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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
HPQ icon
476
HP
HPQ
$24.7B
$1.49M 0.02%
72,821
+50,820
+231% +$1.19M
DPZ icon
477
PUT
Domino's
DPZ
$12B
$1.49M 0.02%
6,000
+3,300
+122% +$869K
WMB icon
478
CALL
Williams Companies
WMB
$86.6B
$1.49M 0.02%
67,500
-252,300
-79% -$6.31M
KMX icon
479
CALL
CarMax
KMX
$8.21B
$1.49M 0.02%
23,700
-23,700
-50% -$1.56M
ITW icon
480
PUT
Illinois Tool Works
ITW
$82.3B
$1.48M 0.02%
11,700
-17,100
-59% -$2.25M
MET icon
481
MetLife
MET
$61.9B
$1.48M 0.02%
36,061
+2,684
+8% +$115K
BID
482
CALL
DELISTED
Sotheby's
BID
$1.48M 0.02%
37,200
-13,700
-27% -$559K
EWW icon
483
PUT
iShares MSCI Mexico ETF
EWW
$1.96B
$1.47M 0.02%
35,700
+1,800
+5% +$78.3K
TWTR
484
PUT
DELISTED
Twitter, Inc.
TWTR
$1.47M 0.02%
51,100
-155,400
-75% -$4.87M
CDC icon
485
VictoryShares US EQ Income Enhanced Volatility Wtd ETF
CDC
$740M
$1.47M 0.02%
+34,743
New +$1.58M
CELG
486
PUT
DELISTED
Celgene Corp
CELG
$1.47M 0.02%
22,900
-118,900
-84% -$8.78M
TFC icon
487
CALL
Truist Financial
TFC
$62.7B
$1.46M 0.02%
33,600
-19,100
-36% -$917K
BHC icon
488
CALL
Bausch Health
BHC
$2.57B
$1.45M 0.02%
78,700
+100
+0.1% +$2.38K
OIH icon
489
CALL
VanEck Oil Services ETF
OIH
$1.9B
$1.45M 0.02%
5,180
-4,330
-46% -$1.71M
PH icon
490
PUT
Parker-Hannifin
PH
$124B
$1.45M 0.02%
9,700
-17,400
-64% -$2.82M
XYZ
491
PUT
Block Inc
XYZ
$48.3B
$1.45M 0.02%
25,800
-27,800
-52% -$1.96M
FXN icon
492
First Trust Energy AlphaDEX Fund
FXN
$378M
$1.44M 0.02%
+125,109
New +$1.83M
HOG icon
493
CALL
Harley-Davidson
HOG
$2.65B
$1.44M 0.02%
42,100
-53,200
-56% -$2.09M
NTES icon
494
CALL
NetEase
NTES
$84.4B
$1.44M 0.02%
30,500
-89,500
-75% -$4.04M
SPOT icon
495
CALL
Spotify
SPOT
$100B
$1.42M 0.02%
12,500
-6,600
-35% -$922K
UAL icon
496
PUT
United Airlines
UAL
$41.4B
$1.42M 0.02%
16,900
-82,600
-83% -$7.26M
HSBC icon
497
CALL
HSBC
HSBC
$369B
$1.41M 0.02%
35,680
+16,261
+84% +$651K
COP icon
498
ConocoPhillips
COP
$145B
$1.41M 0.02%
+22,621
New +$1.54M
NVS icon
499
Novartis
NVS
$292B
$1.41M 0.02%
18,267
+444
+2% +$34.6K
LII icon
500
CALL
Lennox International
LII
$14.7B
$1.4M 0.02%
6,400
-400
-6% -$84.5K
18 19
20
21 22

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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.