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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
SU icon
551
CALL
Suncor Energy
SU
$77.6B
$1.24M 0.02%
44,200
+8,300
+23% +$276K
SHAK icon
552
CALL
Shake Shack
SHAK
$2.6B
$1.23M 0.02%
27,100
+16,300
+151% +$841K
MPC icon
553
Marathon Petroleum
MPC
$89.6B
$1.23M 0.02%
20,806
-34,121
-62% -$2.33M
VOX icon
554
Vanguard Communication Services ETF
VOX
$5.79B
$1.23M 0.02%
+16,569
New +$1.32M
APA icon
555
PUT
APA Corp
APA
$13B
$1.22M 0.01%
46,600
-103,800
-69% -$3.83M
DG icon
556
CALL
Dollar General
DG
$28.3B
$1.22M 0.01%
11,300
+5,800
+105% +$628K
SCHW
557
PUT
Charles Schwab
SCHW
$184B
$1.22M 0.01%
+29,300
New +$1.33M
XHB icon
558
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.49B
$1.22M 0.01%
37,400
+12,100
+48% +$416K
XOM icon
559
ExxonMobil
XOM
$642B
$1.21M 0.01%
17,793
+550
+3% +$43.2K
WSM icon
560
PUT
Williams-Sonoma
WSM
$28.3B
$1.21M 0.01%
48,000
+28,400
+145% +$812K
CCEP icon
561
CALL
Coca-Cola Europacific Partners
CCEP
$47.6B
$1.21M 0.01%
26,400
+16,100
+156% +$745K
VRP icon
562
Invesco Variable Rate Preferred ETF
VRP
$3.01B
$1.21M 0.01%
+52,959
New +$1.27M
ALL icon
563
CALL
Allstate
ALL
$67.4B
$1.21M 0.01%
14,600
-12,700
-47% -$1.14M
BIV icon
564
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$1.21M 0.01%
14,828
+10,752
+264% +$861K
IYW icon
565
iShares US Technology ETF
IYW
$24.2B
$1.2M 0.01%
30,088
+21,508
+251% +$931K
KBH icon
566
PUT
KB Home
KBH
$3.44B
$1.2M 0.01%
62,900
-4,400
-7% -$90.3K
XLB icon
567
State Street Materials Select Sector SPDR ETF
XLB
$8.35B
$1.19M 0.01%
+47,054
New +$1.25M
SJNK icon
568
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.74B
$1.19M 0.01%
45,541
+29,170
+178% +$783K
DLTR icon
569
Dollar Tree
DLTR
$25B
$1.18M 0.01%
13,070
+3,650
+39% +$308K
HP icon
570
CALL
Helmerich & Payne
HP
$3.4B
$1.17M 0.01%
24,400
-4,700
-16% -$289K
WMB icon
571
Williams Companies
WMB
$86.1B
$1.17M 0.01%
53,008
+43,880
+481% +$1.1M
XEL icon
572
Xcel Energy
XEL
$48.3B
$1.16M 0.01%
23,586
+17,771
+306% +$891K
EXPD icon
573
CALL
Expeditors International
EXPD
$22.1B
$1.16M 0.01%
17,000
-10,700
-39% -$751K
EPC icon
574
CALL
Edgewell Personal Care
EPC
$1.28B
$1.15M 0.01%
30,900
-2,200
-7% -$96K
RSPN icon
575
Invesco S&P 500 Equal Weight Industrials ETF
RSPN
$1.12B
$1.15M 0.01%
+55,885
New +$1.27M
21 22
23
24 25

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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.