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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
AZO icon
1526
PUT
AutoZone
AZO
$50.1B
$252K ﹤0.01%
300
-8,100
-96% -$6.49M
BCS icon
1527
Barclays
BCS
$96B
$252K ﹤0.01%
+34,897
New +$281K
NWG icon
1528
NatWest
NWG
$76.5B
$252K ﹤0.01%
41,851
+18,893
+82% +$121K
ABEV icon
1529
Ambev
ABEV
$46.8B
$251K ﹤0.01%
+64,045
New +$273K
HMC icon
1530
Honda
HMC
$39.7B
$251K ﹤0.01%
9,474
-7,728
-45% -$214K
P
1531
DELISTED
Pandora Media Inc
P
$251K ﹤0.01%
31,064
-44,306
-59% -$383K
DGX icon
1532
PUT
Quest Diagnostics
DGX
$26B
$250K ﹤0.01%
3,000
-12,900
-81% -$1.21M
KGC icon
1533
CALL
Kinross Gold
KGC
$30.5B
$250K ﹤0.01%
77,200
+1,500
+2% +$4.2K
ANF icon
1534
Abercrombie & Fitch
ANF
$4.86B
$249K ﹤0.01%
+12,402
New +$232K
EMLP icon
1535
First Trust North American Energy Infrastructure Fund
EMLP
$4.08B
$249K ﹤0.01%
+11,587
New +$266K
LAMR icon
1536
CALL
Lamar Advertising Co
LAMR
$16.1B
$249K ﹤0.01%
3,600
-2,400
-40% -$176K
CDW icon
1537
CDW
CDW
$17.9B
$248K ﹤0.01%
+3,065
New +$264K
FEP icon
1538
First Trust Europe AlphaDEX Fund
FEP
$530M
$248K ﹤0.01%
+7,992
New +$268K
CCK icon
1539
Crown Holdings
CCK
$13.3B
$245K ﹤0.01%
5,886
-1,204
-17% -$55.7K
FTV icon
1540
Fortive
FTV
$18.5B
$245K ﹤0.01%
5,744
+1,486
+35% +$69.8K
XNTK icon
1541
State Street SPDR NYSE Technology ETF
XNTK
$2.21B
$245K ﹤0.01%
+4,122
New +$338K
CVE icon
1542
Cenovus Energy
CVE
$51.1B
$244K ﹤0.01%
+34,647
New +$285K
FSK icon
1543
FS KKR Capital
FSK
$3.09B
$244K ﹤0.01%
11,766
+3,823
+48% +$95.1K
LOPE icon
1544
Grand Canyon Education
LOPE
$3.92B
$244K ﹤0.01%
+2,537
New +$295K
UCON icon
1545
First Trust Smith Unconstrained Bond ETF
UCON
$3.28B
$244K ﹤0.01%
+9,816
New +$246K
DBC icon
1546
Invesco DB Commodity Index Tracking Fund
DBC
$1.64B
$243K ﹤0.01%
16,749
-1,417
-8% -$23.3K
HQL
1547
abrdn Life Sciences Investors
HQL
$605M
$243K ﹤0.01%
+16,108
New +$284K
SITE icon
1548
SiteOne Landscape Supply
SITE
$4.45B
$243K ﹤0.01%
+4,403
New +$276K
SPGP icon
1549
Invesco S&P 500 GARP ETF
SPGP
$2.31B
$243K ﹤0.01%
+5,316
New +$260K
AEO icon
1550
CALL
American Eagle Outfitters
AEO
$2.99B
$242K ﹤0.01%
12,500
-10,700
-46% -$223K
60 61
62
63 64

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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.