Two Sigma Securities Portfolio holdings
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% |
Similar funds
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.