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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
RITM icon
1351
Rithm Capital
RITM
$5.7B
$308K ﹤0.01%
+21,689
New +$366K
IBKC
1352
DELISTED
IBERIABANK Corp
IBKC
$308K ﹤0.01%
+4,792
New +$352K
DBE icon
1353
Invesco DB Energy Fund
DBE
$82.5M
$307K ﹤0.01%
+24,706
New +$381K
EBAY icon
1354
eBay
EBAY
$47.7B
$307K ﹤0.01%
10,926
-31,302
-74% -$921K
ARRS
1355
PUT
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$306K ﹤0.01%
+10,000
New +$278K
CVS icon
1356
CVS Health
CVS
$127B
$305K ﹤0.01%
4,654
-4,720
-50% -$352K
IEO icon
1357
CALL
iShares US Oil & Gas Exploration & Production ETF
IEO
$543M
$305K ﹤0.01%
+5,900
New +$374K
MKL icon
1358
Markel Group
MKL
$23.2B
$305K ﹤0.01%
+294
New +$322K
SPSB icon
1359
State Street SPDR Portfolio Short Term Corporate Bond ETF
SPSB
$10.7B
$305K ﹤0.01%
+10,121
New +$304K
VTR icon
1360
PUT
Ventas
VTR
$47.3B
$305K ﹤0.01%
5,200
-12,700
-71% -$749K
EQIX icon
1361
Equinix
EQIX
$104B
$304K ﹤0.01%
+862
New +$336K
GS icon
1362
Goldman Sachs
GS
$318B
$303K ﹤0.01%
1,815
-3,067
-63% -$619K
LH icon
1363
PUT
Labcorp
LH
$25.5B
$303K ﹤0.01%
2,794
-16,528
-86% -$2.21M
PKG icon
1364
Packaging Corp of America
PKG
$23B
$303K ﹤0.01%
3,632
+314
+9% +$29.2K
SYF icon
1365
Synchrony
SYF
$25.9B
$303K ﹤0.01%
+12,929
New +$350K
X
1366
DELISTED
US Steel
X
$303K ﹤0.01%
+16,594
New +$415K
SCIU
1367
DELISTED
Global X Scientific Beta US ETF
SCIU
$303K ﹤0.01%
+10,849
New +$334K
CACI icon
1368
CALL
CACI
CACI
$11.4B
$302K ﹤0.01%
2,100
-1,900
-48% -$323K
FVD icon
1369
First Trust Value Line Dividend Fund
FVD
$8.36B
$302K ﹤0.01%
10,380
+1,228
+13% +$37.7K
TM icon
1370
PUT
Toyota
TM
$220B
$302K ﹤0.01%
2,600
-13,900
-84% -$1.65M
LPX icon
1371
CALL
Louisiana-Pacific
LPX
$5.43B
$300K ﹤0.01%
+13,500
New +$306K
LM
1372
DELISTED
Legg Mason, Inc.
LM
$300K ﹤0.01%
11,757
-7,876
-40% -$221K
VIA
1373
DELISTED
Viacom Inc. Class A
VIA
$300K ﹤0.01%
+10,772
New +$367K
IEFA icon
1374
iShares Core MSCI EAFE ETF
IEFA
$194B
$299K ﹤0.01%
+5,442
New +$319K
BC icon
1375
Brunswick
BC
$5.49B
$298K ﹤0.01%
+6,423
New +$344K
53 54
55
56 57

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OAM
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WFAL
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NOCM
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QIM
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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.