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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+1.91%
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
$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 Miscellaneous 75.14%
2 Consumer Discretionary 6.92%
3 Financials 6.27%
4 Industrials 3.26%
5 Communication Services 1.88%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MDC
51
DELISTED
M.D.C. Holdings, Inc.
MDC
$306K 0.31%
+14,915
New +$286K
HELE icon
52
Helen of Troy
HELE
$628M
$305K 0.31%
+3,748
New +$286K
OC icon
53
Owens Corning
OC
$10.2B
$304K 0.31%
+7,003
New +$278K
PHM icon
54
Pultegroup
PHM
$22.8B
$303K 0.31%
+13,619
New +$297K
VCSH icon
55
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.4B
$303K 0.31%
+3,783
New +$303K
JXI icon
56
iShares Global Utilities ETF
JXI
$293M
$302K 0.31%
+6,499
New +$311K
WHR icon
57
Whirlpool
WHR
$2.15B
$300K 0.31%
1,487
-10
-0.7% -$2.03K
AOS icon
58
A.O. Smith
AOS
$7.78B
$298K 0.31%
+9,070
New +$276K
TPH
59
DELISTED
Tri Pointe Homes
TPH
$298K 0.31%
+19,298
New +$290K
VBK icon
60
Vanguard Morningstar Small-Cap Growth ETF
VBK
$22.8B
$297K 0.31%
+2,254
New +$292K
RSP icon
61
Invesco S&P 500 Equal Weight ETF
RSP
$98.3B
$296K 0.3%
+3,654
New +$294K
IBM icon
62
IBM
IBM
$234B
$295K 0.3%
1,926
-112
-5% -$17K
SGI
63
Somnigroup International
SGI
$13.8B
$295K 0.3%
+20,468
New +$283K
LII icon
64
Lennox International
LII
$12.5B
$291K 0.3%
+2,605
New +$269K
MHK icon
65
Mohawk Industries
MHK
$8.74B
$291K 0.3%
+1,569
New +$271K
NVR icon
66
NVR
NVR
$16.7B
$291K 0.3%
+219
New +$287K
AWI icon
67
Armstrong World Industries
AWI
$6.77B
$290K 0.3%
+5,041
New +$270K
GOVT icon
68
iShares US Treasury Bond ETF
GOVT
$41.3B
$286K 0.29%
+11,209
New +$285K
WSM icon
69
Williams-Sonoma
WSM
$26.1B
$286K 0.29%
+7,182
New +$285K
BBBY
70
DELISTED
Bed Bath & Beyond Inc
BBBY
$286K 0.29%
3,719
+615
+20% +$46.7K
AAPL icon
71
Apple
AAPL
$4.84T
$283K 0.29%
9,096
-10,040
-52% -$303K
LEN icon
72
Lennar Class A
LEN
$19.3B
$283K 0.29%
+5,734
New +$261K
LEG
73
DELISTED
Leggett & Platt
LEG
$282K 0.29%
+6,108
New +$272K
USG
74
DELISTED
Usg
USG
$278K 0.29%
+10,410
New +$295K
AAN.A
75
DELISTED
The Aaron's Company Inc Class A
AAN.A
$278K 0.29%
+9,822
New +$278K
1 2
3
4 5

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CIA
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OWA
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FFS
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MFA
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PGCM
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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 Miscellaneous at 75% of assets, up from 54% a quarter earlier, followed by Consumer Discretionary and Financials.

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.