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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
DDS icon
376
CALL
Dillards
DDS
$9.19B
$1.94M 0.02%
32,200
+15,500
+93% +$1.07M
PNC icon
377
PUT
PNC Financial Services
PNC
$99.7B
$1.94M 0.02%
16,600
-2,200
-12% -$281K
TTE icon
378
CALL
TotalEnergies
TTE
$195B
$1.94M 0.02%
37,200
-41,000
-52% -$2.35M
UPS icon
379
PUT
United Parcel Service
UPS
$88.6B
$1.94M 0.02%
19,900
-127,400
-86% -$13.8M
PANW icon
380
CALL
Palo Alto Networks
PANW
$270B
$1.94M 0.02%
61,800
-128,400
-68% -$4M
A icon
381
PUT
Agilent Technologies
A
$39.1B
$1.93M 0.02%
28,600
-25,800
-47% -$1.74M
FAST icon
382
CALL
Fastenal
FAST
$54.7B
$1.92M 0.02%
147,200
+800
+0.5% +$10.8K
KHC icon
383
CALL
Kraft Heinz
KHC
$30.7B
$1.92M 0.02%
44,600
-16,800
-27% -$870K
KRE icon
384
State Street SPDR S&P Regional Banking ETF
KRE
$4.63B
$1.9M 0.02%
40,632
+36,269
+831% +$1.94M
LH icon
385
CALL
Labcorp
LH
$25B
$1.9M 0.02%
17,460
+8,614
+97% +$1.15M
BIDU icon
386
Baidu
BIDU
$37.7B
$1.89M 0.02%
11,939
+7,762
+186% +$1.45M
BA icon
387
Boeing
BA
$171B
$1.89M 0.02%
5,846
+143
+3% +$49.4K
AMAT icon
388
CALL
Applied Materials
AMAT
$403B
$1.88M 0.02%
57,400
-121,700
-68% -$4.17M
GE icon
389
CALL
GE Aerospace
GE
$374B
$1.87M 0.02%
51,435
-31,300
-38% -$1.41M
URI icon
390
PUT
United Rentals
URI
$67.2B
$1.87M 0.02%
+18,200
New +$2.19M
DEO icon
391
PUT
Diageo
DEO
$49B
$1.86M 0.02%
13,100
-36,500
-74% -$5.13M
TMO icon
392
PUT
Thermo Fisher Scientific
TMO
$213B
$1.86M 0.02%
8,300
-12,300
-60% -$2.89M
WYNN icon
393
PUT
Wynn Resorts
WYNN
$10.3B
$1.85M 0.02%
18,700
+7,200
+63% +$777K
XLU icon
394
State Street Utilities Select Sector SPDR ETF
XLU
$22.9B
$1.84M 0.02%
69,580
+50,378
+262% +$1.37M
AAL icon
395
CALL
American Airlines Group
AAL
$10.1B
$1.83M 0.02%
57,000
-220,300
-79% -$7.67M
LNG icon
396
CALL
Cheniere Energy
LNG
$55.2B
$1.83M 0.02%
+30,900
New +$1.9M
TT icon
397
CALL
Trane Technologies
TT
$100B
$1.82M 0.02%
20,000
+6,000
+43% +$590K
BBY icon
398
CALL
Best Buy
BBY
$18.2B
$1.82M 0.02%
34,400
-19,200
-36% -$1.25M
NOV icon
399
CALL
NOV
NOV
$6.93B
$1.82M 0.02%
70,900
-39,400
-36% -$1.36M
PH icon
400
CALL
Parker-Hannifin
PH
$123B
$1.82M 0.02%
12,200
-10,500
-46% -$1.7M
14 15
16
17 18

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NOCM
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QIM
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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.