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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
TJX icon
801
TJX Companies
TJX
$174B
$726K 0.01%
+16,234
New +$820K
PVH icon
802
PUT
PVH
PVH
$4B
$725K 0.01%
7,800
-6,300
-45% -$721K
EOG icon
803
EOG Resources
EOG
$79.2B
$724K 0.01%
+8,301
New +$889K
RL icon
804
CALL
Ralph Lauren
RL
$22.6B
$724K 0.01%
7,000
+900
+15% +$106K
MT icon
805
CALL
ArcelorMittal
MT
$52.9B
$723K 0.01%
35,000
-33,300
-49% -$824K
CMCSA icon
806
PUT
Comcast
CMCSA
$85B
$722K 0.01%
21,200
-208,700
-91% -$7.62M
SYK icon
807
PUT
Stryker
SYK
$125B
$721K 0.01%
4,600
-300
-6% -$50.2K
DATA
808
CALL
DELISTED
Tableau Software, Inc.
DATA
$720K 0.01%
6,000
-3,300
-35% -$369K
TDTF icon
809
FlexShares iBoxx 5-Year Target Duration TIPS Index Fund
TDTF
$1.04B
$715K 0.01%
+29,653
New +$711K
STLD icon
810
CALL
Steel Dynamics
STLD
$36B
$712K 0.01%
23,700
-54,800
-70% -$2.07M
ALXN
811
DELISTED
Alexion Pharmaceuticals
ALXN
$712K 0.01%
+7,310
New +$864K
PRU icon
812
Prudential Financial
PRU
$42.4B
$711K 0.01%
+8,716
New +$803K
VONG icon
813
Vanguard Russell 1000 Growth ETF
VONG
$43.7B
$706K 0.01%
+21,012
New +$759K
RSX
814
DELISTED
VanEck Russia ETF
RSX
$706K 0.01%
+37,657
New +$774K
MT icon
815
PUT
ArcelorMittal
MT
$52.9B
$705K 0.01%
34,100
-18,400
-35% -$455K
ALB icon
816
PUT
Albemarle
ALB
$13.9B
$701K 0.01%
9,100
-19,500
-68% -$1.84M
FTSM icon
817
First Trust Enhanced Short Maturity ETF
FTSM
$6.5B
$697K 0.01%
+11,639
New +$698K
VLUE icon
818
iShares MSCI USA Value Factor ETF
VLUE
$9.21B
$697K 0.01%
9,606
+6,392
+199% +$517K
AMP icon
819
Ameriprise Financial
AMP
$48.3B
$694K 0.01%
+6,645
New +$834K
EXPE icon
820
Expedia Group
EXPE
$35.4B
$692K 0.01%
6,141
-970
-14% -$116K
BUD icon
821
CALL
AB InBev
BUD
$170B
$691K 0.01%
10,500
-23,600
-69% -$1.81M
STI
822
CALL
DELISTED
SunTrust Banks, Inc.
STI
$691K 0.01%
13,700
-74,500
-84% -$4.46M
PRGO icon
823
CALL
Perrigo
PRGO
$1.4B
$690K 0.01%
17,800
-22,100
-55% -$1.4M
ADI icon
824
PUT
Analog Devices
ADI
$179B
$687K 0.01%
8,000
-61,700
-89% -$5.34M
PPL
825
CALL
PPL Corp
PPL
$26.5B
$686K 0.01%
24,200
-5,500
-19% -$167K
31 32
33
34 35

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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.