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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
MCHP icon
851
PUT
Microchip Technology
MCHP
$40.8B
$647K 0.01%
18,000
-32,600
-64% -$1.15M
SAP icon
852
PUT
SAP
SAP
$219B
$647K 0.01%
6,500
-27,000
-81% -$2.87M
Z icon
853
CALL
Zillow
Z
$8.04B
$647K 0.01%
20,500
-13,300
-39% -$472K
MLCO icon
854
Melco Resorts & Entertainment
MLCO
$2.17B
$645K 0.01%
36,627
+27,055
+283% +$482K
EXPE icon
855
PUT
Expedia Group
EXPE
$35.8B
$642K 0.01%
5,700
-57,400
-91% -$6.87M
DLTR icon
856
CALL
Dollar Tree
DLTR
$24.9B
$641K 0.01%
7,100
-35,900
-83% -$3.03M
RL icon
857
PUT
Ralph Lauren
RL
$22.6B
$641K 0.01%
6,200
+1,200
+24% +$141K
WSM icon
858
CALL
Williams-Sonoma
WSM
$28.2B
$641K 0.01%
25,400
+12,200
+92% +$349K
RWJ icon
859
Invesco S&P SmallCap 600 Revenue ETF
RWJ
$2.1B
$640K 0.01%
+33,489
New +$739K
FDS icon
860
Factset
FDS
$9.59B
$639K 0.01%
+3,192
New +$703K
CHK
861
DELISTED
Chesapeake Energy Corporation
CHK
$639K 0.01%
1,522
+1,270
+504% +$874K
ANGL icon
862
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3.04B
$637K 0.01%
+23,892
New +$665K
EL icon
863
PUT
Estee Lauder
EL
$30.6B
$637K 0.01%
4,900
-11,100
-69% -$1.51M
ZTS icon
864
PUT
Zoetis
ZTS
$32.3B
$633K 0.01%
7,400
-900
-11% -$81.1K
PSL icon
865
Invesco Dorsey Wright Consumer Staples Momentum ETF
PSL
$84.7M
$632K 0.01%
+9,677
New +$679K
URI icon
866
United Rentals
URI
$69.5B
$632K 0.01%
6,168
+4,107
+199% +$495K
RHT
867
PUT
DELISTED
Red Hat Inc
RHT
$632K 0.01%
3,600
-30,500
-89% -$4.83M
XHS icon
868
State Street SPDR S&P Health Care Services ETF
XHS
$207M
$629K 0.01%
+10,053
New +$717K
D icon
869
Dominion Energy
D
$60.5B
$627K 0.01%
8,772
+1,449
+20% +$106K
DECK icon
870
CALL
Deckers Outdoor
DECK
$13.6B
$627K 0.01%
29,400
+15,000
+104% +$304K
NTAP icon
871
PUT
NetApp
NTAP
$35.9B
$627K 0.01%
10,500
-9,900
-49% -$712K
TNA icon
872
PUT
Direxion Daily Small Cap Bull 3x ETF
TNA
$1.38B
$627K 0.01%
14,900
+5,200
+54% +$318K
VFH icon
873
Vanguard Financials ETF
VFH
$13.6B
$627K 0.01%
+10,556
New +$685K
AAPL icon
874
Apple
AAPL
$4.43T
$625K 0.01%
15,840
+6,848
+76% +$332K
BHC icon
875
Bausch Health
BHC
$2.62B
$624K 0.01%
+33,762
New +$803K
33 34
35
36 37

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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NEPWA
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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.