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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
UGP icon
2851
Ultrapar
UGP
$6.95B
– –
-24,180
Closed -$112K
UHS icon
2852
Universal Health Services
UHS
$10.2B
– –
-6,488
Closed -$816K
UHS icon
2853
PUT
Universal Health Services
UHS
$10.2B
– –
-14,700
Closed -$1.88M
UIS icon
2854
CALL
Unisys
UIS
$209M
– –
-13,600
Closed -$277K
UIS icon
2855
PUT
Unisys
UIS
$209M
– –
-18,900
Closed -$386K
ULTA icon
2856
PUT
Ulta Beauty
ULTA
$22B
– –
-17,100
Closed -$4.82M
UNG icon
2857
United States Natural Gas Fund
UNG
$470M
– –
-2,044
Closed -$203K
UNM icon
2858
CALL
Unum
UNM
$13.6B
– –
-12,500
Closed -$488K
UPLD icon
2859
Upland Software
UPLD
$12.8M
– –
-747
Closed -$241K
URBN icon
2860
CALL
Urban Outfitters
URBN
$6.35B
– –
-62,700
Closed -$2.56M
URBN icon
2861
PUT
Urban Outfitters
URBN
$6.35B
– –
-17,400
Closed -$712K
USMV icon
2862
iShares MSCI USA Min Vol Factor ETF
USMV
$23.6B
– –
-8,371
Closed -$477K
USO icon
2863
CALL
United States Oil Fund
USO
$2.02B
– –
-1,875
Closed -$233K
UTHR icon
2864
United Therapeutics
UTHR
$25.8B
– –
-1,651
Closed -$211K
VAC icon
2865
Marriott Vacations Worldwide
VAC
$3.35B
– –
-3,939
Closed -$440K
VALE icon
2866
Vale
VALE
$64.1B
– –
-45,182
Closed -$671K
VCEL icon
2867
Vericel Corp
VCEL
$2.35B
– –
-11,266
Closed -$159K
VCSH icon
2868
Vanguard Short-Term Corporate Bond ETF
VCSH
$44.7B
– –
-18,074
Closed -$1.41M
VFC icon
2869
VF Corp
VFC
$5.63B
– –
-11,037
Closed -$844K
VFC icon
2870
PUT
VF Corp
VFC
$5.63B
– –
-20,390
Closed -$1.79M
VGK icon
2871
Vanguard FTSE Europe ETF
VGK
$30.7B
– –
-13,479
Closed -$758K
VIAV icon
2872
CALL
Viavi Solutions
VIAV
$9.12B
– –
-15,900
Closed -$180K
VIRT icon
2873
CALL
Virtu Financial
VIRT
$5.11B
– –
-32,600
Closed -$667K
VIV icon
2874
Telefônica Brasil
VIV
$20.6B
– –
-16,897
Closed -$164K
VMC icon
2875
CALL
Vulcan Materials
VMC
$34.8B
– –
-19,300
Closed -$2.15M
113 114
115
116 117

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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.