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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
PGR icon
901
Progressive
PGR
$120B
$597K 0.01%
9,890
+2,744
+38% +$183K
TXN icon
902
Texas Instruments
TXN
$254B
$596K 0.01%
+6,312
New +$611K
FPX icon
903
First Trust US Equity Opportunities ETF
FPX
$1.53B
$594K 0.01%
+9,565
New +$640K
HA
904
CALL
DELISTED
Hawaiian Holdings, Inc.
HA
$594K 0.01%
22,500
-12,200
-35% -$413K
UMPQ
905
DELISTED
Umpqua Holdings Corp
UMPQ
$594K 0.01%
+37,340
New +$702K
COO icon
906
Cooper Companies
COO
$14.4B
$593K 0.01%
+9,316
New +$603K
DGAZ
907
DELISTED
VelocityShares 3x Inverse Natural Gas ETN linked to the S&P GSCI Natural Gas Index Excess Return
DGAZ
$592K 0.01%
+5,004
New +$858K
ATI icon
908
CALL
ATI
ATI
$26.7B
$590K 0.01%
27,100
+2,000
+8% +$51.9K
WRK
909
CALL
DELISTED
WestRock Company
WRK
$589K 0.01%
15,600
+1,300
+9% +$57.3K
DVN icon
910
PUT
Devon Energy
DVN
$50B
$588K 0.01%
26,100
-243,000
-90% -$7.47M
CORP icon
911
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.58B
$587K 0.01%
+5,930
New +$586K
TFC icon
912
Truist Financial
TFC
$63.5B
$587K 0.01%
+13,539
New +$650K
BIG
913
CALL
DELISTED
Big Lots, Inc.
BIG
$587K 0.01%
20,300
+15,200
+298% +$591K
TLT icon
914
iShares 20+ Year Treasury Bond ETF
TLT
$41.6B
$586K 0.01%
4,826
-502
-9% -$58.1K
SPIB icon
915
State Street SPDR Portfolio Intermediate Term Corporate Bond ETF
SPIB
$11.5B
$584K 0.01%
17,681
+855
+5% +$28.2K
WTFC icon
916
Wintrust Financial
WTFC
$10.9B
$584K 0.01%
+8,785
New +$668K
ILCB icon
917
iShares Morningstar US Equity ETF
ILCB
$1.3B
$582K 0.01%
+16,332
New +$637K
KIE icon
918
State Street SPDR S&P Insurance ETF
KIE
$632M
$580K 0.01%
20,434
+8,253
+68% +$248K
STZ icon
919
Constellation Brands
STZ
$22.2B
$580K 0.01%
+3,608
New +$717K
ADSK icon
920
Autodesk
ADSK
$49.5B
$577K 0.01%
+4,489
New +$606K
EA icon
921
PUT
Electronic Arts
EA
$53B
$576K 0.01%
7,300
-42,900
-85% -$3.94M
APH icon
922
CALL
Amphenol
APH
$206B
$575K 0.01%
28,400
-28,400
-50% -$610K
RGLD icon
923
CALL
Royal Gold
RGLD
$17.6B
$574K 0.01%
6,700
-23,500
-78% -$1.81M
NCLH icon
924
CALL
Norwegian Cruise Line
NCLH
$9.27B
$572K 0.01%
13,500
-20,800
-61% -$1.01M
DDM icon
925
ProShares Ultra Dow30
DDM
$541M
$569K 0.01%
30,116
-13,010
-30% -$285K
35 36
37
38 39

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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.