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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
TMUS icon
2826
T-Mobile US
TMUS
$185B
– –
-7,404
Closed -$520K
TNA icon
2827
CALL
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.32B
– –
-30,200
Closed -$2.7M
TNXP icon
2828
Tonix Pharmaceuticals
TNXP
$160M
– –
0
– -$25K
TOL icon
2829
CALL
Toll Brothers
TOL
$13.6B
– –
-28,700
Closed -$948K
TOL icon
2830
Toll Brothers
TOL
$13.6B
– –
-27,409
Closed -$905K
TOL icon
2831
PUT
Toll Brothers
TOL
$13.6B
– –
-46,800
Closed -$1.55M
TOVX icon
2832
Theriva Biologics
TOVX
$9.64M
– –
-45
Closed -$29K
TPR icon
2833
Tapestry
TPR
$30.8B
– –
-9,489
Closed -$382K
TQQQ icon
2834
CALL
ProShares UltraPro QQQ
TQQQ
$32.9B
– –
-98,400
Closed -$875K
TRGP icon
2835
PUT
Targa Resources
TRGP
$58B
– –
-9,000
Closed -$507K
TRI icon
2836
CALL
Thomson Reuters
TRI
$42.8B
– –
-5,601
Closed -$297K
TRI icon
2837
Thomson Reuters
TRI
$42.8B
– –
-6,575
Closed -$349K
TRN icon
2838
Trinity Industries
TRN
$2.49B
– –
-9,634
Closed -$254K
TROX icon
2839
CALL
Tronox
TROX
$932M
– –
-20,300
Closed -$243K
TRP icon
2840
CALL
TC Energy
TRP
$70.2B
– –
-28,900
Closed -$1.17M
TRP icon
2841
PUT
TC Energy
TRP
$70.2B
– –
-19,800
Closed -$801K
TRUE
2842
CALL
DELISTED
TrueCar
TRUE
– –
-13,900
Closed -$196K
TSM icon
2843
CALL
TSMC
TSM
$2.1T
– –
-7,300
Closed -$322K
TSM icon
2844
PUT
TSMC
TSM
$2.1T
– –
-35,700
Closed -$1.58M
TSN icon
2845
Tyson Foods
TSN
$20.4B
– –
-24,597
Closed -$1.45M
TTI icon
2846
TETRA Technologies
TTI
$1.14B
– –
-16,919
Closed -$76K
TTSH
2847
DELISTED
Tile Shop Holdings
TTSH
– –
-14,701
Closed -$105K
TXT icon
2848
Textron
TXT
$14.7B
– –
-4,461
Closed -$251K
TXT icon
2849
PUT
Textron
TXT
$14.7B
– –
-3,200
Closed -$229K
TYL icon
2850
Tyler Technologies
TYL
$12.7B
– –
-842
Closed -$206K
112 113
114
115 116

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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.