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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
CAT icon
401
Caterpillar
CAT
$375B
$1.82M 0.02%
14,296
-5,418
-27% -$705K
MDT icon
402
PUT
Medtronic
MDT
$109B
$1.81M 0.02%
19,900
-131,500
-87% -$12.3M
BIIB icon
403
PUT
Biogen
BIIB
$30B
$1.81M 0.02%
6,000
-36,900
-86% -$11.8M
UNP icon
404
Union Pacific
UNP
$174B
$1.8M 0.02%
+12,998
New +$1.93M
AMTD
405
PUT
DELISTED
TD Ameritrade Holding Corp
AMTD
$1.8M 0.02%
36,700
+14,300
+64% +$728K
VRSN icon
406
CALL
VeriSign
VRSN
$26.2B
$1.79M 0.02%
12,100
+6,900
+133% +$1.03M
SYF icon
407
CALL
Synchrony
SYF
$24.7B
$1.78M 0.02%
76,100
+52,100
+217% +$1.41M
VEA icon
408
Vanguard FTSE Developed Markets ETF
VEA
$229B
$1.78M 0.02%
48,022
+18,779
+64% +$743K
CL icon
409
Colgate-Palmolive
CL
$73.1B
$1.77M 0.02%
29,828
-37,108
-55% -$2.32M
BNDX icon
410
Vanguard Total International Bond ETF
BNDX
$81.9B
$1.77M 0.02%
32,705
+13,743
+72% +$750K
CL icon
411
CALL
Colgate-Palmolive
CL
$73.1B
$1.77M 0.02%
29,800
-1,700
-5% -$106K
IAT icon
412
iShares US Regional Banks ETF
IAT
$674M
$1.77M 0.02%
44,444
+35,311
+387% +$1.6M
TSN icon
413
CALL
Tyson Foods
TSN
$20.4B
$1.75M 0.02%
32,800
-10,700
-25% -$629K
GSK icon
414
PUT
GSK
GSK
$104B
$1.75M 0.02%
36,640
-72,880
-67% -$3.59M
GPC icon
415
CALL
Genuine Parts
GPC
$17.1B
$1.75M 0.02%
18,200
-15,900
-47% -$1.57M
FXR icon
416
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$728M
$1.74M 0.02%
+51,086
New +$1.92M
NTES icon
417
PUT
NetEase
NTES
$85.3B
$1.74M 0.02%
37,000
-52,500
-59% -$2.37M
TSLA icon
418
Tesla
TSLA
$1.23T
$1.73M 0.02%
+78,135
New +$1.68M
XRT icon
419
PUT
State Street SPDR S&P Retail ETF
XRT
$449M
$1.73M 0.02%
42,300
-4,000
-9% -$183K
LULU icon
420
PUT
lululemon athletica
LULU
$13.5B
$1.7M 0.02%
14,000
-13,300
-49% -$1.78M
ULTA icon
421
CALL
Ulta Beauty
ULTA
$22B
$1.69M 0.02%
6,900
-10,100
-59% -$2.79M
HAL icon
422
PUT
Halliburton
HAL
$26.9B
$1.69M 0.02%
63,500
-404,800
-86% -$13.7M
FDN icon
423
First Trust Dow Jones Internet Index Fund ETF
FDN
$5.18B
$1.68M 0.02%
+14,410
New +$1.79M
EPD icon
424
PUT
Enterprise Products Partners
EPD
$82.3B
$1.68M 0.02%
68,100
-6,600
-9% -$177K
TTE icon
425
PUT
TotalEnergies
TTE
$195B
$1.68M 0.02%
32,100
– –
15 16
17
18 19

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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.