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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
BA icon
51
CALL
Boeing
BA
$171B
$16.5M 0.2%
51,200
-34,100
-40% -$11.8M
USB icon
52
CALL
US Bancorp
USB
$98.2B
$16.4M 0.2%
358,200
+90,500
+34% +$4.66M
AAPL icon
53
PUT
Apple
AAPL
$4.54T
$16.3M 0.2%
413,200
-1,752,400
-81% -$85M
V icon
54
CALL
Visa
V
$684B
$16.1M 0.2%
122,400
-9,700
-7% -$1.34M
XLU icon
55
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$15.9M 0.19%
601,200
-185,000
-24% -$5.03M
CSCO icon
56
CALL
Cisco
CSCO
$457B
$15.4M 0.19%
356,100
-319,200
-47% -$14.6M
COP icon
57
CALL
ConocoPhillips
COP
$147B
$15.3M 0.19%
244,700
+82,300
+51% +$5.6M
EEM icon
58
PUT
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$15.1M 0.18%
387,200
+41,600
+12% +$1.67M
XLU icon
59
PUT
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$15M 0.18%
565,200
+52,800
+10% +$1.43M
FDX icon
60
CALL
FedEx
FDX
$72.7B
$14.7M 0.18%
90,900
-62,000
-41% -$13.1M
WMT icon
61
CALL
Walmart Inc
WMT
$885B
$14.6M 0.18%
471,600
-374,400
-44% -$12M
SHV icon
62
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$14.5M 0.18%
131,230
+69,681
+113% +$7.69M
HD icon
63
CALL
Home Depot
HD
$331B
$14.4M 0.18%
83,900
-49,800
-37% -$8.93M
ISRG icon
64
CALL
Intuitive Surgical
ISRG
$127B
$14.3M 0.17%
89,400
-36,300
-29% -$6.15M
PG icon
65
CALL
Procter & Gamble
PG
$336B
$13.7M 0.17%
149,200
-145,200
-49% -$13M
SMH icon
66
PUT
VanEck Semiconductor ETF
SMH
$65.2B
$12.8M 0.16%
293,800
-682,800
-70% -$32M
XOM icon
67
PUT
ExxonMobil
XOM
$644B
$12.8M 0.16%
187,900
-541,300
-74% -$42.5M
EFA icon
68
PUT
iShares MSCI EAFE ETF
EFA
$78B
$12.8M 0.16%
217,000
+86,800
+67% +$5.42M
BIL icon
69
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$12.4M 0.15%
135,567
+78,814
+139% +$7.21M
ELV icon
70
CALL
Elevance Health
ELV
$81.5B
$12.3M 0.15%
46,800
-9,200
-16% -$2.53M
C icon
71
PUT
Citigroup
C
$222B
$12.2M 0.15%
233,600
-269,800
-54% -$17.1M
ACN icon
72
CALL
Accenture
ACN
$102B
$12.1M 0.15%
86,000
-50,000
-37% -$7.91M
MMM icon
73
CALL
3M
MMM
$90.9B
$12.1M 0.15%
75,946
-71,401
-48% -$11.9M
JPM icon
74
PUT
JPMorgan Chase
JPM
$935B
$11.9M 0.15%
122,200
-250,700
-67% -$26.7M
BABA icon
75
CALL
Alibaba
BABA
$293B
$11.9M 0.14%
86,600
-108,600
-56% -$16.1M
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.