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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
+3.57%
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
$118M
AUM Growth
–
Cap. Flow
+$117M
Cap. Flow
% of AUM
98.9%
Top 10 Holdings %
Top 10 Hldgs %
31.32%
Holding
249
New
248
Increased
–
Reduced
–
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$17.3M |
| 2 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$3.93M |
| 3 |
CME Group
CME
|
+$3.87M |
| 4 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$1.84M |
| 5 |
DD
Du Pont De Nemours E I
DD
|
+$1.77M |
Top Sells
No sells this quarter
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Materials | 11.57% |
| 2 | Consumer Discretionary | 9.62% |
| 3 | Industrials | 8.45% |
| 4 | Financials | 5.69% |
| 5 | Communication Services | 4.74% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
iShares Russell 2000 ETF
IWM
$80.4B
| $938K | 0.79% |
+7,836
| New | +$896K |
|
27
Bank of America
BAC
$439B
| $929K | 0.79% |
+51,946
| New | +$889K |
|
28
Nike
NKE
$63.9B
| $888K | 0.75% |
+18,474
| New | +$866K |
|
29
3M
MMM
$94.1B
| $877K | 0.74% |
+6,384
| New | +$819K |
|
30
RTX Corp
RTX
$295B
| $877K | 0.74% |
+12,115
| New | +$826K |
|
31
LyondellBasell Industries
LYB
$18.8B
| $852K | 0.72% |
+10,735
| New | +$931K |
|
32
PPG Industries
PPG
$26.5B
| $851K | 0.72% |
+7,364
| New | +$764K |
|
33
Vanguard FTSE Europe ETF
VGK
$30.2B
| $787K | 0.67% |
+15,010
| New | +$804K |
|
34
Invesco DB Commodity Index Tracking Fund
DBC
$1.65B
| $765K | 0.65% |
+41,470
| New | +$877K |
|
35
iShares MSCI Japan ETF
EWJ
$21.3B
| $733K | 0.62% |
+16,305
| New | +$748K |
|
36
ProShares UltraShort QQQ
QID
$293M
| $723K | 0.61% |
+229
| New | +$769K |
|
37
Boeing
BA
$175B
| $720K | 0.61% |
+5,542
| New | +$703K |
|
38
Lowe's Companies
LOW
$122B
| $709K | 0.6% |
+10,301
| New | +$617K |
|
39
Ecolab
ECL
$79.6B
| $688K | 0.58% |
+6,581
| New | +$720K |
|
40
Air Products & Chemicals
APD
$65.2B
| $684K | 0.58% |
+5,123
| New | +$648K |
|
41
Ford
F
$59.6B
| $678K | 0.57% |
+43,752
| New | +$645K |
|
42
iShares Europe ETF
IEV
$1.64B
| $676K | 0.57% |
+15,884
| New | +$692K |
|
|
TWX
43
DELISTED
Time Warner Inc
TWX
| $674K | 0.57% |
+7,888
| New | +$629K |
|
44
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
| $667K | 0.56% |
+11,135
| New | +$668K |
|
|
AVNR
45
DELISTED
AVANIR PHARMACEUTICALS, INC CL A
AVNR
| $654K | 0.55% |
+38,606
| New | +$543K |
|
46
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.57B
| $651K | 0.55% |
+29,652
| New | +$607K |
|
|
TFCFA
47
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
| $645K | 0.55% |
+16,792
| New | +$594K |
|
48
Union Pacific
UNP
$175B
| $635K | 0.54% |
+5,334
| New | +$612K |
|
49
Alcoa
AA
$11.7B
| $620K | 0.52% |
+16,340
| New | +$633K |
|
50
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.06B
| $610K | 0.52% |
+5,263
| New | +$625K |
|
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Two Sigma Securities's Q4 2014 Portfolio in Review
Q4 2014 is the first quarter with a 13F filing on record for Two Sigma Securities, which disclosed 249 positions worth $118M. Its ten largest holdings account for 31% of the portfolio.
Its largest position is State Street Health Care Select Sector SPDR ETF: 258,965 shares worth $17.7M.
By sector, the portfolio is most concentrated in Materials at 12% of assets, followed by Consumer Discretionary and Industrials.
- Two Sigma Securities's largest Q4 2014 buy was State Street Health Care Select Sector SPDR ETF: 258,965 shares worth $17.7M.
- Two Sigma Securities's ten largest holdings make up 31% of its $118M portfolio in Q4 2014.
- Two Sigma Securities disclosed 249 positions in Q4 2014, its first 13F filing on record.
Based on Two Sigma Securities's 13F filing for Q4 2014, filed 17 Feb 2015.