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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
XLE icon
26
CALL
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$33.3M 0.41%
1,161,600
+196,400
+20% +$6.57M
ABBV icon
27
CALL
AbbVie
ABBV
$443B
$32.1M 0.39%
348,200
+3,800
+1% +$334K
GOOGL icon
28
PUT
Alphabet (Google) Class A
GOOGL
$4.36T
$28.6M 0.35%
548,000
-342,000
-38% -$18.5M
NVDA icon
29
CALL
NVIDIA
NVDA
$4.86T
$27.2M 0.33%
8,144,000
+1,952,000
+32% +$9.34M
MRK icon
30
CALL
Merck
MRK
$322B
$26.9M 0.33%
369,001
-57,745
-14% -$4.08M
BKNG icon
31
PUT
Booking.com
BKNG
$149B
$26.9M 0.33%
390,000
-1,102,500
-74% -$80.9M
XLF icon
32
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$24.7M 0.3%
1,035,246
+957,479
+1,231% +$24.9M
SMH icon
33
CALL
VanEck Semiconductor ETF
SMH
$65.2B
$23.8M 0.29%
545,000
-296,800
-35% -$13.9M
KO icon
34
CALL
Coca-Cola
KO
$377B
$22.6M 0.28%
478,000
-352,600
-42% -$16.9M
UNH icon
35
CALL
UnitedHealth
UNH
$376B
$22M 0.27%
88,200
+14,800
+20% +$3.91M
XLF icon
36
PUT
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$21.7M 0.26%
909,000
+597,200
+192% +$15.5M
GS icon
37
CALL
Goldman Sachs
GS
$300B
$21.6M 0.26%
129,200
-21,400
-14% -$4.32M
XLE icon
38
PUT
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$21.4M 0.26%
746,600
-544,400
-42% -$18.2M
IYR icon
39
PUT
iShares US Real Estate ETF
IYR
$4.66B
$21M 0.26%
280,600
+116,800
+71% +$9.18M
MSFT icon
40
PUT
Microsoft
MSFT
$3.45T
$20.7M 0.25%
204,000
-789,000
-79% -$84.5M
NFLX icon
41
CALL
Netflix
NFLX
$299B
$20.7M 0.25%
774,000
+136,000
+21% +$4.07M
AMGN icon
42
CALL
Amgen
AMGN
$208B
$19.7M 0.24%
101,100
-6,200
-6% -$1.21M
BAC icon
43
CALL
Bank of America
BAC
$435B
$19.4M 0.24%
785,800
-1,068,600
-58% -$29M
VZ icon
44
CALL
Verizon
VZ
$195B
$18M 0.22%
320,000
-197,300
-38% -$11.2M
MDY icon
45
PUT
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$26.6B
$17.9M 0.22%
59,000
+33,200
+129% +$11.1M
CVX icon
46
PUT
Chevron
CVX
$392B
$17.6M 0.21%
161,500
-97,800
-38% -$11.3M
UNP icon
47
CALL
Union Pacific
UNP
$174B
$17.6M 0.21%
127,000
-29,400
-19% -$4.36M
JNJ icon
48
PUT
Johnson & Johnson
JNJ
$618B
$17.3M 0.21%
133,800
-198,400
-60% -$27.7M
IBB icon
49
PUT
iShares Biotechnology ETF
IBB
$9.34B
$17.1M 0.21%
177,100
+117,600
+198% +$12.5M
C icon
50
CALL
Citigroup
C
$222B
$16.6M 0.2%
319,200
-125,200
-28% -$7.93M
1
2
3 4 5

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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.