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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
SYY icon
1276
Sysco
SYY
$40.7B
$333K ﹤0.01%
+5,312
New +$358K
TSLA icon
1277
CALL
Tesla
TSLA
$1.29T
$333K ﹤0.01%
15,000
-171,000
-92% -$3.68M
IBM icon
1278
IBM
IBM
$222B
$332K ﹤0.01%
+3,055
New +$367K
CVSA
1279
CALL
Covista Inc
CVSA
$4.34B
$331K ﹤0.01%
7,000
-18,600
-73% -$951K
CE icon
1280
Celanese
CE
$4.96B
$331K ﹤0.01%
3,681
-322
-8% -$31.6K
MA icon
1281
Mastercard
MA
$500B
$331K ﹤0.01%
1,757
-46,461
-96% -$9.23M
PNC icon
1282
PNC Financial Services
PNC
$100B
$331K ﹤0.01%
+2,833
New +$362K
JPS
1283
DELISTED
Nuveen Preferred & Income Securities Fund
JPS
$331K ﹤0.01%
40,000
+25,076
+168% +$208K
DHR icon
1284
CALL
Danaher
DHR
$139B
$330K ﹤0.01%
3,610
-29,892
-89% -$2.71M
EXP icon
1285
PUT
Eagle Materials
EXP
$6.59B
$330K ﹤0.01%
5,400
-5,300
-50% -$380K
IYK icon
1286
iShares US Consumer Staples ETF
IYK
$1.41B
$330K ﹤0.01%
+9,291
New +$355K
STRA icon
1287
Strategic Education
STRA
$1.89B
$329K ﹤0.01%
+2,899
New +$369K
TNL icon
1288
Travel + Leisure Co
TNL
$4.72B
$329K ﹤0.01%
+9,192
New +$358K
VLO icon
1289
Valero Energy
VLO
$88.5B
$329K ﹤0.01%
+4,387
New +$385K
HP icon
1290
Helmerich & Payne
HP
$3.41B
$328K ﹤0.01%
6,848
+623
+10% +$38.3K
INCY icon
1291
Incyte
INCY
$24B
$328K ﹤0.01%
+5,157
New +$335K
IYC icon
1292
iShares US Consumer Discretionary ETF
IYC
$1.21B
$327K ﹤0.01%
+7,220
New +$351K
DDS icon
1293
PUT
Dillards
DDS
$9.57B
$326K ﹤0.01%
5,400
– –
NTRS icon
1294
PUT
Northern Trust
NTRS
$33.3B
$326K ﹤0.01%
3,900
-16,800
-81% -$1.57M
AIZ icon
1295
Assurant
AIZ
$14B
$325K ﹤0.01%
+3,631
New +$355K
ETY icon
1296
Eaton Vance Tax-Managed Diversified Equity Income Fund
ETY
$2.32B
$325K ﹤0.01%
+31,854
New +$366K
FTI icon
1297
CALL
TechnipFMC
FTI
$27.1B
$325K ﹤0.01%
+22,310
New +$415K
GHDX
1298
DELISTED
Genomic Health, Inc.
GHDX
$325K ﹤0.01%
+5,048
New +$354K
DNB
1299
DELISTED
Dun & Bradstreet
DNB
$325K ﹤0.01%
2,278
+638
+39% +$91K
AFG icon
1300
American Financial Group
AFG
$11.8B
$324K ﹤0.01%
+3,576
New +$359K
50 51
52
53 54

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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.