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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
GDX icon
451
CALL
VanEck Gold Miners ETF
GDX
$22.9B
$1.57M 0.02%
74,500
-353,600
-83% -$6.93M
CERN
452
CALL
DELISTED
Cerner Corp
CERN
$1.56M 0.02%
29,800
-8,800
-23% -$510K
VCIT icon
453
Vanguard Intermediate-Term Corporate Bond ETF
VCIT
$66.1B
$1.56M 0.02%
18,780
+9,403
+100% +$775K
APTV icon
454
CALL
Aptiv
APTV
$12B
$1.55M 0.02%
25,200
-1,800
-7% -$130K
WPM icon
455
CALL
Wheaton Precious Metals
WPM
$50B
$1.55M 0.02%
79,300
-57,300
-42% -$977K
GSK icon
456
CALL
GSK
GSK
$103B
$1.55M 0.02%
32,400
-107,840
-77% -$5.31M
MOS icon
457
PUT
The Mosaic Company
MOS
$6.92B
$1.55M 0.02%
53,000
+4,100
+8% +$135K
LIN icon
458
Linde
LIN
$222B
$1.55M 0.02%
+9,908
New +$1.57M
CMA
459
DELISTED
Comerica
CMA
$1.54M 0.02%
+22,473
New +$1.79M
UUP icon
460
Invesco DB US Dollar Index Bullish Fund
UUP
$424M
$1.54M 0.02%
60,433
+10,214
+20% +$262K
SRE icon
461
CALL
Sempra
SRE
$57.6B
$1.54M 0.02%
+28,400
New +$1.62M
WFC icon
462
PUT
Wells Fargo
WFC
$262B
$1.53M 0.02%
33,300
-309,200
-90% -$15.8M
BDX icon
463
PUT
Becton Dickinson
BDX
$46.4B
$1.53M 0.02%
6,970
-4,715
-40% -$1.09M
MRSH
464
Marsh
MRSH
$91.2B
$1.53M 0.02%
19,197
-6,039
-24% -$503K
BUD icon
465
AB InBev
BUD
$166B
$1.52M 0.02%
23,157
-12,876
-36% -$985K
HON icon
466
Honeywell
HON
$77.8B
$1.52M 0.02%
+12,221
New +$1.67M
APD icon
467
PUT
Air Products & Chemicals
APD
$64.9B
$1.52M 0.02%
9,500
-4,700
-33% -$745K
HPQ icon
468
PUT
HP
HPQ
$24.7B
$1.52M 0.02%
74,200
-324,400
-81% -$7.57M
CMA
469
CALL
DELISTED
Comerica
CMA
$1.51M 0.02%
22,000
+13,500
+159% +$1.07M
AZO icon
470
CALL
AutoZone
AZO
$48.9B
$1.51M 0.02%
1,800
-4,200
-70% -$3.37M
CMCSA icon
471
CALL
Comcast
CMCSA
$87.4B
$1.51M 0.02%
44,300
-4,600
-9% -$168K
FAS icon
472
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.38B
$1.5M 0.02%
33,600
-66,600
-66% -$3.83M
EWZ icon
473
PUT
iShares MSCI Brazil ETF
EWZ
$9.21B
$1.5M 0.02%
39,200
-424,200
-92% -$16.4M
COR icon
474
PUT
Cencora
COR
$60.4B
$1.5M 0.02%
20,100
-26,700
-57% -$2.3M
PGX icon
475
Invesco Preferred ETF
PGX
$3.81B
$1.49M 0.02%
110,830
+36,549
+49% +$504K
17 18
19
20 21

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NOCM
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TIM
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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.