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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
MMP
276
CALL
DELISTED
Magellan Midstream Partners, L.P.
MMP
$2.66M 0.03%
46,600
-52,200
-53% -$3.22M
PSX icon
277
CALL
Phillips 66
PSX
$84.9B
$2.65M 0.03%
30,800
-53,700
-64% -$5.25M
IBM icon
278
PUT
IBM
IBM
$211B
$2.64M 0.03%
24,267
-255,538
-91% -$30.7M
NKE icon
279
PUT
Nike
NKE
$61.9B
$2.63M 0.03%
35,400
-24,500
-41% -$1.83M
IYT icon
280
PUT
iShares US Transportation ETF
IYT
$2.26B
$2.62M 0.03%
63,600
-29,600
-32% -$1.37M
ALB icon
281
CALL
Albemarle
ALB
$13.9B
$2.61M 0.03%
33,900
+12,800
+61% +$1.21M
D icon
282
CALL
Dominion Energy
D
$60.8B
$2.6M 0.03%
36,400
-66,300
-65% -$4.84M
DVN icon
283
CALL
Devon Energy
DVN
$52.1B
$2.59M 0.03%
114,900
-172,400
-60% -$5.3M
RY icon
284
CALL
Royal Bank of Canada
RY
$291B
$2.59M 0.03%
37,800
+12,900
+52% +$942K
BAC icon
285
Bank of America
BAC
$435B
$2.59M 0.03%
104,954
+87,093
+488% +$2.36M
ACN icon
286
PUT
Accenture
ACN
$102B
$2.58M 0.03%
18,300
-107,400
-85% -$17M
VNQ icon
287
Vanguard Real Estate ETF
VNQ
$39.2B
$2.57M 0.03%
34,509
+29,617
+605% +$2.33M
WYNN icon
288
CALL
Wynn Resorts
WYNN
$10.3B
$2.57M 0.03%
26,000
-6,700
-20% -$723K
APD icon
289
CALL
Air Products & Chemicals
APD
$65.7B
$2.54M 0.03%
15,900
+8,600
+118% +$1.36M
CVX icon
290
Chevron
CVX
$392B
$2.54M 0.03%
+23,340
New +$2.7M
INTU icon
291
PUT
Intuit
INTU
$86.5B
$2.54M 0.03%
12,900
-20,500
-61% -$4.27M
XBI icon
292
PUT
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$2.53M 0.03%
35,200
-95,100
-73% -$7.66M
MU icon
293
PUT
Micron Technology
MU
$930B
$2.51M 0.03%
79,100
-276,700
-78% -$10.5M
IWF icon
294
iShares Russell 1000 Growth ETF
IWF
$121B
$2.51M 0.03%
76,628
-202,832
-73% -$7.15M
TXN icon
295
CALL
Texas Instruments
TXN
$252B
$2.5M 0.03%
26,500
-95,000
-78% -$9.19M
HES
296
PUT
DELISTED
Hess
HES
$2.5M 0.03%
61,800
-169,500
-73% -$9.66M
FDS icon
297
CALL
Factset
FDS
$9.36B
$2.5M 0.03%
12,500
-1,000
-7% -$220K
SPY icon
298
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$2.49M 0.03%
9,955
-43,417
-81% -$11.7M
WPM icon
299
PUT
Wheaton Precious Metals
WPM
$49.5B
$2.48M 0.03%
127,000
+27,300
+27% +$466K
XME icon
300
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
$2.48M 0.03%
94,500
+83,700
+775% +$2.53M
10 11
12
13 14

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OAM
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NOCM
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TIM
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QIM
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RB
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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.