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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
MPC icon
176
CALL
Marathon Petroleum
MPC
$92.4B
$4.46M 0.05%
75,600
-59,900
-44% -$4.09M
CAT icon
177
PUT
Caterpillar
CAT
$375B
$4.45M 0.05%
35,000
-111,700
-76% -$14.5M
PAYX icon
178
CALL
Paychex
PAYX
$41.6B
$4.42M 0.05%
67,900
-17,200
-20% -$1.17M
AMT icon
179
CALL
American Tower
AMT
$80.8B
$4.38M 0.05%
27,700
-44,100
-61% -$6.89M
XLK icon
180
PUT
State Street Technology Select Sector SPDR ETF
XLK
$115B
$4.35M 0.05%
140,400
-82,800
-37% -$2.8M
XLY icon
181
PUT
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$4.35M 0.05%
87,800
-21,200
-19% -$1.12M
WFC icon
182
CALL
Wells Fargo
WFC
$261B
$4.3M 0.05%
93,400
-185,200
-66% -$9.49M
XLY icon
183
CALL
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$4.3M 0.05%
86,800
-215,800
-71% -$11.4M
OKE icon
184
CALL
Oneok
OKE
$57.2B
$4.29M 0.05%
79,500
+17,100
+27% +$1.06M
PM icon
185
CALL
Philip Morris
PM
$297B
$4.27M 0.05%
64,000
-51,100
-44% -$4.27M
AXP icon
186
CALL
American Express
AXP
$227B
$4.26M 0.05%
44,700
-25,500
-36% -$2.67M
COST icon
187
Costco
COST
$422B
$4.25M 0.05%
20,843
+15,188
+269% +$3.39M
HD icon
188
Home Depot
HD
$331B
$4.23M 0.05%
+24,626
New +$4.42M
PPLI
189
CALL
People Inc
PPLI
$3.09B
$4.23M 0.05%
129,254
-27,417
-17% -$920K
UAL icon
190
CALL
United Airlines
UAL
$39.4B
$4.18M 0.05%
49,900
-25,300
-34% -$2.22M
PEP icon
191
PUT
PepsiCo
PEP
$190B
$4.1M 0.05%
37,100
-116,500
-76% -$13.1M
MA icon
192
CALL
Mastercard
MA
$502B
$4.09M 0.05%
21,700
-59,300
-73% -$11.8M
MSFT icon
193
Microsoft
MSFT
$3.45T
$4.09M 0.05%
40,235
+24,212
+151% +$2.59M
MA icon
194
PUT
Mastercard
MA
$502B
$4.08M 0.05%
21,600
-118,300
-85% -$23.5M
XYZ
195
CALL
Block Inc
XYZ
$48.4B
$4.05M 0.05%
72,200
+26,600
+58% +$1.88M
BMY icon
196
CALL
Bristol-Myers Squibb
BMY
$133B
$4.04M 0.05%
77,800
-19,300
-20% -$1.04M
SBUX icon
197
PUT
Starbucks
SBUX
$120B
$4.04M 0.05%
62,700
-168,400
-73% -$10.5M
CAT icon
198
CALL
Caterpillar
CAT
$375B
$4.03M 0.05%
31,700
-46,200
-59% -$6.01M
NOC icon
199
CALL
Northrop Grumman
NOC
$77.1B
$4.02M 0.05%
16,400
-5,700
-26% -$1.57M
ITA icon
200
iShares US Aerospace & Defense ETF
ITA
$14.2B
$3.98M 0.05%
+46,048
New +$4.44M
6 7
8
9 10

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OAM
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NOCM
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TIM
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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.