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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
CIEN icon
826
PUT
Ciena
CIEN
$53.4B
$685K 0.01%
20,200
-87,100
-81% -$2.76M
ATVI
827
CALL
DELISTED
Activision Blizzard
ATVI
$685K 0.01%
14,700
-110,400
-88% -$6.61M
FCX icon
828
CALL
Freeport-McMoran
FCX
$90B
$684K 0.01%
66,300
-295,300
-82% -$3.44M
WDC icon
829
CALL
Western Digital
WDC
$188B
$680K 0.01%
24,343
-64,563
-73% -$2.29M
GD icon
830
General Dynamics
GD
$104B
$679K 0.01%
4,316
-130
-3% -$23.3K
IDXX icon
831
Idexx Laboratories
IDXX
$44.1B
$679K 0.01%
+3,648
New +$748K
PPLI
832
PUT
People Inc
PPLI
$3.09B
$677K 0.01%
20,703
+7,274
+54% +$244K
GILD icon
833
Gilead Sciences
GILD
$162B
$675K 0.01%
10,789
-18,786
-64% -$1.31M
IWC icon
834
iShares Micro-Cap ETF
IWC
$1.48B
$670K 0.01%
8,121
+4,474
+123% +$416K
CNC icon
835
PUT
Centene
CNC
$30.7B
$669K 0.01%
11,600
+4,200
+57% +$281K
MRO
836
DELISTED
Marathon Oil Corporation
MRO
$669K 0.01%
+46,682
New +$833K
PSCT icon
837
Invesco S&P SmallCap Information Technology ETF
PSCT
$510M
$668K 0.01%
+29,046
New +$720K
SDOG icon
838
ALPS Sector Dividend Dogs ETF
SDOG
$1.42B
$664K 0.01%
+16,967
New +$734K
DAL icon
839
Delta Air Lines
DAL
$57.5B
$660K 0.01%
13,222
-13,646
-51% -$743K
IXG icon
840
iShares Global Financials ETF
IXG
$683M
$660K 0.01%
11,599
+6,139
+112% +$378K
XLRE icon
841
PUT
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.63B
$660K 0.01%
21,300
+12,400
+139% +$402K
GRMN
842
PUT
Garmin
GRMN
$56.7B
$659K 0.01%
10,400
-13,200
-56% -$855K
SCCO icon
843
Southern Copper
SCCO
$143B
$658K 0.01%
+23,053
New +$778K
VEU icon
844
Vanguard FTSE All-World ex-US ETF
VEU
$66.9B
$658K 0.01%
14,440
+9,801
+211% +$471K
FANG icon
845
Diamondback Energy
FANG
$57.1B
$656K 0.01%
+7,074
New +$791K
QID icon
846
ProShares UltraShort QQQ
QID
$264M
$655K 0.01%
+689
New +$586K
MDLZ icon
847
Mondelez International
MDLZ
$79.5B
$653K 0.01%
16,313
-7,011
-30% -$299K
OKE icon
848
PUT
Oneok
OKE
$57.2B
$653K 0.01%
12,100
-60,900
-83% -$3.78M
EL icon
849
CALL
Estee Lauder
EL
$30.4B
$651K 0.01%
5,000
-2,600
-34% -$353K
AMZN icon
850
Amazon
AMZN
$2.92T
$650K 0.01%
8,660
-28,780
-77% -$2.39M
32 33
34
35 36

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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.