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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
NUE icon
1051
Nucor
NUE
$62.3B
$452K 0.01%
+8,726
New +$516K
RSPT icon
1052
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.88B
$452K 0.01%
32,110
+9,990
+45% +$151K
MLPI
1053
DELISTED
UBS E-TRACS Alerian MLP Infrastructure ETN
MLPI
$451K 0.01%
+22,799
New +$502K
ROKU icon
1054
PUT
Roku
ROKU
$21.8B
$450K 0.01%
14,700
+5,200
+55% +$245K
FXE icon
1055
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$340M
$449K 0.01%
4,100
– –
CBRE icon
1056
PUT
CBRE Group
CBRE
$43.9B
$448K 0.01%
11,200
-7,700
-41% -$318K
MNST icon
1057
CALL
Monster Beverage
MNST
$92.1B
$448K 0.01%
18,200
-17,600
-49% -$478K
ANF icon
1058
PUT
Abercrombie & Fitch
ANF
$4.87B
$447K 0.01%
22,300
-10,300
-32% -$193K
DXC icon
1059
CALL
DXC Technology
DXC
$1.76B
$447K 0.01%
8,400
-11,000
-57% -$760K
UFS
1060
CALL
DELISTED
DOMTAR CORPORATION (New)
UFS
$446K 0.01%
12,700
-2,100
-14% -$92.1K
LYB icon
1061
LyondellBasell Industries
LYB
$19.8B
$445K 0.01%
5,353
-4,674
-47% -$428K
KGC icon
1062
Kinross Gold
KGC
$27.9B
$444K 0.01%
136,905
-91,199
-40% -$255K
FAS icon
1063
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.49B
$443K 0.01%
9,900
-74,600
-88% -$4.29M
PSCF icon
1064
Invesco S&P SmallCap Financials ETF
PSCF
$28.1M
$443K 0.01%
+9,245
New +$493K
ITW icon
1065
Illinois Tool Works
ITW
$84.9B
$442K 0.01%
+3,485
New +$459K
BDX icon
1066
Becton Dickinson
BDX
$46.8B
$441K 0.01%
2,004
-1,707
-46% -$396K
HSBC icon
1067
HSBC
HSBC
$364B
$441K 0.01%
11,123
-32,518
-75% -$1.3M
NOC icon
1068
PUT
Northrop Grumman
NOC
$78.3B
$441K 0.01%
1,800
-36,800
-95% -$10.2M
SPDW icon
1069
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.2B
$441K 0.01%
+16,667
New +$470K
CXT icon
1070
Crane NXT
CXT
$3.15B
$440K 0.01%
+17,553
New +$522K
GD icon
1071
PUT
General Dynamics
GD
$105B
$440K 0.01%
2,800
-35,100
-93% -$6.29M
SPXS icon
1072
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$307M
$440K 0.01%
+143
New +$377K
ANDX
1073
DELISTED
Andeavor Logistics LP
ANDX
$440K 0.01%
13,554
+8,636
+176% +$343K
MELI icon
1074
PUT
Mercado Libre
MELI
$95.7B
$439K 0.01%
1,500
-200
-12% -$64.8K
PNR icon
1075
Pentair
PNR
$10.9B
$439K 0.01%
+11,614
New +$469K
41 42
43
44 45

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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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EI
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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.