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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
+$17.2M
Cap. Flow %
0.21%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,109

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 Miscellaneous 96.24%
2 Financials 0.74%
3 Technology 0.45%
4 Consumer Discretionary 0.44%
5 Industrials 0.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NUE icon
1051
Nucor
NUE
$56.4B
$452K 0.01%
+8,726
New +$516K
RSPT icon
1052
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.9B
$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
$22.8B
$450K 0.01%
14,700
+5,200
+55% +$245K
FXE icon
1055
PUT
Invesco CurrencyShares Euro Currency Trust
FXE
$355M
$449K 0.01%
4,100
– –
CBRE icon
1056
PUT
CBRE Group
CBRE
$40.4B
$448K 0.01%
11,200
-7,700
-41% -$318K
MNST icon
1057
CALL
Monster Beverage
MNST
$87.6B
$448K 0.01%
36,400
-35,200
-49% -$478K
ANF icon
1058
PUT
Abercrombie & Fitch
ANF
$5.76B
$447K 0.01%
22,300
-10,300
-32% -$193K
DXC icon
1059
CALL
DXC Technology
DXC
$1.72B
$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
$20B
$445K 0.01%
5,353
-4,674
-47% -$428K
KGC icon
1062
Kinross Gold
KGC
$33.3B
$444K 0.01%
136,905
-91,199
-40% -$255K
FAS icon
1063
PUT
Direxion Daily Financial Bull 3x ETF
FAS
$2.07B
$443K 0.01%
9,900
-74,600
-88% -$4.29M
PSCF icon
1064
Invesco S&P SmallCap Financials ETF
PSCF
$29.1M
$443K 0.01%
+9,245
New +$493K
ITW icon
1065
Illinois Tool Works
ITW
$76.7B
$442K 0.01%
+3,485
New +$459K
BDX icon
1066
Becton Dickinson
BDX
$49.3B
$441K 0.01%
2,004
-1,707
-46% -$396K
HSBC icon
1067
HSBC
HSBC
$349B
$441K 0.01%
11,123
-32,518
-75% -$1.3M
NOC icon
1068
PUT
Northrop Grumman
NOC
$74.9B
$441K 0.01%
1,800
-36,800
-95% -$10.2M
SPDW icon
1069
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$41.4B
$441K 0.01%
+16,667
New +$470K
CXT icon
1070
Crane NXT
CXT
$2.63B
$440K 0.01%
+17,553
New +$522K
GD icon
1071
PUT
General Dynamics
GD
$95.5B
$440K 0.01%
2,800
-35,100
-93% -$6.29M
SPXS icon
1072
Direxion Daily S&P 500 Bear 3x ETF
SPXS
$366M
$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
$90.6B
$439K 0.01%
1,500
-200
-12% -$64.8K
PNR icon
1075
Pentair
PNR
$8.92B
$439K 0.01%
+11,614
New +$469K
41 42
43
44 45

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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's Q4 2018 filing shows 666 new, 411 increased, 985 reduced and 1,109 closed positions. Its largest new stake was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $11.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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 1,109 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.