We are live on
!
Find out more
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
(-18%)
Cap. Flow
-$22.1M
Cap. Flow
% of AUM
-22.75%
Top 10 Holdings %
Top 10 Hldgs %
53.53%
Holding
397
New
144
Increased
27
Reduced
28
Closed
192
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$14.5M |
| 2 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$9.26M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$5.06M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$3.75M |
| 5 |
iShares MSCI EAFE ETF
EFA
|
+$3.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$15.9M |
| 2 |
DD
Du Pont De Nemours E I
DD
|
+$1.86M |
| 3 |
Home Depot
HD
|
+$1.51M |
| 4 |
MON
Monsanto Co
MON
|
+$1.5M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
MDC
51
DELISTED
M.D.C. Holdings, Inc.
MDC
| $306K | 0.31% |
+14,915
| New | +$286K |
|
52
Helen of Troy
HELE
$649M
| $305K | 0.31% |
+3,748
| New | +$286K |
|
53
Owens Corning
OC
$11.2B
| $304K | 0.31% |
+7,003
| New | +$278K |
|
54
Pultegroup
PHM
$24.5B
| $303K | 0.31% |
+13,619
| New | +$297K |
|
55
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.8B
| $303K | 0.31% |
+3,783
| New | +$303K |
|
56
iShares Global Utilities ETF
JXI
$315M
| $302K | 0.31% |
+6,499
| New | +$311K |
|
57
Whirlpool
WHR
$2.47B
| $300K | 0.31% |
1,487
-10
| -0.7% | -$2.03K |
|
58
A.O. Smith
AOS
$8.24B
| $298K | 0.31% |
+9,070
| New | +$276K |
|
|
TPH
59
DELISTED
Tri Pointe Homes
TPH
| $298K | 0.31% |
+19,298
| New | +$290K |
|
60
Vanguard Morningstar Small-Cap Growth ETF
VBK
$23.2B
| $297K | 0.31% |
+2,254
| New | +$292K |
|
61
Invesco S&P 500 Equal Weight ETF
RSP
$97.2B
| $296K | 0.3% |
+3,654
| New | +$294K |
|
62
IBM
IBM
$209B
| $295K | 0.3% |
1,926
-112
| -5% | -$17K |
|
|
SGI
63
Somnigroup International
SGI
$14.1B
| $295K | 0.3% |
+20,468
| New | +$283K |
|
64
Lennox International
LII
$14.5B
| $291K | 0.3% |
+2,605
| New | +$269K |
|
65
Mohawk Industries
MHK
$7.29B
| $291K | 0.3% |
+1,569
| New | +$271K |
|
66
NVR
NVR
$16.8B
| $291K | 0.3% |
+219
| New | +$287K |
|
67
Armstrong World Industries
AWI
$7.37B
| $290K | 0.3% |
+5,041
| New | +$270K |
|
68
iShares US Treasury Bond ETF
GOVT
$43.7B
| $286K | 0.29% |
+11,209
| New | +$285K |
|
69
Williams-Sonoma
WSM
$27.5B
| $286K | 0.29% |
+7,182
| New | +$285K |
|
|
BBBY
70
DELISTED
Bed Bath & Beyond Inc
BBBY
| $286K | 0.29% |
3,719
+615
| +20% | +$46.7K |
|
71
Apple
AAPL
$4.9T
| $283K | 0.29% |
9,096
-10,040
| -52% | -$303K |
|
72
Lennar Class A
LEN
$20.2B
| $283K | 0.29% |
+5,734
| New | +$261K |
|
73
Leggett & Platt
LEG
$1.37B
| $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 |
|
Similar funds
AWP
BCM
OAM
NOCM
TIM
QIM
RB
OMG
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.