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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
ALGT icon
26
Allegiant Air
ALGT
$2.66B
$506K 0.52%
+2,632
New +$472K
BAC icon
27
Bank of America
BAC
$433B
$504K 0.52%
32,771
-19,175
-37% -$308K
META icon
28
Meta Platforms (Facebook)
META
$1.37T
$496K 0.51%
+6,038
New +$473K
JPM icon
29
JPMorgan Chase
JPM
$933B
$487K 0.5%
+8,041
New +$476K
FXI icon
30
iShares China Large-Cap ETF
FXI
$4.37B
$465K 0.48%
+10,461
New +$445K
VYM icon
31
Vanguard High Dividend Yield ETF
VYM
$80.9B
$448K 0.46%
+6,559
New +$451K
EWG icon
32
iShares MSCI Germany ETF
EWG
$1.6B
$442K 0.45%
14,819
+6,471
+78% +$186K
CIM
33
Chimera Investment
CIM
$1.06B
$437K 0.45%
9,274
+5,661
+157% +$271K
VV icon
34
Vanguard Morningstar Large-Cap ETF
VV
$52.1B
$425K 0.44%
+4,464
New +$424K
EWJ icon
35
iShares MSCI Japan ETF
EWJ
$22.1B
$413K 0.42%
8,247
-8,058
-49% -$385K
DLN icon
36
WisdomTree US LargeCap Dividend Fund
DLN
$6.24B
$405K 0.42%
+11,046
New +$408K
RAD
37
DELISTED
Rite Aid Corporation
RAD
$405K 0.42%
+2,329
New +$363K
VXX
38
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$401K 0.41%
+977
New +$474K
SPY icon
39
State Street SPDR S&P 500 ETF Trust
SPY
$784B
$396K 0.41%
1,919
-328
-15% -$67.7K
IAU icon
40
iShares Gold Trust
IAU
$63.8B
$386K 0.4%
16,856
-48,460
-74% -$1.14M
DHI icon
41
D.R. Horton
DHI
$40.7B
$380K 0.39%
+13,359
New +$348K
MCHI icon
42
iShares MSCI China ETF
MCHI
$6.28B
$379K 0.39%
+6,963
New +$361K
FBIN icon
43
Fortune Brands Innovations
FBIN
$5.88B
$356K 0.37%
+8,769
New +$341K
EZU icon
44
iShare MSCI Eurozone ETF
EZU
$9.65B
$355K 0.36%
9,206
+898
+11% +$33.7K
CAA
45
DELISTED
CalAtlantic Group, Inc.
CAA
$354K 0.36%
7,866
+3,921
+99% +$156K
TOL icon
46
Toll Brothers
TOL
$14B
$333K 0.34%
+8,476
New +$310K
FTR
47
DELISTED
Frontier Communications Corp.
FTR
$324K 0.33%
3,068
+1,806
+143% +$200K
ENLK
48
DELISTED
EnLink Midstream Partners, LP
ENLK
$323K 0.33%
+13,052
New +$362K
RH icon
49
RH
RH
$3.15B
$322K 0.33%
+3,246
New +$295K
RYL
50
DELISTED
RYLAND GROUP INC
RYL
$311K 0.32%
+6,378
New +$273K
1
2
3 4 5

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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.