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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
BLK icon
151
PUT
Blackrock
BLK
$169B
$5.38M 0.07%
13,700
-10,500
-43% -$4.3M
UPS icon
152
CALL
United Parcel Service
UPS
$88.6B
$5.37M 0.07%
55,100
-304,900
-85% -$33.1M
XLP icon
153
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$5.35M 0.07%
105,400
+92,400
+711% +$5.01M
IWO icon
154
iShares Russell 2000 Growth ETF
IWO
$14.3B
$5.32M 0.06%
+31,643
New +$5.9M
JNK icon
155
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$5.24M 0.06%
52,022
+36,631
+238% +$3.83M
ISRG icon
156
PUT
Intuitive Surgical
ISRG
$127B
$5.17M 0.06%
32,400
-27,900
-46% -$4.73M
PG icon
157
PUT
Procter & Gamble
PG
$336B
$5.08M 0.06%
55,300
-146,100
-73% -$13.1M
UNH icon
158
PUT
UnitedHealth
UNH
$376B
$5.08M 0.06%
20,400
-22,500
-52% -$5.94M
GD icon
159
CALL
General Dynamics
GD
$104B
$5.06M 0.06%
32,200
-31,400
-49% -$5.63M
HON icon
160
CALL
Honeywell
HON
$77B
$5.03M 0.06%
40,424
-58,099
-59% -$7.93M
UNP icon
161
PUT
Union Pacific
UNP
$174B
$5M 0.06%
36,200
-186,300
-84% -$27.6M
APA icon
162
CALL
APA Corp
APA
$13.2B
$4.93M 0.06%
188,000
-36,700
-16% -$1.35M
META icon
163
Meta Platforms (Facebook)
META
$1.42T
$4.91M 0.06%
37,416
+14,708
+65% +$2.13M
CVS icon
164
CALL
CVS Health
CVS
$133B
$4.88M 0.06%
74,500
-32,400
-30% -$2.42M
CMG icon
165
PUT
Chipotle Mexican Grill
CMG
$47.2B
$4.84M 0.06%
560,000
-1,025,000
-65% -$9.27M
ED icon
166
CALL
Consolidated Edison
ED
$40.1B
$4.78M 0.06%
62,500
-40,500
-39% -$3.17M
XBI icon
167
CALL
State Street SPDR S&P Biotech ETF
XBI
$9.95B
$4.78M 0.06%
66,600
-117,700
-64% -$9.48M
XLP icon
168
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$4.71M 0.06%
92,800
-33,600
-27% -$1.82M
XLF icon
169
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$4.59M 0.06%
192,700
-151,000
-44% -$3.92M
COST icon
170
PUT
Costco
COST
$422B
$4.58M 0.06%
22,500
-3,500
-13% -$782K
COF icon
171
PUT
Capital One
COF
$128B
$4.57M 0.06%
60,400
-10,200
-14% -$883K
BABA icon
172
PUT
Alibaba
BABA
$293B
$4.54M 0.06%
33,100
-208,900
-86% -$30.9M
GILD icon
173
PUT
Gilead Sciences
GILD
$162B
$4.52M 0.06%
72,200
-182,100
-72% -$12.7M
VLO icon
174
CALL
Valero Energy
VLO
$90.1B
$4.51M 0.06%
60,200
-85,600
-59% -$7.52M
BAC icon
175
PUT
Bank of America
BAC
$435B
$4.5M 0.05%
182,500
-1,319,200
-88% -$35.8M
5 6
7
8 9

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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.