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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
MOS icon
601
The Mosaic Company
MOS
$6.93B
$1.08M 0.01%
+37,151
New +$1.22M
AVGO icon
602
Broadcom
AVGO
$1.87T
$1.08M 0.01%
42,620
+19,040
+81% +$449K
DAL icon
603
CALL
Delta Air Lines
DAL
$60.2B
$1.08M 0.01%
21,700
-23,400
-52% -$1.27M
CME icon
604
PUT
CME Group
CME
$95.7B
$1.07M 0.01%
5,700
-6,200
-52% -$1.14M
M icon
605
CALL
Macy's
M
$6.83B
$1.07M 0.01%
36,000
-77,400
-68% -$2.55M
SHYG icon
606
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.59B
$1.07M 0.01%
+24,045
New +$1.1M
ALXN
607
PUT
DELISTED
Alexion Pharmaceuticals
ALXN
$1.07M 0.01%
11,000
-21,600
-66% -$2.55M
UN
608
CALL
DELISTED
Unilever NV New York Registry Shares
UN
$1.07M 0.01%
19,900
-11,200
-36% -$612K
FE icon
609
CALL
FirstEnergy
FE
$28B
$1.07M 0.01%
28,500
-88,900
-76% -$3.37M
BABA icon
610
Alibaba
BABA
$305B
$1.07M 0.01%
+7,782
New +$1.15M
F icon
611
Ford
F
$57.5B
$1.07M 0.01%
139,442
-16,848
-11% -$150K
C icon
612
Citigroup
C
$224B
$1.06M 0.01%
20,411
+16,797
+465% +$1.06M
RWR icon
613
State Street SPDR Dow Jones REIT ETF
RWR
$1.99B
$1.06M 0.01%
+12,361
New +$1.13M
CTSH icon
614
CALL
Cognizant
CTSH
$24.9B
$1.06M 0.01%
16,700
-45,300
-73% -$3.15M
GIS icon
615
PUT
General Mills
GIS
$19.2B
$1.06M 0.01%
27,200
-67,800
-71% -$2.86M
AAP icon
616
CALL
Advance Auto Parts
AAP
$3.36B
$1.05M 0.01%
6,700
-7,200
-52% -$1.2M
SIG icon
617
CALL
Signet Jewelers
SIG
$3.69B
$1.05M 0.01%
33,200
+25,500
+331% +$1.28M
UAA icon
618
CALL
Under Armour
UAA
$2.89B
$1.05M 0.01%
59,700
+26,300
+79% +$540K
MMP
619
PUT
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.05M 0.01%
18,400
-48,300
-72% -$2.98M
KSU
620
CALL
DELISTED
Kansas City Southern
KSU
$1.05M 0.01%
11,000
-8,700
-44% -$883K
KMX icon
621
PUT
CarMax
KMX
$8.29B
$1.05M 0.01%
16,700
-27,000
-62% -$1.78M
ROST icon
622
CALL
Ross Stores
ROST
$81.1B
$1.05M 0.01%
12,600
+4,200
+50% +$380K
TJX icon
623
PUT
TJX Companies
TJX
$174B
$1.05M 0.01%
23,400
-46,400
-66% -$2.34M
KBH icon
624
KB Home
KBH
$3.45B
$1.05M 0.01%
54,785
+13,907
+34% +$285K
DD icon
625
DuPont de Nemours
DD
$19.1B
$1.04M 0.01%
7,709
+4,888
+173% +$702K
23 24
25
26 27

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OAM
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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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NEPWA
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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.