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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
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.48B 18.07%
5,922,200
-1,413,400
-19% -$381M
SPY icon
2
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$790B
$1.34B 16.38%
5,368,500
+257,300
+5% +$69.4M
QQQ icon
3
PUT
Invesco QQQ Trust
QQQ
$453B
$354M 4.32%
2,292,900
-5,615,500
-71% -$939M
IWM icon
4
PUT
iShares Russell 2000 ETF
IWM
$79.8B
$269M 3.29%
2,009,700
+266,000
+15% +$39.7M
DIA icon
5
PUT
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$231M 2.82%
990,200
+210,200
+27% +$52.5M
IWM icon
6
CALL
iShares Russell 2000 ETF
IWM
$79.8B
$194M 2.37%
1,448,700
+732,000
+102% +$109M
DIA icon
7
CALL
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45.8B
$172M 2.1%
738,400
+343,700
+87% +$85.8M
AMZN icon
8
CALL
Amazon
AMZN
$2.92T
$146M 1.79%
1,950,000
-958,000
-33% -$79.6M
XLV icon
9
CALL
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$105M 1.29%
1,217,300
+990,200
+436% +$89.6M
XLV icon
10
PUT
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$77.8M 0.95%
899,400
+668,800
+290% +$60.5M
META icon
11
CALL
Meta Platforms (Facebook)
META
$1.42T
$73.9M 0.9%
563,500
-160,600
-22% -$23.3M
AMZN icon
12
PUT
Amazon
AMZN
$2.92T
$73.3M 0.9%
976,000
-2,394,000
-71% -$199M
QQQ icon
13
CALL
Invesco QQQ Trust
QQQ
$453B
$62M 0.76%
402,200
-2,020,000
-83% -$338M
AAPL icon
14
CALL
Apple
AAPL
$4.54T
$59.4M 0.73%
1,506,400
-484,400
-24% -$23.5M
GOOG icon
15
CALL
Alphabet (Google) Class C
GOOG
$4.36T
$51M 0.62%
984,000
-618,000
-39% -$33.1M
CVX icon
16
CALL
Chevron
CVX
$392B
$46M 0.56%
422,700
+275,500
+187% +$31.9M
BKNG icon
17
CALL
Booking.com
BKNG
$149B
$44.4M 0.54%
645,000
-140,000
-18% -$10.3M
JNJ icon
18
CALL
Johnson & Johnson
JNJ
$618B
$42.8M 0.52%
332,000
-67,700
-17% -$9.44M
GOOG icon
19
PUT
Alphabet (Google) Class C
GOOG
$4.36T
$42.3M 0.52%
816,000
-1,308,000
-62% -$70M
XOM icon
20
CALL
ExxonMobil
XOM
$644B
$42M 0.51%
616,400
+1,000
+0.2% +$78.5K
XLI icon
21
CALL
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$38.8M 0.47%
603,100
+532,000
+748% +$37.7M
GOOGL icon
22
CALL
Alphabet (Google) Class A
GOOGL
$4.36T
$36.9M 0.45%
706,000
-188,000
-21% -$10.2M
MSFT icon
23
CALL
Microsoft
MSFT
$3.45T
$34.8M 0.42%
342,400
-634,100
-65% -$67.9M
JPM icon
24
CALL
JPMorgan Chase
JPM
$935B
$34.2M 0.42%
350,200
-43,500
-11% -$4.63M
META icon
25
PUT
Meta Platforms (Facebook)
META
$1.42T
$34.1M 0.42%
260,100
-206,900
-44% -$30M
1
2 3 4 5

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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.