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Two Sigma Securities Portfolio holdings
AUM
$1.16B
Turnover
73.52%
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
+353%
AUM
$97.3M
AUM Growth
-$20.9M
(-18%)
Cap. Flow
-$22.1M
Cap. Flow % of AUM
Cap. Flow %
-22.75%
Top 10 Holdings %
Top 10 Hldgs %
53.53%
Holding
397
New
144
Increased
27
Reduced
28
Closed
192
Avg Time Held
0.1
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.1
years
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 |
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 | 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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street Industrial Select Sector SPDR ETF
XLI
$30.9B
| $14.3M | 14.73% |
+257,007
| New | +$14.5M |
2015 Q1
0 quarters
|
|
|
2
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.6B
| $9.24M | 9.5% |
+52,023
| New | +$9.26M |
2015 Q1
0 quarters
|
|
|
3
State Street Financial Select Sector SPDR ETF
XLF
$54.3B
| $6.92M | 7.11% |
327,059
+239,111
| +272% | +$5.06M |
2014 Q4
1 quarter
|
|
4
CME Group
CME
$114B
| $4.28M | 4.4% |
45,197
-435
| -1% | -$40.3K |
2014 Q4
1 quarter
|
|
|
5
State Street Materials Select Sector SPDR ETF
XLB
$8.37B
| $3.69M | 3.8% |
+151,460
| New | +$3.75M |
2015 Q1
0 quarters
|
|
6
State Street Consumer Staples Select Sector SPDR ETF
XLP
$15.1B
| $3.6M | 3.71% |
73,960
-9,029
| -11% | -$443K |
2014 Q4
1 quarter
|
|
|
7
iShares MSCI EAFE ETF
EFA
$77.3B
| $3.16M | 3.25% |
+49,311
| New | +$3.1M |
2015 Q1
0 quarters
|
|
|
8
State Street Health Care Select Sector SPDR ETF
XLV
$50.5B
| $2.65M | 2.72% |
36,528
-222,437
| -86% | -$15.9M |
2014 Q4
1 quarter
|
|
9
State Street Utilities Select Sector SPDR ETF
XLU
$23.8B
| $2.18M | 2.24% |
+98,294
| New | +$2.27M |
2015 Q1
0 quarters
|
|
10
State Street SPDR S&P Biotech ETF
XBI
$10.2B
| $2.01M | 2.07% |
+26,781
| New | +$1.87M |
2015 Q1
0 quarters
|
|
11
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.1B
| $1.86M | 1.91% |
+49,432
| New | +$1.82M |
2015 Q1
0 quarters
|
|
12
State Street SPDR S&P Metals & Mining ETF
XME
$3.41B
| $1.58M | 1.63% |
58,240
+49,535
| +569% | +$1.39M |
2014 Q4
1 quarter
|
|
13
First Trust Enhanced Short Maturity ETF
FTSM
$6.82B
| $1.28M | 1.32% |
21,395
+10,260
| +92% | +$616K |
2014 Q4
1 quarter
|
|
14
ProShares Ultra S&P500
SSO
$7.11B
| $871K | 0.9% |
107,728
-49,744
| -32% | -$401K |
2014 Q4
1 quarter
|
|
15
iShares MSCI Canada ETF
EWC
$7.51B
| $859K | 0.88% |
+31,590
| New | +$867K |
2015 Q1
0 quarters
|
|
16
Invesco Senior Loan ETF
BKLN
$5.79B
| $817K | 0.84% |
33,906
+22,320
| +193% | +$536K |
2014 Q4
1 quarter
|
|
17
DELISTED
Sleep Number
SNBR
| $814K | 0.84% |
+23,604
| New | +$733K |
2015 Q1
0 quarters
|
|
18
Alphabet (Google) Class C
GOOG
$3.6T
| $711K | 0.73% |
+25,911
| New | +$694K |
2015 Q1
0 quarters
|
|
19
iShares Russell 3000 ETF
IWV
$20.4B
| $706K | 0.73% |
+5,698
| New | +$702K |
2015 Q1
0 quarters
|
|
20
iShares 0-1 Year Treasury Bond ETF
SHV
$21.4B
| $632K | 0.65% |
+5,733
| New | +$632K |
2015 Q1
0 quarters
|
|
21
iShares MSCI United Kingdom ETF
EWU
$3.69B
| $615K | 0.63% |
17,065
+11,108
| +186% | +$408K |
2014 Q4
1 quarter
|
|
22
Vanguard Short-Term Bond ETF
BSV
$46.5B
| $611K | 0.63% |
7,590
+3,703
| +95% | +$297K |
2014 Q4
1 quarter
|
|
23
iShares MSCI Singapore ETF
EWS
$947M
| $579K | 0.6% |
+22,607
| New | +$578K |
2015 Q1
0 quarters
|
|
24
Nokia
NOK
$45.7B
| $528K | 0.54% |
69,661
+11,780
| +20% | +$91.9K |
2014 Q4
1 quarter
|
|
25
Alibaba
BABA
$235B
| $525K | 0.54% |
+6,308
| New | +$569K |
2015 Q1
0 quarters
|
|
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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.