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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
XLI icon
101
PUT
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$8.66M 0.11%
134,400
+58,600
+77% +$4.15M
DE icon
102
CALL
Deere & Co
DE
$160B
$8.62M 0.11%
57,800
-4,300
-7% -$630K
AGN
103
CALL
DELISTED
Allergan plc
AGN
$8.51M 0.1%
63,700
-33,800
-35% -$5.54M
WBA
104
CALL
DELISTED
Walgreens Boots Alliance
WBA
$8.47M 0.1%
124,000
-121,100
-49% -$9.39M
MDT icon
105
CALL
Medtronic
MDT
$109B
$8.36M 0.1%
91,900
-120,600
-57% -$11.3M
CRM icon
106
PUT
Salesforce
CRM
$151B
$8.29M 0.1%
60,500
-115,300
-66% -$15.9M
TMO icon
107
CALL
Thermo Fisher Scientific
TMO
$213B
$8.19M 0.1%
36,600
+4,400
+14% +$1.03M
AFL icon
108
CALL
Aflac
AFL
$64.9B
$8.15M 0.1%
178,900
+46,500
+35% +$2.07M
COR icon
109
CALL
Cencora
COR
$60.6B
$8.13M 0.1%
109,300
-4,700
-4% -$405K
OEF icon
110
iShares S&P 100 ETF
OEF
$20.1B
$8.11M 0.1%
72,717
+70,344
+2,964% +$8.46M
KRE icon
111
PUT
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
$7.75M 0.09%
165,600
-41,500
-20% -$2.22M
BA icon
112
PUT
Boeing
BA
$171B
$7.45M 0.09%
23,100
-199,400
-90% -$68.9M
FXI icon
113
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$7.41M 0.09%
189,600
+15,300
+9% +$618K
PFE icon
114
CALL
Pfizer
PFE
$143B
$7.39M 0.09%
178,442
-459,544
-72% -$19.1M
MCD icon
115
CALL
McDonald's
MCD
$192B
$7.35M 0.09%
41,400
-25,800
-38% -$4.58M
GS icon
116
PUT
Goldman Sachs
GS
$300B
$7.3M 0.09%
43,700
-207,300
-83% -$41.8M
IBB icon
117
iShares Biotechnology ETF
IBB
$9.34B
$7.29M 0.09%
75,618
+65,900
+678% +$6.99M
ABBV icon
118
PUT
AbbVie
ABBV
$443B
$7.27M 0.09%
78,900
-72,700
-48% -$6.39M
PEP icon
119
CALL
PepsiCo
PEP
$190B
$7.21M 0.09%
65,300
-127,900
-66% -$14.4M
REGN icon
120
CALL
Regeneron Pharmaceuticals
REGN
$78.5B
$7.17M 0.09%
19,200
-7,300
-28% -$2.67M
IBM icon
121
CALL
IBM
IBM
$211B
$7.07M 0.09%
65,061
-154,494
-70% -$18.5M
ADBE icon
122
PUT
Adobe
ADBE
$99.5B
$7.06M 0.09%
31,200
-99,500
-76% -$24M
ADBE icon
123
CALL
Adobe
ADBE
$99.5B
$7.04M 0.09%
31,100
-48,800
-61% -$11.8M
CRM icon
124
CALL
Salesforce
CRM
$151B
$7.03M 0.09%
51,300
-41,200
-45% -$5.67M
MMM icon
125
PUT
3M
MMM
$90.9B
$6.96M 0.08%
43,654
-252,236
-85% -$41.9M
3 4
5
6 7

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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.