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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
+$17.2M
Cap. Flow %
0.21%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,109

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 Miscellaneous 96.24%
2 Financials 0.74%
3 Technology 0.45%
4 Consumer Discretionary 0.44%
5 Industrials 0.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ATI icon
1451
PUT
ATI
ATI
$26.1B
$274K ﹤0.01%
12,600
-6,400
-34% -$166K
PFS icon
1452
Provident Financial Services
PFS
$3.01B
$274K ﹤0.01%
+11,349
New +$275K
AGCO icon
1453
PUT
AGCO
AGCO
$8.39B
$273K ﹤0.01%
+4,900
New +$277K
GE icon
1454
GE Aerospace
GE
$326B
$273K ﹤0.01%
7,526
-5,454
-42% -$246K
TPR icon
1455
PUT
Tapestry
TPR
$22.9B
$273K ﹤0.01%
8,100
-22,200
-73% -$894K
UDR icon
1456
UDR
UDR
$10.9B
$273K ﹤0.01%
6,893
+1,525
+28% +$61.6K
URBN icon
1457
Urban Outfitters
URBN
$6.43B
$273K ﹤0.01%
+8,222
New +$307K
ING icon
1458
ING
ING
$104B
$272K ﹤0.01%
+25,472
New +$306K
KMB icon
1459
Kimberly-Clark
KMB
$32.5B
$272K ﹤0.01%
+2,389
New +$265K
MEOH icon
1460
Methanex
MEOH
$4.72B
$272K ﹤0.01%
5,649
+1,958
+53% +$122K
ATH
1461
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$272K ﹤0.01%
+6,838
New +$308K
DSL
1462
DoubleLine Income Solutions Fund
DSL
$1.17B
$271K ﹤0.01%
+15,650
New +$291K
LAMR icon
1463
Lamar Advertising Co
LAMR
$14.9B
$271K ﹤0.01%
3,915
+1,344
+52% +$98.8K
TRQ
1464
DELISTED
Turquoise Hill Resources Ltd
TRQ
$271K ﹤0.01%
16,413
+2,372
+17% +$42.7K
SEIC icon
1465
SEI Investments
SEIC
$12.6B
$270K ﹤0.01%
+5,845
New +$308K
TMV icon
1466
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$207M
$270K ﹤0.01%
5,916
+1,589
+37% +$85.5K
UBSI icon
1467
United Bankshares
UBSI
$6.42B
$270K ﹤0.01%
+8,667
New +$293K
ADP icon
1468
Automatic Data Processing
ADP
$108B
$269K ﹤0.01%
+2,049
New +$289K
AMBA icon
1469
Ambarella
AMBA
$2.92B
$269K ﹤0.01%
7,702
-7,801
-50% -$276K
SPFF icon
1470
Global X SuperIncome Preferred ETF
SPFF
$140M
$269K ﹤0.01%
+24,369
New +$277K
WRB icon
1471
W.R. Berkley
WRB
$26B
$269K ﹤0.01%
+12,288
New +$276K
NE
1472
CALL
DELISTED
Noble Corporation
NE
$269K ﹤0.01%
102,500
-14,700
-13% -$69.8K
ALK icon
1473
PUT
Alaska Air
ALK
$4.52B
$268K ﹤0.01%
4,400
-20,300
-82% -$1.31M
CTSH icon
1474
PUT
Cognizant
CTSH
$27B
$267K ﹤0.01%
4,200
-6,200
-60% -$431K
EPP icon
1475
iShares MSCI Pacific ex Japan ETF
EPP
$2.24B
$267K ﹤0.01%
6,566
-4,045
-38% -$171K
57 58
59
60 61

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FFS
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MFA
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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's Q4 2018 filing shows 666 new, 411 increased, 985 reduced and 1,109 closed positions. Its largest new stake was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $11.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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 1,109 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.