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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
NI icon
1201
NiSource
NI
$19.5B
$369K ﹤0.01%
14,563
-1,394
-9% -$36K
ABG icon
1202
Asbury Automotive
ABG
$3.29B
$366K ﹤0.01%
+5,490
New +$361K
BOTZ icon
1203
Global X Robotics & Artificial Intelligence ETF
BOTZ
$3.52B
$366K ﹤0.01%
+21,884
New +$425K
CP icon
1204
Canadian Pacific Kansas City
CP
$76.9B
$366K ﹤0.01%
+10,295
New +$412K
WBD icon
1205
CALL
Warner Bros
WBD
$69.7B
$366K ﹤0.01%
14,800
-25,100
-63% -$764K
HRL icon
1206
Hormel Foods
HRL
$11.5B
$365K ﹤0.01%
+8,545
New +$368K
BN icon
1207
PUT
Brookfield
BN
$83.7B
$364K ﹤0.01%
+26,626
New +$397K
HST icon
1208
Host Hotels & Resorts
HST
$15B
$364K ﹤0.01%
+21,816
New +$409K
CX icon
1209
CALL
Cemex
CX
$14.5B
$363K ﹤0.01%
75,400
+57,700
+326% +$308K
JBLU icon
1210
PUT
JetBlue
JBLU
$1.65B
$363K ﹤0.01%
+22,600
New +$394K
SPIP icon
1211
State Street SPDR Portfolio TIPS ETF
SPIP
$1.01B
$363K ﹤0.01%
+13,476
New +$362K
AOM icon
1212
iShares Core Moderate Allocation ETF
AOM
$1.78B
$361K ﹤0.01%
10,104
-739
-7% -$27K
IXC icon
1213
iShares Global Energy ETF
IXC
$2.92B
$361K ﹤0.01%
+12,286
New +$414K
ERX icon
1214
Direxion Daily Energy Bull 2X ETF
ERX
$252M
$360K ﹤0.01%
2,378
+872
+58% +$223K
SHOP icon
1215
CALL
Shopify
SHOP
$165B
$360K ﹤0.01%
26,000
+10,000
+63% +$141K
NSC icon
1216
PUT
Norfolk Southern
NSC
$70.6B
$359K ﹤0.01%
2,400
-35,300
-94% -$5.81M
ETFC
1217
DELISTED
E*Trade Financial Corporation
ETFC
$359K ﹤0.01%
+8,185
New +$401K
AOA icon
1218
iShares Core 80/20 Aggressive Allocation ETF
AOA
$3.25B
$357K ﹤0.01%
+7,354
New +$376K
LOW icon
1219
Lowe's Companies
LOW
$108B
$357K ﹤0.01%
3,860
-20,945
-84% -$2.02M
ODFL icon
1220
Old Dominion Freight Line
ODFL
$35.9B
$357K ﹤0.01%
+8,661
New +$384K
AA icon
1221
PUT
Alcoa
AA
$11.7B
$356K ﹤0.01%
13,400
-34,300
-72% -$1.15M
CHRD icon
1222
Chord Energy
CHRD
$7.9B
$355K ﹤0.01%
64,136
+46,948
+273% +$426K
MT icon
1223
ArcelorMittal
MT
$54.6B
$355K ﹤0.01%
17,163
-29,667
-63% -$734K
PXD
1224
PUT
DELISTED
Pioneer Natural Resource Co.
PXD
$355K ﹤0.01%
2,700
-27,000
-91% -$4.13M
BMRN icon
1225
BioMarin Pharmaceuticals
BMRN
$12.4B
$354K ﹤0.01%
4,154
-6,443
-61% -$613K
47 48
49
50 51

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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.