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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
YUM icon
526
Yum! Brands
YUM
$40.7B
$1.31M 0.02%
+14,269
New +$1.28M
DHR icon
527
Danaher
DHR
$139B
$1.3M 0.02%
+14,280
New +$1.3M
MCK icon
528
PUT
McKesson
MCK
$99.6B
$1.3M 0.02%
11,800
-3,300
-22% -$412K
PANW icon
529
Palo Alto Networks
PANW
$280B
$1.3M 0.02%
41,496
+26,940
+185% +$840K
FLR icon
530
CALL
Fluor
FLR
$7.06B
$1.3M 0.02%
40,400
-71,700
-64% -$3.09M
APC
531
PUT
DELISTED
Anadarko Petroleum
APC
$1.3M 0.02%
29,600
-168,200
-85% -$9.49M
CP icon
532
PUT
Canadian Pacific Kansas City
CP
$78.4B
$1.3M 0.02%
36,500
+1,500
+4% +$60K
LOW icon
533
CALL
Lowe's Companies
LOW
$117B
$1.29M 0.02%
14,000
-107,500
-88% -$10.4M
WELL icon
534
CALL
Welltower
WELL
$168B
$1.28M 0.02%
18,500
-18,100
-49% -$1.23M
VRTX icon
535
PUT
Vertex Pharmaceuticals
VRTX
$120B
$1.28M 0.02%
7,700
-14,000
-65% -$2.43M
LVS icon
536
PUT
Las Vegas Sands
LVS
$30.3B
$1.27M 0.02%
24,500
-50,700
-67% -$2.75M
BSX icon
537
CALL
Boston Scientific
BSX
$71.5B
$1.27M 0.02%
36,000
+2,300
+7% +$83.4K
CNQ icon
538
CALL
Canadian Natural Resources
CNQ
$97B
$1.26M 0.02%
107,001
+82,701
+340% +$1.11M
PYPL icon
539
PayPal
PYPL
$49.2B
$1.26M 0.02%
15,030
-27
-0.2% -$2.25K
ADI icon
540
CALL
Analog Devices
ADI
$177B
$1.26M 0.02%
14,700
-4,200
-22% -$363K
MAR icon
541
PUT
Marriott International
MAR
$91.7B
$1.26M 0.02%
11,600
-4,800
-29% -$551K
CMI icon
542
PUT
Cummins
CMI
$89.6B
$1.26M 0.02%
9,400
-60,500
-87% -$8.54M
MTUM icon
543
iShares MSCI USA Momentum Factor ETF
MTUM
$25.6B
$1.26M 0.02%
+12,535
New +$1.34M
BMY icon
544
PUT
Bristol-Myers Squibb
BMY
$133B
$1.25M 0.02%
24,100
-93,500
-80% -$5.02M
MS icon
545
Morgan Stanley
MS
$330B
$1.25M 0.02%
31,562
-98,131
-76% -$4.28M
PRU icon
546
PUT
Prudential Financial
PRU
$42.8B
$1.25M 0.02%
15,300
-42,500
-74% -$3.91M
NVDA icon
547
NVIDIA
NVDA
$5.04T
$1.25M 0.02%
+373,040
New +$1.78M
MUR icon
548
CALL
Murphy Oil
MUR
$5.55B
$1.24M 0.02%
53,000
-7,000
-12% -$215K
BAX icon
549
CALL
Baxter International
BAX
$14.4B
$1.24M 0.02%
18,800
-67,900
-78% -$4.56M
SH icon
550
ProShares Short S&P500
SH
$914M
$1.24M 0.02%
+9,868
New +$1.16M
20 21
22
23 24

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OAM
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NOCM
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TIM
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QIM
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RB
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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.