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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
OC icon
1001
CALL
Owens Corning
OC
$11.7B
$493K 0.01%
11,200
+4,600
+70% +$223K
TRIP icon
1002
PUT
TripAdvisor
TRIP
$1.66B
$491K 0.01%
9,100
-5,300
-37% -$293K
TSN icon
1003
PUT
Tyson Foods
TSN
$20.7B
$491K 0.01%
9,200
-24,700
-73% -$1.45M
CNC icon
1004
Centene
CNC
$31.9B
$488K 0.01%
+8,464
New +$567K
GLD icon
1005
SPDR Gold Trust
GLD
$133B
$488K 0.01%
+4,028
New +$468K
NUE icon
1006
PUT
Nucor
NUE
$62.3B
$487K 0.01%
9,400
-11,400
-55% -$674K
CFR icon
1007
Cullen/Frost Bankers
CFR
$10.6B
$486K 0.01%
+5,522
New +$537K
COO icon
1008
PUT
Cooper Companies
COO
$14.5B
$484K 0.01%
7,600
-27,600
-78% -$1.79M
TTWO icon
1009
CALL
Take-Two Interactive
TTWO
$45B
$484K 0.01%
4,700
-11,300
-71% -$1.3M
CF icon
1010
PUT
CF Industries
CF
$18.2B
$483K 0.01%
11,100
-64,300
-85% -$3.02M
COR
1011
DELISTED
Coresite Realty Corporation
COR
$483K 0.01%
+5,532
New +$537K
EWT icon
1012
iShares MSCI Taiwan ETF
EWT
$10.7B
$482K 0.01%
+15,259
New +$507K
NEU icon
1013
NewMarket
NEU
$8.1B
$479K 0.01%
+1,163
New +$460K
BALL icon
1014
PUT
Ball Corp
BALL
$16.8B
$478K 0.01%
10,400
-15,900
-60% -$743K
ZBH icon
1015
CALL
Zimmer Biomet
ZBH
$18.5B
$477K 0.01%
4,738
+1,339
+39% +$151K
DGX icon
1016
CALL
Quest Diagnostics
DGX
$25.8B
$475K 0.01%
5,700
-16,600
-74% -$1.56M
KR icon
1017
Kroger
KR
$35.5B
$474K 0.01%
17,243
-13,683
-44% -$397K
IXN icon
1018
iShares Global Tech ETF
IXN
$8.81B
$473K 0.01%
+19,722
New +$516K
BHP icon
1019
BHP
BHP
$222B
$472K 0.01%
10,958
-70,770
-87% -$2.97M
IEO icon
1020
iShares US Oil & Gas Exploration & Production ETF
IEO
$560M
$472K 0.01%
+9,146
New +$579K
KSU
1021
DELISTED
Kansas City Southern
KSU
$471K 0.01%
+4,936
New +$501K
DLTR icon
1022
PUT
Dollar Tree
DLTR
$25.2B
$470K 0.01%
5,200
-50,700
-91% -$4.28M
LH icon
1023
Labcorp
LH
$25.1B
$470K 0.01%
4,325
-4,661
-52% -$624K
TDTT icon
1024
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.53B
$470K 0.01%
19,743
+3,546
+22% +$84.4K
TEF
1025
DELISTED
Telefonica
TEF
$470K 0.01%
68,738
+41,708
+154% +$282K
39 40
41
42 43

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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.