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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
UL icon
1026
Unilever
UL
$138B
$469K 0.01%
7,975
+3,210
+67% +$193K
CAH icon
1027
CALL
Cardinal Health
CAH
$55.1B
$468K 0.01%
10,500
-12,300
-54% -$641K
CIEN icon
1028
CALL
Ciena
CIEN
$59B
$468K 0.01%
13,800
-71,800
-84% -$2.28M
IMCV icon
1029
iShares Morningstar Mid-Cap Value ETF
IMCV
$1.16B
$468K 0.01%
+10,083
New +$512K
BP icon
1030
PUT
BP
BP
$110B
$466K 0.01%
12,691
-58,006
-82% -$2.32M
WDC icon
1031
PUT
Western Digital
WDC
$192B
$466K 0.01%
16,670
-32,546
-66% -$1.15M
KNOW
1032
DELISTED
Direxion All Cap Insider Sentiment Shares
KNOW
$466K 0.01%
+13,846
New +$520K
FNDX icon
1033
Schwab Fundamental US Large Company Index ETF
FNDX
$27.4B
$463K 0.01%
+40,899
New +$504K
HUBB icon
1034
Hubbell
HUBB
$26.4B
$463K 0.01%
+4,657
New +$511K
KMI icon
1035
Kinder Morgan
KMI
$70.1B
$463K 0.01%
30,126
+4,012
+15% +$67.9K
CLX icon
1036
CALL
Clorox
CLX
$12.5B
$462K 0.01%
3,000
-9,000
-75% -$1.4M
HLT icon
1037
Hilton Worldwide
HLT
$70.3B
$462K 0.01%
6,434
-4,301
-40% -$311K
MU icon
1038
Micron Technology
MU
$1.02T
$461K 0.01%
+14,526
New +$551K
ETR icon
1039
Entergy
ETR
$50.9B
$460K 0.01%
10,692
-2,470
-19% -$105K
DKS icon
1040
CALL
Dick's Sporting Goods
DKS
$18B
$459K 0.01%
14,700
+1,700
+13% +$59.1K
W icon
1041
PUT
Wayfair
W
$15.5B
$459K 0.01%
5,100
-5,700
-53% -$600K
ITB icon
1042
iShares US Home Construction ETF
ITB
$2.31B
$458K 0.01%
15,231
+6,332
+71% +$199K
RTX icon
1043
CALL
RTX Corp
RTX
$294B
$458K 0.01%
6,833
-69,121
-91% -$5.42M
QDEL icon
1044
QuidelOrtho
QDEL
$1.17B
$457K 0.01%
+9,357
New +$559K
REM icon
1045
iShares Mortgage Real Estate ETF
REM
$541M
$457K 0.01%
+11,435
New +$485K
TROW icon
1046
T. Rowe Price
TROW
$24.2B
$457K 0.01%
4,949
-845
-15% -$82K
SPGI icon
1047
S&P Global
SPGI
$122B
$455K 0.01%
2,676
+219
+9% +$39.2K
FYC icon
1048
First Trust Small Cap Growth AlphaDEX Fund
FYC
$1.34B
$454K 0.01%
+11,298
New +$507K
TFLO icon
1049
iShares Treasury Floating Rate Bond ETF
TFLO
$6.64B
$453K 0.01%
+9,018
New +$454K
TILT icon
1050
FlexShares Morningstar US Market Factors Tilt Index Fund
TILT
$2.25B
$453K 0.01%
+4,521
New +$495K
40 41
42
43 44

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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.