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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 %
98.9%
Top 10 Hldgs %
31.32%
Holding
249
New
248
Increased
–
Reduced
–
Closed
–

Top Buys

Rank Stock Value
1
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$17.3M
2
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$3.93M
3
CME icon
CME Group
CME
+$3.87M
4
XLF icon
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
XLV icon
1
State Street Health Care Select Sector SPDR ETF
XLV
$43.2B
$17.7M 14.99%
+258,965
New +$17.3M
CME icon
2
CME Group
CME
$93.5B
$4.04M 3.42%
+45,632
New +$3.87M
XLP icon
3
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$4.02M 3.41%
+82,989
New +$3.93M
XLF icon
4
State Street Financial Select Sector SPDR ETF
XLF
$57.4B
$1.91M 1.62%
+87,948
New +$1.84M
DD
5
DELISTED
Du Pont De Nemours E I
DD
$1.86M 1.58%
+26,518
New +$1.77M
HD icon
6
Home Depot
HD
$343B
$1.51M 1.28%
+14,386
New +$1.4M
MON
7
DELISTED
Monsanto Co
MON
$1.5M 1.27%
+12,556
New +$1.46M
IAU icon
8
iShares Gold Trust
IAU
$62.5B
$1.49M 1.26%
+65,316
New +$1.52M
VNQ icon
9
Vanguard Real Estate ETF
VNQ
$40B
$1.48M 1.25%
+18,222
New +$1.43M
DIS icon
10
Walt Disney
DIS
$172B
$1.47M 1.25%
+15,620
New +$1.41M
DD icon
11
DuPont de Nemours
DD
$19B
$1.33M 1.13%
+11,554
New +$1.41M
CMCSA icon
12
Comcast
CMCSA
$85.8B
$1.33M 1.13%
+45,896
New +$1.26M
IWD icon
13
iShares Russell 1000 Value ETF
IWD
$82.2B
$1.3M 1.1%
+12,423
New +$1.27M
SSO icon
14
ProShares Ultra S&P500
SSO
$7.75B
$1.26M 1.07%
+157,472
New +$1.2M
TLT icon
15
iShares 20+ Year Treasury Bond ETF
TLT
$43.1B
$1.15M 0.98%
+9,160
New +$1.11M
GE icon
16
GE Aerospace
GE
$377B
$1.15M 0.97%
+9,463
New +$1.16M
AMZN icon
17
Amazon
AMZN
$2.48T
$1.07M 0.91%
+69,060
New +$1.08M
IWF icon
18
iShares Russell 1000 Growth ETF
IWF
$119B
$1.07M 0.91%
+44,868
New +$1.05M
IJH icon
19
iShares Core S&P Mid-Cap ETF
IJH
$123B
$1.04M 0.88%
+35,890
New +$1.01M
FCX icon
20
Freeport-McMoran
FCX
$88.6B
$1.02M 0.87%
+43,823
New +$1.21M
ERX icon
21
Direxion Daily Energy Bull 2X ETF
ERX
$223M
$1M 0.85%
+1,656
New +$1.2M
MCD icon
22
McDonald's
MCD
$194B
$992K 0.84%
+10,588
New +$991K
PX
23
DELISTED
Praxair Inc
PX
$983K 0.83%
+7,586
New +$961K
KBE icon
24
State Street SPDR S&P Bank ETF
KBE
$1.66B
$975K 0.83%
+29,072
New +$948K
SH icon
25
ProShares Short S&P500
SH
$914M
$955K 0.81%
+5,483
New +$986K
1
2 3 4 5

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OAM
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NOCM
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SLT
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RB
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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.