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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
FCG icon
2351
First Trust Natural Gas ETF
FCG
$628M
– –
-11,847
Closed -$265K
FE icon
2352
PUT
FirstEnergy
FE
$27.9B
– –
-17,700
Closed -$658K
FEMS icon
2353
First Trust Emerging Markets Small Cap AlphaDEX Fund
FEMS
$249M
– –
-8,629
Closed -$312K
FEZ icon
2354
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.52B
– –
-10,000
Closed -$383K
FFBC icon
2355
First Financial Bancorp
FFBC
$3.62B
– –
-13,020
Closed -$387K
FHN icon
2356
CALL
First Horizon
FHN
$12.4B
– –
-14,200
Closed -$245K
FHN icon
2357
PUT
First Horizon
FHN
$12.4B
– –
-44,700
Closed -$772K
FIS icon
2358
CALL
Fidelity National Information Services
FIS
$22.9B
– –
-12,300
Closed -$1.34M
FIVE icon
2359
PUT
Five Below
FIVE
$12.3B
– –
-9,300
Closed -$1.21M
FL
2360
DELISTED
Foot Locker
FL
– –
-16,215
Closed -$814K
FLEX icon
2361
CALL
Flex
FLEX
$46.8B
– –
-39,412
Closed -$390K
FLEX icon
2362
Flex
FLEX
$46.8B
– –
-61,423
Closed -$607K
FLEX icon
2363
PUT
Flex
FLEX
$46.8B
– –
-93,952
Closed -$929K
FLTB icon
2364
Fidelity Limited Term Bond ETF
FLTB
$415M
– –
-4,191
Closed -$206K
FNDA icon
2365
Schwab Fundamental US Small Company Index ETF
FNDA
$9.4B
– –
-14,726
Closed -$300K
FNDC icon
2366
Schwab Fundamental International Small Company Index ETF
FNDC
$3.12B
– –
-7,757
Closed -$268K
FNV icon
2367
CALL
Franco-Nevada
FNV
$42.2B
– –
-26,900
Closed -$1.68M
FWDI
2368
Forward Industries Inc
FWDI
$311M
– –
-1,614
Closed -$25K
FOSL icon
2369
PUT
Fossil Group
FOSL
$360M
– –
-9,100
Closed -$212K
FPA icon
2370
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$107M
– –
-9,076
Closed -$284K
FPAY
2371
DELISTED
FlexShopper
FPAY
– –
-12,681
Closed -$11K
FR icon
2372
First Industrial Realty Trust
FR
$8.5B
– –
-9,429
Closed -$296K
FSLR icon
2373
PUT
First Solar
FSLR
$26.2B
– –
-7,600
Closed -$368K
FSM icon
2374
Fortuna Silver Mines
FSM
$2.74B
– –
-27,345
Closed -$119K
FTI icon
2375
PUT
TechnipFMC
FTI
$27.5B
– –
-20,026
Closed -$466K
93 94
95
96 97

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OAM
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WFAL
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return

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.