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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
NLY icon
576
Annaly Capital Management
NLY
$17.2B
$1.15M 0.01%
29,338
-27,322
-48% -$1.09M
EOG icon
577
PUT
EOG Resources
EOG
$77.5B
$1.15M 0.01%
13,200
-70,300
-84% -$7.53M
AAL icon
578
PUT
American Airlines Group
AAL
$10.7B
$1.15M 0.01%
35,700
-96,600
-73% -$3.36M
HOG icon
579
PUT
Harley-Davidson
HOG
$2.67B
$1.14M 0.01%
33,400
-23,400
-41% -$918K
TROW icon
580
PUT
T. Rowe Price
TROW
$24.3B
$1.14M 0.01%
12,300
-5,800
-32% -$563K
FTSL icon
581
First Trust Senior Loan Fund ETF
FTSL
$2.32B
$1.13M 0.01%
+24,885
New +$1.18M
SPLK
582
PUT
DELISTED
Splunk Inc
SPLK
$1.13M 0.01%
10,800
-15,600
-59% -$1.58M
CME icon
583
CALL
CME Group
CME
$95.7B
$1.13M 0.01%
6,000
-16,000
-73% -$2.95M
EOG icon
584
CALL
EOG Resources
EOG
$77.5B
$1.13M 0.01%
12,900
-48,600
-79% -$5.21M
DG icon
585
PUT
Dollar General
DG
$28.3B
$1.12M 0.01%
10,400
-3,500
-25% -$379K
WDAY icon
586
CALL
Workday
WDAY
$41.1B
$1.12M 0.01%
7,000
-44,600
-86% -$6.32M
TGT icon
587
PUT
Target
TGT
$68.1B
$1.12M 0.01%
16,900
-76,600
-82% -$5.89M
VGSH icon
588
Vanguard Short-Term Treasury ETF
VGSH
$29.2B
$1.12M 0.01%
+18,561
New +$1.11M
MPC icon
589
PUT
Marathon Petroleum
MPC
$89.6B
$1.11M 0.01%
18,900
-143,700
-88% -$9.81M
RTX icon
590
RTX Corp
RTX
$292B
$1.11M 0.01%
+16,553
New +$1.3M
WBA
591
PUT
DELISTED
Walgreens Boots Alliance
WBA
$1.11M 0.01%
16,200
-83,300
-84% -$6.46M
CBRL icon
592
Cracker Barrel
CBRL
$1.28B
$1.1M 0.01%
+6,909
New +$1.14M
EMN icon
593
CALL
Eastman Chemical
EMN
$8.22B
$1.1M 0.01%
15,100
-8,000
-35% -$638K
IYM icon
594
iShares US Basic Materials ETF
IYM
$1.18B
$1.1M 0.01%
+13,106
New +$1.17M
FXI icon
595
iShares China Large-Cap ETF
FXI
$4.35B
$1.1M 0.01%
+28,062
New +$1.13M
CMI icon
596
CALL
Cummins
CMI
$89.6B
$1.1M 0.01%
8,200
-17,300
-68% -$2.44M
IGIB icon
597
iShares 5-10 Year Investment Grade Corporate Bond ETF
IGIB
$18.5B
$1.1M 0.01%
20,900
+12,805
+158% +$670K
PH icon
598
Parker-Hannifin
PH
$125B
$1.09M 0.01%
7,317
-14,502
-66% -$2.35M
BHP icon
599
CALL
BHP
BHP
$212B
$1.09M 0.01%
+25,223
New +$1.06M
SFM icon
600
CALL
Sprouts Farmers Market
SFM
$8.32B
$1.09M 0.01%
46,200
+36,000
+353% +$937K
22 23
24
25 26

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NOCM
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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.