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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
SONY icon
2776
Sony
SONY
$133B
– –
-215,405
Closed -$2.61M
SONY icon
2777
PUT
Sony
SONY
$133B
– –
-26,500
Closed -$321K
SOXL icon
2778
Direxion Daily Semiconductor Bull 3X ETF
SOXL
$19.8B
– –
-24,165
Closed -$249K
SOXX icon
2779
CALL
iShares Semiconductor ETF
SOXX
$45.5B
– –
-50,400
Closed -$3.11M
SOXX icon
2780
PUT
iShares Semiconductor ETF
SOXX
$45.5B
– –
-21,000
Closed -$1.29M
SPCE icon
2781
Virgin Galactic
SPCE
$359M
– –
-576
Closed -$114K
SPG icon
2782
Simon Property Group
SPG
$74.5B
– –
-1,700
Closed -$304K
SPG icon
2783
PUT
Simon Property Group
SPG
$74.5B
– –
-51,400
Closed -$9.09M
SPLV icon
2784
Invesco S&P 500 Low Volatility ETF
SPLV
$7.2B
– –
-7,559
Closed -$374K
SPR
2785
DELISTED
Spirit AeroSystems
SPR
– –
-2,399
Closed -$195K
SPR
2786
PUT
DELISTED
Spirit AeroSystems
SPR
– –
-15,100
Closed -$1.39M
SPTI icon
2787
State Street SPDR Portfolio Intermediate Term Treasury ETF
SPTI
$10.5B
– –
-6,890
Closed -$200K
SPXL icon
2788
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.02B
– –
-11,200
Closed -$608K
SPXU icon
2789
PUT
ProShares UltraPro Short S&P 500
SPXU
$412M
– –
-145
Closed -$467K
SPXX icon
2790
Nuveen S&P 500 Dynamic Overwrite Fund
SPXX
$336M
– –
-13,404
Closed -$227K
SRE icon
2791
Sempra
SRE
$57.5B
– –
-11,154
Closed -$636K
SRTY icon
2792
ProShares UltraPro Short Russell2000
SRTY
$75.9M
– –
-107
Closed -$234K
SSNC icon
2793
SS&C Technologies
SSNC
$18.5B
– –
-3,868
Closed -$220K
STKL
2794
DELISTED
SunOpta
STKL
– –
-23,314
Closed -$171K
STLA icon
2795
Stellantis
STLA
$21.4B
– –
-14,719
Closed -$258K
STLD icon
2796
PUT
Steel Dynamics
STLD
$36.8B
– –
-28,200
Closed -$1.27M
STT icon
2797
State Street
STT
$50.4B
– –
-6,640
Closed -$476K
STT icon
2798
PUT
State Street
STT
$50.4B
– –
-46,300
Closed -$3.88M
SU icon
2799
Suncor Energy
SU
$77.7B
– –
-17,984
Closed -$598K
SU icon
2800
PUT
Suncor Energy
SU
$77.7B
– –
-16,700
Closed -$646K
110 111
112
113 114

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NOCM
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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.