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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
FLRN icon
201
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$3.98M 0.05%
131,013
+108,167
+473% +$3.31M
RTN
202
CALL
DELISTED
Raytheon Company
RTN
$3.94M 0.05%
25,700
-65,500
-72% -$11.7M
EFA icon
203
iShares MSCI EAFE ETF
EFA
$78B
$3.92M 0.05%
66,745
+63,341
+1,861% +$3.96M
VZ icon
204
PUT
Verizon
VZ
$195B
$3.91M 0.05%
69,600
-333,200
-83% -$18.9M
HAL icon
205
CALL
Halliburton
HAL
$26.9B
$3.9M 0.05%
146,600
-356,000
-71% -$12M
AXP icon
206
PUT
American Express
AXP
$227B
$3.88M 0.05%
40,700
-49,500
-55% -$5.18M
PXD
207
CALL
DELISTED
Pioneer Natural Resource Co.
PXD
$3.88M 0.05%
29,500
-35,600
-55% -$5.44M
DD icon
208
CALL
DuPont de Nemours
DD
$18.5B
$3.86M 0.05%
28,471
-48,412
-63% -$6.95M
TZA icon
209
PUT
Direxion Daily Small Cap Bear 3x ETF
TZA
$250M
$3.85M 0.05%
633
+466
+279% +$2.22M
XLB icon
210
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$3.83M 0.05%
151,800
-17,000
-10% -$453K
KO icon
211
PUT
Coca-Cola
KO
$377B
$3.83M 0.05%
80,900
-374,800
-82% -$17.9M
XHB icon
212
PUT
State Street SPDR S&P Homebuilders ETF
XHB
$1.6B
$3.8M 0.05%
116,800
+7,200
+7% +$248K
SWKS icon
213
CALL
Skyworks Solutions
SWKS
$9.37B
$3.79M 0.05%
56,500
-51,900
-48% -$4.01M
HON icon
214
PUT
Honeywell
HON
$77B
$3.77M 0.05%
30,239
-40,387
-57% -$5.51M
BNY
215
CALL
Bank of New York Mellon
BNY
$106B
$3.76M 0.05%
79,800
+28,400
+55% +$1.38M
PSCH icon
216
Invesco S&P SmallCap Health Care ETF
PSCH
$163M
$3.71M 0.05%
+103,557
New +$4.24M
AMD icon
217
CALL
Advanced Micro Devices
AMD
$776B
$3.7M 0.05%
200,500
-72,700
-27% -$1.57M
FDX icon
218
PUT
FedEx
FDX
$72.7B
$3.68M 0.04%
22,800
-157,200
-87% -$33.3M
EXPE icon
219
CALL
Expedia Group
EXPE
$35.4B
$3.66M 0.04%
32,500
-46,000
-59% -$5.5M
AMT icon
220
PUT
American Tower
AMT
$80.8B
$3.62M 0.04%
22,900
-28,700
-56% -$4.49M
NOW icon
221
CALL
ServiceNow
NOW
$115B
$3.6M 0.04%
101,000
-143,000
-59% -$5.07M
EWJ icon
222
iShares MSCI Japan ETF
EWJ
$21.9B
$3.54M 0.04%
69,926
+64,344
+1,153% +$3.53M
CELG
223
CALL
DELISTED
Celgene Corp
CELG
$3.54M 0.04%
55,200
-46,400
-46% -$3.43M
IYF icon
224
iShares US Financials ETF
IYF
$4.67B
$3.52M 0.04%
+66,174
New +$3.79M
MDY icon
225
CALL
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$3.48M 0.04%
11,500
-13,400
-54% -$4.46M
7 8
9
10 11

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NOCM
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QIM
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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.