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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
SWK icon
1251
Stanley Black & Decker
SWK
$14.8B
$345K ﹤0.01%
2,884
-12,454
-81% -$1.55M
CS
1252
PUT
DELISTED
Credit Suisse Group
CS
$345K ﹤0.01%
31,800
-3,400
-10% -$42K
WBD icon
1253
Warner Bros
WBD
$65.4B
$344K ﹤0.01%
+13,903
New +$423K
GAP
1254
CALL
The Gap Inc
GAP
$7.38B
$343K ﹤0.01%
13,300
-89,900
-87% -$2.4M
IGHG icon
1255
ProShares Investment Grade-Interest Rate Hedged
IGHG
$330M
$342K ﹤0.01%
+4,802
New +$354K
FVC icon
1256
First Trust Dorsey Wright Dynamic Focus 5 ETF
FVC
$108M
$341K ﹤0.01%
+14,533
New +$368K
RWX icon
1257
State Street SPDR Dow Jones International Real Estate ETF
RWX
$270M
$341K ﹤0.01%
9,647
+3,787
+65% +$140K
BLUE
1258
DELISTED
bluebird bio
BLUE
$340K ﹤0.01%
+264
New +$405K
PG icon
1259
Procter & Gamble
PG
$345B
$340K ﹤0.01%
3,702
-11,535
-76% -$1.03M
USIG icon
1260
iShares Broad USD Investment Grade Corporate Bond ETF
USIG
$17.4B
$340K ﹤0.01%
+6,414
New +$338K
SPXU icon
1261
ProShares UltraPro Short S&P 500
SPXU
$391M
$339K ﹤0.01%
73
-27
-27% -$107K
TRGP icon
1262
CALL
Targa Resources
TRGP
$56.8B
$339K ﹤0.01%
9,400
+900
+11% +$43.5K
AGGE
1263
DELISTED
IQ Enhanced Core Bond U.S. ETF
AGGE
$339K ﹤0.01%
+18,200
New +$335K
IFV icon
1264
First Trust Dorsey Wright International Focus 5 ETF
IFV
$234M
$338K ﹤0.01%
19,420
-699
-3% -$12.8K
PLNT icon
1265
CALL
Planet Fitness
PLNT
$4.45B
$338K ﹤0.01%
6,300
-4,900
-44% -$251K
SRG
1266
Seritage Growth Properties
SRG
$137M
$338K ﹤0.01%
+10,458
New +$405K
BG icon
1267
CALL
Bunge Global
BG
$20.2B
$337K ﹤0.01%
6,300
-2,400
-28% -$148K
PPL
1268
PUT
PPL Corp
PPL
$26.5B
$337K ﹤0.01%
11,900
-4,000
-25% -$122K
WB icon
1269
Weibo
WB
$2.01B
$337K ﹤0.01%
5,770
+1,906
+49% +$115K
MCO icon
1270
PUT
Moody's
MCO
$83.7B
$336K ﹤0.01%
2,400
-500
-17% -$75.4K
SPG icon
1271
CALL
Simon Property Group
SPG
$74.3B
$336K ﹤0.01%
2,000
-13,800
-87% -$2.47M
AXP icon
1272
American Express
AXP
$233B
$335K ﹤0.01%
3,511
-36,222
-91% -$3.79M
VXX
1273
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$335K ﹤0.01%
+7,144
New +$264K
EMB icon
1274
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
$334K ﹤0.01%
3,211
-1,140
-26% -$119K
PEY icon
1275
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.16B
$334K ﹤0.01%
+21,104
New +$362K
49 50
51
52 53

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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.