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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
TIF
501
PUT
DELISTED
Tiffany & Co.
TIF
$1.4M 0.02%
17,400
-600
-3% -$61.1K
MCO icon
502
CALL
Moody's
MCO
$83.1B
$1.39M 0.02%
9,900
-14,000
-59% -$2.11M
ED icon
503
PUT
Consolidated Edison
ED
$39.8B
$1.38M 0.02%
18,100
-17,000
-48% -$1.33M
APA icon
504
APA Corp
APA
$13.1B
$1.38M 0.02%
+52,678
New +$1.94M
FL
505
CALL
DELISTED
Foot Locker
FL
$1.38M 0.02%
26,000
+5,000
+24% +$251K
GSK icon
506
GSK
GSK
$103B
$1.37M 0.02%
+28,721
New +$1.41M
SBUX icon
507
Starbucks
SBUX
$119B
$1.37M 0.02%
21,300
+16,904
+385% +$1.06M
BXP icon
508
Boston Properties
BXP
$11.2B
$1.37M 0.02%
12,154
+6,534
+116% +$791K
RH icon
509
CALL
RH
RH
$3.23B
$1.37M 0.02%
11,400
-14,200
-55% -$1.71M
ETR icon
510
CALL
Entergy
ETR
$50.3B
$1.36M 0.02%
31,600
– –
FPE icon
511
First Trust Preferred Securities and Income ETF
FPE
$6.34B
$1.36M 0.02%
+75,748
New +$1.4M
FV icon
512
First Trust Dorsey Wright Focus 5 ETF
FV
$3.64B
$1.36M 0.02%
+53,874
New +$1.47M
TT icon
513
PUT
Trane Technologies
TT
$102B
$1.36M 0.02%
14,900
-11,800
-44% -$1.16M
DG icon
514
Dollar General
DG
$28.2B
$1.36M 0.02%
12,565
-7,778
-38% -$842K
ADP icon
515
CALL
Automatic Data Processing
ADP
$107B
$1.35M 0.02%
10,300
-29,200
-74% -$4.12M
A icon
516
CALL
Agilent Technologies
A
$39.3B
$1.35M 0.02%
20,000
-22,900
-53% -$1.54M
SLB icon
517
PUT
SLB Ltd
SLB
$73.1B
$1.35M 0.02%
37,400
-451,900
-92% -$22.3M
TJX icon
518
CALL
TJX Companies
TJX
$172B
$1.35M 0.02%
30,100
-24,900
-45% -$1.26M
DLR icon
519
CALL
Digital Realty Trust
DLR
$71.1B
$1.34M 0.02%
12,600
-26,200
-68% -$2.9M
RF icon
520
Regions Financial
RF
$26.7B
$1.34M 0.02%
100,408
+78,844
+366% +$1.27M
XOP icon
521
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.69B
$1.33M 0.02%
+12,561
New +$1.76M
DHR icon
522
PUT
Danaher
DHR
$139B
$1.33M 0.02%
14,551
-5,415
-27% -$492K
RY icon
523
PUT
Royal Bank of Canada
RY
$292B
$1.32M 0.02%
19,300
+6,700
+53% +$489K
HLT icon
524
CALL
Hilton Worldwide
HLT
$70.6B
$1.32M 0.02%
+18,400
New +$1.33M
LULU icon
525
CALL
lululemon athletica
LULU
$13.8B
$1.31M 0.02%
10,800
-11,800
-52% -$1.58M
19 20
21
22 23

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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.