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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
BPY
1151
DELISTED
Brookfield Property Partners L.P. Limited Partnership Units
BPY
$396K ﹤0.01%
24,573
-3,505
-12% -$64K
A icon
1152
Agilent Technologies
A
$39.3B
$395K ﹤0.01%
+5,850
New +$394K
HCA icon
1153
HCA Healthcare
HCA
$86.8B
$394K ﹤0.01%
+3,169
New +$425K
NWL icon
1154
CALL
Newell Brands
NWL
$2.61B
$394K ﹤0.01%
21,200
-16,900
-44% -$336K
GWRE icon
1155
PUT
Guidewire Software
GWRE
$13.3B
$393K ﹤0.01%
4,900
+1,300
+36% +$113K
HOUS
1156
PUT
DELISTED
Anywhere Real Estate
HOUS
$393K ﹤0.01%
+26,800
New +$488K
CNC icon
1157
CALL
Centene
CNC
$31.7B
$392K ﹤0.01%
6,800
-3,800
-36% -$254K
DKS icon
1158
Dick's Sporting Goods
DKS
$18B
$392K ﹤0.01%
+12,567
New +$437K
KBH icon
1159
CALL
KB Home
KBH
$3.56B
$392K ﹤0.01%
20,500
-36,100
-64% -$741K
CHKP icon
1160
Check Point Software Technologies
CHKP
$12.7B
$391K ﹤0.01%
3,811
-474
-11% -$52K
IAU icon
1161
iShares Gold Trust
IAU
$63.3B
$391K ﹤0.01%
+15,915
New +$375K
SNPS icon
1162
Synopsys
SNPS
$77.3B
$391K ﹤0.01%
4,637
+2,401
+107% +$213K
ETFC
1163
PUT
DELISTED
E*Trade Financial Corporation
ETFC
$391K ﹤0.01%
8,900
-5,400
-38% -$265K
GIS icon
1164
General Mills
GIS
$19.3B
$389K ﹤0.01%
9,982
-57,774
-85% -$2.44M
JBLU icon
1165
JetBlue
JBLU
$2.42B
$389K ﹤0.01%
+24,223
New +$422K
KDP icon
1166
Keurig Dr Pepper
KDP
$42.3B
$389K ﹤0.01%
15,185
+1,503
+11% +$38.2K
MTN icon
1167
Vail Resorts
MTN
$5.33B
$389K ﹤0.01%
+1,846
New +$457K
DOC icon
1168
CALL
Healthpeak Properties
DOC
$14.9B
$388K ﹤0.01%
13,900
-33,100
-70% -$916K
K
1169
CALL
DELISTED
Kellanova
K
$388K ﹤0.01%
7,242
-5,006
-41% -$302K
AIVL icon
1170
WisdomTree US AI Enhanced Value Fund
AIVL
$435M
$387K ﹤0.01%
5,029
-86
-2% -$7.27K
CI icon
1171
Cigna
CI
$72.4B
$387K ﹤0.01%
2,037
-18,073
-90% -$3.77M
MMM icon
1172
3M
MMM
$93.6B
$387K ﹤0.01%
2,427
-14,792
-86% -$2.46M
XLK icon
1173
State Street Technology Select Sector SPDR ETF
XLK
$123B
$387K ﹤0.01%
12,502
-34,870
-74% -$1.18M
CTRA
1174
DELISTED
Coterra Energy
CTRA
$386K ﹤0.01%
17,273
-45,899
-73% -$1.11M
FXU icon
1175
First Trust Utilities AlphaDEX Fund
FXU
$831M
$386K ﹤0.01%
14,424
+4,076
+39% +$114K
45 46
47
48 49

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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.