
MON
– –
-12,556
Closed -$1.5M
LVL
365
DELISTED
Invesco S&P Global Dividend Opportunities Index ETF
LVL
– –
-10,313
Closed -$118K
RSO
366
DELISTED
Resource Capital Corp.
RSO
– –
-2,554
Closed -$51K
CNXR
367
DELISTED
Connecture, Inc.
CNXR
– –
-12,541
Closed -$113K
DD
368
DELISTED
Du Pont De Nemours E I
DD
– –
-26,518
Closed -$1.86M
YHOO
369
DELISTED
Yahoo Inc
YHOO
– –
-11,896
Closed -$601K
TBRA
370
DELISTED
Tobira Therapeutics, Inc. Common Stock
TBRA
– –
-1,169
Closed -$10K
PVCT
371
DELISTED
PROVECTUS BIOPHARMACEUTICALS, INC. (DE)
PVCT
– –
-12,490
Closed -$10K
WY.PRA
372
DELISTED
WEYERHAEUSER COMP PREF CONV SER A (WA)
WY.PRA
– –
-4,170
Closed -$241K
ARG
373
DELISTED
Airgas Inc
ARG
– –
-1,887
Closed -$217K
EGPT
374
DELISTED
VanEck Egypt Index ETF
EGPT
– –
-3,979
Closed -$232K
ARO
375
DELISTED
Aeropostale Inc
ARO
– –
-10,732
Closed -$25K
12 13 14
15
16

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NOCM
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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.