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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
PBP icon
1401
Invesco S&P 500 BuyWrite ETF
PBP
$361M
$292K ﹤0.01%
+14,798
New +$315K
PCAR icon
1402
PACCAR
PCAR
$70.2B
$292K ﹤0.01%
7,665
-6,620
-46% -$264K
HMY icon
1403
Harmony Gold Mining
HMY
$11.3B
$291K ﹤0.01%
162,373
+114,271
+238% +$200K
SO icon
1404
Southern Company
SO
$107B
$291K ﹤0.01%
6,627
+1,441
+28% +$65.5K
AEO icon
1405
PUT
American Eagle Outfitters
AEO
$2.99B
$290K ﹤0.01%
15,000
+6,700
+81% +$140K
BMRN icon
1406
PUT
BioMarin Pharmaceuticals
BMRN
$11.6B
$290K ﹤0.01%
3,400
-10,700
-76% -$1.02M
DPZ icon
1407
Domino's
DPZ
$12.1B
$290K ﹤0.01%
1,168
+275
+31% +$72.4K
JBL icon
1408
Jabil
JBL
$35.5B
$290K ﹤0.01%
11,698
-14,326
-55% -$350K
JBL icon
1409
PUT
Jabil
JBL
$35.5B
$290K ﹤0.01%
11,700
-30,200
-72% -$737K
RL icon
1410
Ralph Lauren
RL
$22.7B
$290K ﹤0.01%
2,806
+1,118
+66% +$132K
VGT icon
1411
Vanguard Information Technology ETF
VGT
$147B
$290K ﹤0.01%
13,928
-9,776
-41% -$222K
MEOH icon
1412
PUT
Methanex
MEOH
$4.02B
$289K ﹤0.01%
6,000
-4,300
-42% -$268K
ABR icon
1413
Arbor Realty Trust
ABR
$965M
$288K ﹤0.01%
28,597
+17,258
+152% +$201K
DXJ icon
1414
CALL
WisdomTree Japan Hedged Equity Fund
DXJ
$7.29B
$288K ﹤0.01%
+6,200
New +$324K
FAST icon
1415
PUT
Fastenal
FAST
$57.4B
$288K ﹤0.01%
22,000
-100,400
-82% -$1.36M
SCHP icon
1416
Schwab US TIPS ETF
SCHP
$16.3B
$288K ﹤0.01%
+10,804
New +$287K
ERIC icon
1417
Ericsson
ERIC
$33B
$286K ﹤0.01%
32,233
-18,683
-37% -$162K
MFC icon
1418
Manulife Financial
MFC
$73.9B
$286K ﹤0.01%
20,189
-239
-1% -$3.79K
YELP icon
1419
Yelp
YELP
$1.41B
$286K ﹤0.01%
8,181
-432
-5% -$16.5K
TXT icon
1420
CALL
Textron
TXT
$15.2B
$285K ﹤0.01%
6,200
-14,600
-70% -$821K
WAT icon
1421
Waters Corp
WAT
$39.3B
$285K ﹤0.01%
1,512
-806
-35% -$153K
SWN
1422
PUT
DELISTED
Southwestern Energy Company
SWN
$285K ﹤0.01%
83,500
+34,700
+71% +$171K
DTE icon
1423
DTE Energy
DTE
$29.1B
$284K ﹤0.01%
+3,022
New +$295K
SINA
1424
CALL
DELISTED
Sina Corp
SINA
$284K ﹤0.01%
5,300
-9,000
-63% -$556K
GEN icon
1425
Gen Digital
GEN
$16.7B
$283K ﹤0.01%
14,953
-463
-3% -$9.57K
55 56
57
58 59

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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.