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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
XLP icon
126
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$6.94M 0.08%
136,623
+4,677
+4% +$254K
MRK icon
127
PUT
Merck
MRK
$322B
$6.9M 0.08%
94,634
-113,080
-54% -$7.98M
V icon
128
PUT
Visa
V
$684B
$6.77M 0.08%
51,300
-81,300
-61% -$11.2M
DUK icon
129
CALL
Duke Energy
DUK
$97.8B
$6.65M 0.08%
77,100
-58,500
-43% -$4.98M
PNC icon
130
CALL
PNC Financial Services
PNC
$99.7B
$6.56M 0.08%
56,100
+14,500
+35% +$1.85M
LLY icon
131
CALL
Eli Lilly
LLY
$1.02T
$6.54M 0.08%
56,500
-38,900
-41% -$4.35M
GILD icon
132
CALL
Gilead Sciences
GILD
$162B
$6.52M 0.08%
104,200
-53,300
-34% -$3.73M
DEO icon
133
CALL
Diageo
DEO
$49B
$6.45M 0.08%
45,500
-9,600
-17% -$1.35M
BIDU icon
134
PUT
Baidu
BIDU
$37.7B
$6.38M 0.08%
40,200
-52,400
-57% -$9.77M
MS icon
135
CALL
Morgan Stanley
MS
$331B
$6.35M 0.08%
160,200
-30,900
-16% -$1.35M
IWN icon
136
iShares Russell 2000 Value ETF
IWN
$14.3B
$6.33M 0.08%
58,843
+32,273
+121% +$3.88M
CSX icon
137
CALL
CSX Corp
CSX
$93.4B
$6.28M 0.08%
303,000
-175,800
-37% -$4.04M
COF icon
138
CALL
Capital One
COF
$128B
$6.25M 0.08%
82,700
+14,100
+21% +$1.22M
MU icon
139
CALL
Micron Technology
MU
$930B
$6.25M 0.08%
197,000
+38,300
+24% +$1.45M
BRK.B icon
140
PUT
Berkshire Hathaway Class B
BRK.B
$1.1T
$6.08M 0.07%
29,800
-7,400
-20% -$1.55M
COP icon
141
PUT
ConocoPhillips
COP
$147B
$6.01M 0.07%
96,400
-141,500
-59% -$9.63M
BIIB icon
142
CALL
Biogen
BIIB
$30B
$5.99M 0.07%
19,900
-20,300
-50% -$6.48M
ABT icon
143
CALL
Abbott
ABT
$183B
$5.98M 0.07%
82,700
-198,000
-71% -$13.9M
ETN icon
144
CALL
Eaton
ETN
$161B
$5.91M 0.07%
86,100
-52,300
-38% -$3.91M
TWTR
145
CALL
DELISTED
Twitter, Inc.
TWTR
$5.84M 0.07%
203,200
-168,400
-45% -$5.28M
LMT icon
146
CALL
Lockheed Martin
LMT
$134B
$5.84M 0.07%
22,300
– –
WMT icon
147
PUT
Walmart Inc
WMT
$885B
$5.64M 0.07%
181,500
-717,600
-80% -$23M
MS icon
148
PUT
Morgan Stanley
MS
$331B
$5.58M 0.07%
140,700
-267,200
-66% -$11.7M
COST icon
149
CALL
Costco
COST
$422B
$5.52M 0.07%
27,100
-61,900
-70% -$13.8M
SBUX icon
150
CALL
Starbucks
SBUX
$120B
$5.4M 0.07%
83,900
+13,000
+18% +$814K
4 5
6
7 8

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NOCM
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QIM
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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.