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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
-12.73%
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
$8.19B
AUM Growth
-$7.21B
Cap. Flow
-$5.23B
Cap. Flow %
-63.85%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,110

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$24.9M
2
OEF icon
iShares S&P 100 ETF
OEF
+$8.46M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$7.69M
4
BIL icon
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
+$7.21M
5
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.15M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$11.7M
2
MA icon
Mastercard
MA
+$9.23M
3
LMT icon
Lockheed Martin
LMT
+$8.03M
4
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$7.15M
5
CMCSA icon
Comcast
CMCSA
+$5.76M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.44%
3 Consumer Discretionary 0.44%
4 Industrials 0.42%
5 Healthcare 0.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MCK icon
2551
McKesson
MCK
$97.2B
– –
-18,769
Closed -$2.34M
MDT icon
2552
Medtronic
MDT
$110B
– –
-17,315
Closed -$1.62M
MDU icon
2553
MDU Resources
MDU
$4.2B
– –
-25,560
Closed -$250K
MDY icon
2554
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$27.2B
– –
-10,226
Closed -$3.4M
MELI icon
2555
Mercado Libre
MELI
$95.7B
– –
-4,174
Closed -$1.35M
MFA
2556
MFA Financial
MFA
$924M
– –
-4,460
Closed -$131K
MFM
2557
Aberdeen Municipal Income Fund
MFM
$222M
– –
-11,269
Closed -$73K
MGEE icon
2558
MGE Energy Inc
MGEE
$3.02B
– –
-3,844
Closed -$245K
MHK icon
2559
CALL
Mohawk Industries
MHK
$9.25B
– –
-5,200
Closed -$912K
MHK icon
2560
Mohawk Industries
MHK
$9.25B
– –
-2,199
Closed -$386K
MHK icon
2561
PUT
Mohawk Industries
MHK
$9.25B
– –
-1,800
Closed -$316K
MIDD icon
2562
Middleby
MIDD
$6.27B
– –
-1,582
Closed -$205K
MINT icon
2563
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
– –
-10,505
Closed -$1.07M
MITK icon
2564
Mitek Systems
MITK
$800M
– –
-13,274
Closed -$94K
MIY icon
2565
BlackRock MuniYield Michigan Quality Fund
MIY
$351M
– –
-14,054
Closed -$174K
MLCO icon
2566
CALL
Melco Resorts & Entertainment
MLCO
$2.17B
– –
-23,100
Closed -$489K
MLM icon
2567
CALL
Martin Marietta Materials
MLM
$33.4B
– –
-8,200
Closed -$1.49M
MMLP icon
2568
Martin Midstream Partners
MMLP
$95.5M
– –
-10,967
Closed -$127K
MMSI icon
2569
Merit Medical Systems
MMSI
$5.12B
– –
-3,424
Closed -$210K
MMT
2570
Aberdeen Multi-Market Income Fund
MMT
$240M
– –
-23,087
Closed -$128K
MO icon
2571
Altria Group
MO
$114B
– –
-55,605
Closed -$3.22M
MOMO
2572
CALL
Hello Group
MOMO
$882M
– –
-9,600
Closed -$420K
MOMO
2573
PUT
Hello Group
MOMO
$882M
– –
-6,400
Closed -$280K
MPWR icon
2574
Monolithic Power Systems
MPWR
$65.6B
– –
-2,860
Closed -$359K
MRVL icon
2575
Marvell Technology
MRVL
$196B
– –
-70,902
Closed -$1.17M
101 102
103
104 105

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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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Two Sigma Securities's Q4 2018 Portfolio in Review

As of Q4 2018, Two Sigma Securities held 3,194 positions worth $8.19B, down 47% from $15.4B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Two Sigma Securities withdrew a net $5.23B in Q4 2018, closing 1,110 positions and reducing 985 holdings. Its most notable exit was Lockheed Martin, an estimated $8.03M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, up from 0.49% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 2000 Growth ETF worth $5.32M.

  • Two Sigma Securities's largest Q4 2018 buy was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M.
  • Two Sigma Securities added most to State Street Financial Select Sector SPDR ETF in Q4 2018, an estimated $24.9M increase.
  • Two Sigma Securities's biggest Q4 2018 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $11.7M.
  • Two Sigma Securities fully exited Lockheed Martin in Q4 2018, selling an estimated $8.03M.
  • Two Sigma Securities's ten largest holdings make up 53% of its $8.19B portfolio in Q4 2018.
  • Two Sigma Securities opened 666 new positions and closed 1,110 in Q4 2018.
  • Two Sigma Securities's portfolio value fell 47% quarter-over-quarter to $8.19B.

Based on Two Sigma Securities's 13F filing for Q4 2018, filed 14 Feb 2019.