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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
KSS icon
226
CALL
Kohl's
KSS
$2.17B
$3.48M 0.04%
52,400
-84,500
-62% -$5.93M
CSCO icon
227
PUT
Cisco
CSCO
$457B
$3.47M 0.04%
80,000
-591,700
-88% -$27.1M
ABT icon
228
PUT
Abbott
ABT
$183B
$3.46M 0.04%
47,900
-98,900
-67% -$6.95M
OXY icon
229
CALL
Occidental Petroleum
OXY
$56.8B
$3.46M 0.04%
56,400
-148,200
-72% -$10.4M
NEE icon
230
CALL
NextEra Energy
NEE
$181B
$3.46M 0.04%
79,600
-41,600
-34% -$1.82M
HYG icon
231
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$3.37M 0.04%
+41,606
New +$3.48M
ORCL icon
232
CALL
Oracle
ORCL
$374B
$3.36M 0.04%
74,400
-219,900
-75% -$10.5M
DD icon
233
PUT
DuPont de Nemours
DD
$18.5B
$3.34M 0.04%
24,680
-70,368
-74% -$10.1M
CB icon
234
CALL
Chubb
CB
$135B
$3.33M 0.04%
25,800
-38,400
-60% -$4.96M
MELI icon
235
CALL
Mercado Libre
MELI
$95.2B
$3.31M 0.04%
11,300
+7,500
+197% +$2.43M
LRCX icon
236
CALL
Lam Research
LRCX
$367B
$3.29M 0.04%
242,000
+4,000
+2% +$57.3K
NSC icon
237
CALL
Norfolk Southern
NSC
$75.4B
$3.27M 0.04%
21,900
-27,300
-55% -$4.49M
FLOT icon
238
iShares Floating Rate Bond ETF
FLOT
$10.2B
$3.26M 0.04%
64,660
-3,337
-5% -$169K
REGN icon
239
PUT
Regeneron Pharmaceuticals
REGN
$78.5B
$3.25M 0.04%
8,700
-12,400
-59% -$4.54M
KRE icon
240
CALL
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$3.24M 0.04%
69,200
-98,200
-59% -$5.25M
CHRW icon
241
CALL
C.H. Robinson
CHRW
$17.4B
$3.24M 0.04%
38,500
-12,900
-25% -$1.15M
MDLZ icon
242
CALL
Mondelez International
MDLZ
$79.5B
$3.19M 0.04%
79,800
-83,100
-51% -$3.54M
AMGN icon
243
Amgen
AMGN
$208B
$3.15M 0.04%
16,171
+14,587
+921% +$2.85M
NVS icon
244
PUT
Novartis
NVS
$297B
$3.08M 0.04%
40,064
-45,087
-53% -$3.51M
WM icon
245
CALL
Waste Management
WM
$90.6B
$3.08M 0.04%
34,600
-14,600
-30% -$1.31M
SCHW
246
CALL
Charles Schwab
SCHW
$183B
$3.07M 0.04%
+74,000
New +$3.35M
INTU icon
247
Intuit
INTU
$86.5B
$3.06M 0.04%
15,539
-4,833
-24% -$1.01M
ALGN icon
248
CALL
Align Technology
ALGN
$12.1B
$3.06M 0.04%
14,600
-4,500
-24% -$1.14M
ZION icon
249
CALL
Zions Bancorporation
ZION
$10.2B
$3.06M 0.04%
75,000
-9,200
-11% -$429K
YUM icon
250
CALL
Yum! Brands
YUM
$41.8B
$3.05M 0.04%
33,200
-70,000
-68% -$6.26M
8 9
10
11 12

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NOCM
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TIM
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QIM
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OMG
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MCM
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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.