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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
XLI icon
1
State Street Industrial Select Sector SPDR ETF
XLI
$32.5B
$14.3M 14.73%
+257,007
New +$14.5M
DIA icon
2
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.5B
$9.24M 9.5%
+52,023
New +$9.26M
XLF icon
3
State Street Financial Select Sector SPDR ETF
XLF
$56.8B
$6.92M 7.11%
327,059
+239,111
+272% +$5.06M
CME icon
4
CME Group
CME
$96.1B
$4.28M 4.4%
45,197
-435
-1% -$40.3K
XLB icon
5
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$3.69M 3.8%
+151,460
New +$3.75M
XLP icon
6
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.3B
$3.6M 3.71%
73,960
-9,029
-11% -$443K
EFA icon
7
iShares MSCI EAFE ETF
EFA
$78.5B
$3.16M 3.25%
+49,311
New +$3.1M
XLV icon
8
State Street Health Care Select Sector SPDR ETF
XLV
$42.2B
$2.65M 2.72%
36,528
-222,437
-86% -$15.9M
XLU icon
9
State Street Utilities Select Sector SPDR ETF
XLU
$23B
$2.18M 2.24%
+98,294
New +$2.27M
XBI icon
10
State Street SPDR S&P Biotech ETF
XBI
$10.3B
$2.01M 2.07%
+26,781
New +$1.87M
XLY icon
11
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$1.86M 1.91%
+49,432
New +$1.82M
XME icon
12
State Street SPDR S&P Metals & Mining ETF
XME
$3.92B
$1.58M 1.63%
58,240
+49,535
+569% +$1.39M
FTSM icon
13
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
$1.28M 1.32%
21,395
+10,260
+92% +$616K
SSO icon
14
ProShares Ultra S&P500
SSO
$7.76B
$871K 0.9%
107,728
-49,744
-32% -$401K
EWC icon
15
iShares MSCI Canada ETF
EWC
$6.17B
$859K 0.88%
+31,590
New +$867K
BKLN icon
16
Invesco Senior Loan ETF
BKLN
$6.97B
$817K 0.84%
33,906
+22,320
+193% +$536K
SNBR
17
DELISTED
Sleep Number
SNBR
$814K 0.84%
+23,604
New +$733K
GOOG icon
18
Alphabet (Google) Class C
GOOG
$4.08T
$711K 0.73%
+25,911
New +$694K
IWV icon
19
iShares Russell 3000 ETF
IWV
$19.5B
$706K 0.73%
+5,698
New +$702K
SHV icon
20
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$632K 0.65%
+5,733
New +$632K
EWU icon
21
iShares MSCI United Kingdom ETF
EWU
$4.17B
$615K 0.63%
17,065
+11,108
+186% +$408K
BSV icon
22
Vanguard Short-Term Bond ETF
BSV
$44.7B
$611K 0.63%
7,590
+3,703
+95% +$297K
EWS icon
23
iShares MSCI Singapore ETF
EWS
$1.05B
$579K 0.6%
+22,607
New +$578K
NOK icon
24
Nokia
NOK
$50.7B
$528K 0.54%
69,661
+11,780
+20% +$91.9K
BABA icon
25
Alibaba
BABA
$279B
$525K 0.54%
+6,308
New +$569K
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.