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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
PFE icon
1101
Pfizer
PFE
$145B
$421K 0.01%
10,177
-9,821
-49% -$408K
EMR icon
1102
Emerson Electric
EMR
$89B
$419K 0.01%
7,011
+3,998
+133% +$270K
TRV icon
1103
CALL
Travelers Companies
TRV
$78.7B
$419K 0.01%
3,500
-38,300
-92% -$4.79M
DBEU icon
1104
Xtrackers MSCI Europe Hedged Equity ETF
DBEU
$783M
$418K 0.01%
16,625
+8,077
+94% +$216K
ALK icon
1105
Alaska Air
ALK
$5.86B
$417K 0.01%
6,853
-2,682
-28% -$173K
DOV icon
1106
Dover
DOV
$28.3B
$417K 0.01%
5,879
+3,381
+135% +$276K
PWR icon
1107
Quanta Services
PWR
$104B
$417K 0.01%
+13,848
New +$448K
RY icon
1108
Royal Bank of Canada
RY
$290B
$417K 0.01%
+6,079
New +$444K
WHR icon
1109
CALL
Whirlpool
WHR
$2.89B
$417K 0.01%
3,900
-20,900
-84% -$2.37M
HII icon
1110
Huntington Ingalls Industries
HII
$12.7B
$415K 0.01%
+2,183
New +$475K
B
1111
DELISTED
Barnes Group Inc.
B
$415K 0.01%
+7,747
New +$455K
IVZ icon
1112
Invesco
IVZ
$14.1B
$414K 0.01%
+24,751
New +$495K
IVZ icon
1113
PUT
Invesco
IVZ
$14.1B
$413K 0.01%
+24,700
New +$494K
THG icon
1114
Hanover Insurance
THG
$7.94B
$412K 0.01%
+3,531
New +$396K
CRUS icon
1115
CALL
Cirrus Logic
CRUS
$6.74B
$411K 0.01%
12,400
+1,300
+12% +$48.2K
EXR icon
1116
Extra Space Storage
EXR
$31.7B
$411K 0.01%
+4,541
New +$413K
FRT icon
1117
Federal Realty Investment Trust
FRT
$10.6B
$411K 0.01%
+3,479
New +$437K
OHI icon
1118
PUT
Omega Healthcare
OHI
$14.6B
$411K 0.01%
+11,700
New +$406K
BFH icon
1119
Bread Financial
BFH
$4.54B
$410K 0.01%
+3,423
New +$537K
RDVY icon
1120
First Trust Rising Dividend Achievers ETF
RDVY
$25.5B
$410K 0.01%
+15,470
New +$449K
UHAL icon
1121
U-Haul Holding Co
UHAL
$14.4B
$410K 0.01%
+12,510
New +$423K
DAL icon
1122
PUT
Delta Air Lines
DAL
$61B
$409K 0.01%
8,200
-80,600
-91% -$4.39M
MNST icon
1123
PUT
Monster Beverage
MNST
$92.1B
$409K 0.01%
16,600
+9,600
+137% +$261K
CSGP icon
1124
CoStar Group
CSGP
$12.1B
$408K 0.01%
12,090
-980
-7% -$35.8K
FTV icon
1125
CALL
Fortive
FTV
$18.3B
$406K 0.01%
9,515
-11,417
-55% -$536K
43 44
45
46 47

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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.