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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
PYPL icon
351
PUT
PayPal
PYPL
$48.9B
$2.08M 0.03%
24,800
-134,000
-84% -$11.2M
HPQ icon
352
CALL
HP
HPQ
$24.9B
$2.08M 0.03%
101,700
-191,100
-65% -$4.46M
PVH icon
353
CALL
PVH
PVH
$4B
$2.07M 0.03%
22,300
+4,300
+24% +$492K
VRTX icon
354
CALL
Vertex Pharmaceuticals
VRTX
$121B
$2.07M 0.03%
12,500
-20,800
-62% -$3.6M
SPXL icon
355
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$6.72B
$2.06M 0.03%
62,773
+16,682
+36% +$711K
XLY icon
356
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$2.06M 0.03%
+41,608
New +$2.2M
MOS icon
357
CALL
The Mosaic Company
MOS
$7.03B
$2.05M 0.03%
70,300
-44,300
-39% -$1.46M
MTB icon
358
CALL
M&T Bank
MTB
$35.7B
$2.05M 0.03%
14,300
-20,100
-58% -$3.21M
ROST icon
359
PUT
Ross Stores
ROST
$80.5B
$2.05M 0.03%
24,600
+3,100
+14% +$281K
SO icon
360
CALL
Southern Company
SO
$109B
$2.04M 0.02%
46,500
-29,400
-39% -$1.34M
NKE icon
361
CALL
Nike
NKE
$61.9B
$2.02M 0.02%
27,300
-83,500
-75% -$6.25M
JNJ icon
362
Johnson & Johnson
JNJ
$618B
$2.02M 0.02%
+15,629
New +$2.18M
EMR icon
363
CALL
Emerson Electric
EMR
$83.9B
$2.01M 0.02%
33,700
-19,700
-37% -$1.33M
AMD icon
364
PUT
Advanced Micro Devices
AMD
$776B
$2.01M 0.02%
109,000
+14,600
+15% +$316K
CCI icon
365
CALL
Crown Castle
CCI
$33.3B
$2.01M 0.02%
18,500
-33,400
-64% -$3.67M
W icon
366
CALL
Wayfair
W
$11.2B
$2.01M 0.02%
22,300
+5,900
+36% +$621K
JOYY
367
CALL
JOYY Inc
JOYY
$3.71B
$2M 0.02%
33,500
-26,700
-44% -$1.74M
AEM icon
368
PUT
Agnico Eagle Mines
AEM
$73.6B
$2M 0.02%
49,600
-4,200
-8% -$155K
QRVO icon
369
CALL
Qorvo
QRVO
$7.99B
$1.99M 0.02%
32,700
+7,600
+30% +$511K
SSO icon
370
ProShares Ultra S&P500
SSO
$7.87B
$1.98M 0.02%
170,904
+85,544
+100% +$1.16M
PII icon
371
CALL
Polaris
PII
$3.82B
$1.97M 0.02%
25,700
+700
+3% +$62.9K
VTIP icon
372
Vanguard Short-Term Inflation-Protected Securities Index Fund
VTIP
$19.1B
$1.97M 0.02%
41,136
+22,497
+121% +$1.08M
DVY icon
373
CALL
iShares Select Dividend ETF
DVY
$23.5B
$1.97M 0.02%
22,000
-3,200
-13% -$306K
CI icon
374
CALL
Cigna
CI
$73.7B
$1.96M 0.02%
10,300
-2,600
-20% -$542K
ADSK icon
375
CALL
Autodesk
ADSK
$49.5B
$1.94M 0.02%
15,100
-19,200
-56% -$2.59M
13 14
15
16 17

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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.