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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
DHI icon
426
CALL
D.R. Horton
DHI
$40B
$1.66M 0.02%
48,000
-109,900
-70% -$4.01M
HES
427
DELISTED
Hess
HES
$1.66M 0.02%
41,037
+33,489
+444% +$1.91M
AFL icon
428
PUT
Aflac
AFL
$64.9B
$1.65M 0.02%
36,300
+1,800
+5% +$80K
OIH icon
429
PUT
VanEck Oil Services ETF
OIH
$2.06B
$1.65M 0.02%
5,875
-5,915
-50% -$2.34M
MO icon
430
CALL
Altria Group
MO
$114B
$1.65M 0.02%
33,300
-140,300
-81% -$8.13M
TXN icon
431
PUT
Texas Instruments
TXN
$252B
$1.64M 0.02%
17,400
-101,200
-85% -$9.79M
ORCL icon
432
PUT
Oracle
ORCL
$374B
$1.63M 0.02%
36,200
-309,600
-90% -$14.8M
IJT icon
433
iShares S&P Small-Cap 600 Growth ETF
IJT
$8.26B
$1.63M 0.02%
+20,226
New +$1.8M
GDX icon
434
PUT
VanEck Gold Miners ETF
GDX
$22.6B
$1.63M 0.02%
77,300
-220,000
-74% -$4.31M
AVGO icon
435
PUT
Broadcom
AVGO
$1.85T
$1.63M 0.02%
64,000
-316,000
-83% -$7.46M
MDLZ icon
436
PUT
Mondelez International
MDLZ
$79.5B
$1.62M 0.02%
40,500
-333,300
-89% -$14.2M
AGNC icon
437
CALL
AGNC Investment
AGNC
$12.4B
$1.62M 0.02%
92,300
-300
-0.3% -$5.34K
CTXS
438
CALL
DELISTED
Citrix Systems Inc
CTXS
$1.62M 0.02%
15,800
+2,800
+22% +$296K
DE icon
439
PUT
Deere & Co
DE
$160B
$1.61M 0.02%
10,800
-33,200
-75% -$4.86M
CCL icon
440
CALL
Carnival Corporation Ltd
CCL
$38.1B
$1.61M 0.02%
32,600
-23,600
-42% -$1.35M
FDS icon
441
PUT
Factset
FDS
$9.36B
$1.6M 0.02%
8,000
-3,500
-30% -$771K
MO icon
442
PUT
Altria Group
MO
$114B
$1.6M 0.02%
32,400
-272,500
-89% -$15.8M
TRIP icon
443
CALL
TripAdvisor
TRIP
$1.65B
$1.6M 0.02%
29,600
+1,800
+6% +$99.7K
SPLK
444
CALL
DELISTED
Splunk Inc
SPLK
$1.59M 0.02%
15,200
-25,600
-63% -$2.59M
PFE icon
445
PUT
Pfizer
PFE
$143B
$1.59M 0.02%
38,471
-426,554
-92% -$17.7M
STT icon
446
CALL
State Street
STT
$50.6B
$1.59M 0.02%
25,200
-29,500
-54% -$2.11M
SWKS icon
447
PUT
Skyworks Solutions
SWKS
$9.37B
$1.59M 0.02%
23,700
-95,600
-80% -$7.38M
NOW icon
448
PUT
ServiceNow
NOW
$115B
$1.58M 0.02%
44,500
-79,000
-64% -$2.8M
HCA icon
449
CALL
HCA Healthcare
HCA
$87.2B
$1.58M 0.02%
12,700
-3,000
-19% -$403K
EWC icon
450
iShares MSCI Canada ETF
EWC
$6.13B
$1.57M 0.02%
65,687
+54,272
+475% +$1.43M
16 17
18
19 20

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NOCM
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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.