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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
XLE icon
651
State Street Energy Select Sector SPDR ETF
XLE
$38.5B
$968K 0.01%
33,762
+10,654
+46% +$356K
ACN icon
652
Accenture
ACN
$101B
$966K 0.01%
6,848
-36,405
-84% -$5.76M
EPD icon
653
Enterprise Products Partners
EPD
$81.9B
$963K 0.01%
39,177
+16,644
+74% +$446K
GOOGL icon
654
Alphabet (Google) Class A
GOOGL
$4.57T
$963K 0.01%
18,440
+13,420
+267% +$725K
EXC icon
655
Exelon
EXC
$47B
$961K 0.01%
+29,881
New +$956K
TIP icon
656
iShares TIPS Bond ETF
TIP
$14.5B
$956K 0.01%
8,726
+4,702
+117% +$513K
EWY icon
657
iShares MSCI South Korea ETF
EWY
$23.3B
$955K 0.01%
16,220
+8,896
+121% +$538K
FCX icon
658
PUT
Freeport-McMoran
FCX
$91.5B
$954K 0.01%
92,500
-241,500
-72% -$2.82M
LNC icon
659
Lincoln National
LNC
$8.82B
$953K 0.01%
+18,576
New +$1.13M
NEM icon
660
PUT
Newmont
NEM
$100B
$949K 0.01%
27,400
-41,700
-60% -$1.35M
SWK icon
661
CALL
Stanley Black & Decker
SWK
$14.8B
$946K 0.01%
7,900
-23,900
-75% -$2.98M
ECL icon
662
CALL
Ecolab
ECL
$78.6B
$943K 0.01%
6,400
-1,800
-22% -$275K
CS
663
CALL
DELISTED
Credit Suisse Group
CS
$943K 0.01%
+86,800
New +$1.07M
XAR icon
664
State Street SPDR S&P Aerospace & Defense ETF
XAR
$6.19B
$940K 0.01%
+11,906
New +$1.05M
SSYS icon
665
CALL
Stratasys
SSYS
$706M
$938K 0.01%
52,100
+36,400
+232% +$761K
JD icon
666
CALL
JD.com
JD
$44.6B
$936K 0.01%
44,700
-175,200
-80% -$3.92M
CHKP icon
667
CALL
Check Point Software Technologies
CHKP
$12.6B
$934K 0.01%
9,100
+300
+3% +$32.9K
BNY
668
Bank of New York Mellon
BNY
$106B
$932K 0.01%
19,806
+13,975
+240% +$679K
FMC icon
669
CALL
FMC
FMC
$1.3B
$925K 0.01%
14,413
+2,998
+26% +$210K
GBIL icon
670
Goldman Sachs Access Treasury 0-1 Year ETF
GBIL
$7.57B
$925K 0.01%
+9,245
New +$925K
SKYY icon
671
First Trust Cloud Computing ETF
SKYY
$2.96B
$923K 0.01%
+19,045
New +$976K
PGF icon
672
Invesco Financial Preferred ETF
PGF
$676M
$922K 0.01%
53,087
+10,003
+23% +$176K
TEVA icon
673
PUT
Teva Pharmaceuticals
TEVA
$40.2B
$922K 0.01%
59,800
-110,700
-65% -$2.27M
LYG icon
674
Lloyds Banking Group
LYG
$90.8B
$920K 0.01%
+359,497
New +$1.02M
BHP icon
675
PUT
BHP
BHP
$212B
$918K 0.01%
21,299
-72,080
-77% -$3.02M
25 26
27
28 29

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
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.