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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
BKLN icon
251
Invesco Senior Loan ETF
BKLN
$6.97B
$3.03M 0.04%
139,065
+60,400
+77% +$1.37M
APC
252
CALL
DELISTED
Anadarko Petroleum
APC
$3.01M 0.04%
68,700
-135,600
-66% -$7.65M
COO icon
253
CALL
Cooper Companies
COO
$14.1B
$3M 0.04%
47,200
-6,400
-12% -$414K
XME icon
254
PUT
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$2.99M 0.04%
114,100
+95,100
+501% +$2.87M
NTAP icon
255
CALL
NetApp
NTAP
$35B
$2.98M 0.04%
49,900
+600
+1% +$43.1K
CFO icon
256
VictoryShares US 500 Enhanced Volatility Wtd ETF
CFO
$417M
$2.96M 0.04%
+67,469
New +$3.21M
SRLN icon
257
State Street Blackstone Senior Loan ETF
SRLN
$5.3B
$2.94M 0.04%
65,889
+54,987
+504% +$2.56M
AON icon
258
CALL
Aon
AON
$76.5B
$2.92M 0.04%
20,100
-8,800
-30% -$1.37M
QLD icon
259
ProShares Ultra QQQ
QLD
$12.7B
$2.92M 0.04%
347,536
+109,320
+46% +$1.1M
RTN
260
PUT
DELISTED
Raytheon Company
RTN
$2.9M 0.04%
18,900
-18,600
-50% -$3.33M
AEP icon
261
CALL
American Electric Power
AEP
$69.6B
$2.89M 0.04%
38,700
-66,300
-63% -$4.97M
BLK icon
262
Blackrock
BLK
$169B
$2.88M 0.04%
7,338
+2,219
+43% +$909K
INTU icon
263
CALL
Intuit
INTU
$86.5B
$2.87M 0.04%
14,600
-1,900
-12% -$395K
DFS
264
CALL
DELISTED
Discover Financial Services
DFS
$2.84M 0.03%
48,100
+7,000
+17% +$483K
MET icon
265
CALL
MetLife
MET
$61.9B
$2.84M 0.03%
69,100
+600
+0.9% +$25.7K
ALXN
266
CALL
DELISTED
Alexion Pharmaceuticals
ALXN
$2.81M 0.03%
28,900
-33,500
-54% -$3.96M
NUE icon
267
CALL
Nucor
NUE
$58.6B
$2.77M 0.03%
53,500
-43,000
-45% -$2.54M
MCK icon
268
CALL
McKesson
MCK
$100B
$2.74M 0.03%
24,800
-16,500
-40% -$2.06M
MET icon
269
PUT
MetLife
MET
$61.9B
$2.72M 0.03%
66,200
+22,500
+51% +$965K
DPZ icon
270
CALL
Domino's
DPZ
$11.5B
$2.7M 0.03%
10,900
+600
+6% +$158K
ZTS icon
271
CALL
Zoetis
ZTS
$32.4B
$2.69M 0.03%
31,500
-9,300
-23% -$838K
AVGO icon
272
CALL
Broadcom
AVGO
$1.85T
$2.67M 0.03%
105,000
-120,000
-53% -$2.83M
TZA icon
273
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$2.67M 0.03%
439
+150
+52% +$715K
XLC icon
274
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$2.67M 0.03%
+64,658
New +$2.9M
TEVA icon
275
CALL
Teva Pharmaceuticals
TEVA
$40.8B
$2.67M 0.03%
172,800
-424,300
-71% -$8.7M
9 10
11
12 13

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OAM
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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.