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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
HSY icon
1376
Hershey
HSY
$35.9B
$298K ﹤0.01%
+2,778
New +$295K
QRVO icon
1377
PUT
Qorvo
QRVO
$8.37B
$298K ﹤0.01%
4,900
-7,200
-60% -$484K
SBIO icon
1378
ALPS Medical Breakthroughs ETF
SBIO
$211M
$298K ﹤0.01%
+10,586
New +$351K
CAR icon
1379
CALL
Avis
CAR
$4.94B
$297K ﹤0.01%
13,200
-25,200
-66% -$731K
DBEF icon
1380
Xtrackers MSCI EAFE Hedged Equity ETF
DBEF
$9.33B
$296K ﹤0.01%
10,623
-17,014
-62% -$511K
LEG icon
1381
Leggett & Platt
LEG
$1.41B
$296K ﹤0.01%
8,257
+835
+11% +$31.8K
UA icon
1382
PUT
Under Armour Class C
UA
$2.84B
$296K ﹤0.01%
+18,300
New +$346K
ACWI icon
1383
iShares MSCI ACWI ETF
ACWI
$33.4B
$295K ﹤0.01%
4,594
-38,006
-89% -$2.61M
AYI icon
1384
Acuity Brands
AYI
$10.8B
$295K ﹤0.01%
2,565
+325
+15% +$40.1K
GES
1385
CALL
DELISTED
Guess Inc
GES
$295K ﹤0.01%
14,200
-26,500
-65% -$561K
MAS icon
1386
CALL
Masco
MAS
$15.3B
$295K ﹤0.01%
10,100
-17,300
-63% -$537K
MTN icon
1387
CALL
Vail Resorts
MTN
$5.37B
$295K ﹤0.01%
1,400
-4,400
-76% -$1.09M
ROBO icon
1388
ROBO Global Robotics & Automation Index ETF
ROBO
$2.11B
$295K ﹤0.01%
+9,075
New +$329K
SHAK icon
1389
PUT
Shake Shack
SHAK
$2.91B
$295K ﹤0.01%
+6,500
New +$335K
CAH icon
1390
PUT
Cardinal Health
CAH
$55.7B
$294K ﹤0.01%
6,600
-19,500
-75% -$1.02M
ETFC
1391
CALL
DELISTED
E*Trade Financial Corporation
ETFC
$294K ﹤0.01%
6,700
-27,100
-80% -$1.33M
EQT icon
1392
EQT Corp
EQT
$32.2B
$293K ﹤0.01%
+15,514
New +$315K
OHI icon
1393
Omega Healthcare
OHI
$14.5B
$293K ﹤0.01%
+8,338
New +$289K
WWD icon
1394
Woodward
WWD
$22.2B
$293K ﹤0.01%
+3,949
New +$305K
BMS
1395
DELISTED
Bemis
BMS
$293K ﹤0.01%
+6,381
New +$297K
AUB icon
1396
Atlantic Union Bankshares
AUB
$6.15B
$292K ﹤0.01%
+10,334
New +$348K
FEZ icon
1397
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
$292K ﹤0.01%
8,788
+2,903
+49% +$102K
FTNT icon
1398
Fortinet
FTNT
$121B
$292K ﹤0.01%
20,720
-17,300
-46% -$264K
GM icon
1399
General Motors
GM
$78.4B
$292K ﹤0.01%
8,743
-22,411
-72% -$773K
NRG icon
1400
NRG Energy
NRG
$25.6B
$292K ﹤0.01%
7,362
-5,746
-44% -$220K
54 55
56
57 58

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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.