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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
IRT icon
2476
Independence Realty Trust
IRT
$4.02B
– –
-15,708
Closed -$165K
ITM icon
2477
VanEck Intermediate Muni ETF
ITM
$2.14B
– –
-11,043
Closed -$515K
ITOT icon
2478
iShares Core S&P Total US Stock Market ETF
ITOT
$97.5B
– –
-6,738
Closed -$449K
IVV icon
2479
CALL
iShares Core S&P 500 ETF
IVV
$900B
– –
-4,400
Closed -$1.29M
IVV icon
2480
iShares Core S&P 500 ETF
IVV
$900B
– –
-2,586
Closed -$757K
IVV icon
2481
PUT
iShares Core S&P 500 ETF
IVV
$900B
– –
-2,000
Closed -$585K
IVZ icon
2482
CALL
Invesco
IVZ
$14.1B
– –
-42,500
Closed -$972K
IWB icon
2483
iShares Russell 1000 ETF
IWB
$49.9B
– –
-8,537
Closed -$1.38M
IWD icon
2484
CALL
iShares Russell 1000 Value ETF
IWD
$83.4B
– –
-27,600
Closed -$3.5M
IWD icon
2485
iShares Russell 1000 Value ETF
IWD
$83.4B
– –
-17,150
Closed -$2.17M
IWD icon
2486
PUT
iShares Russell 1000 Value ETF
IWD
$83.4B
– –
-16,200
Closed -$2.05M
IWF icon
2487
CALL
iShares Russell 1000 Growth ETF
IWF
$127B
– –
-215,600
Closed -$8.41M
IWN icon
2488
CALL
iShares Russell 2000 Value ETF
IWN
$14.7B
– –
-7,900
Closed -$1.05M
IWO icon
2489
CALL
iShares Russell 2000 Growth ETF
IWO
$15B
– –
-8,700
Closed -$1.87M
IWO icon
2490
PUT
iShares Russell 2000 Growth ETF
IWO
$15B
– –
-30,700
Closed -$6.6M
IWR icon
2491
CALL
iShares Russell Mid-Cap ETF
IWR
$57.3B
– –
-6,400
Closed -$353K
IWS icon
2492
CALL
iShares Russell Mid-Cap Value ETF
IWS
$16B
– –
-4,400
Closed -$397K
IWV icon
2493
iShares Russell 3000 ETF
IWV
$20.3B
– –
-19,194
Closed -$3.31M
IXP icon
2494
iShares Global Comm Services ETF
IXP
$577M
– –
-5,407
Closed -$313K
IYF icon
2495
PUT
iShares US Financials ETF
IYF
$4.62B
– –
-4,000
Closed -$243K
IYLD icon
2496
iShares Morningstar Multi-Asset Income ETF
IYLD
$126M
– –
-9,100
Closed -$225K
IYR icon
2497
iShares US Real Estate ETF
IYR
$4.67B
– –
-13,972
Closed -$1.1M
J icon
2498
PUT
Jacobs Solutions
J
$16.8B
– –
-32,521
Closed -$2.06M
JACK icon
2499
PUT
Jack in the Box
JACK
$329M
– –
-11,900
Closed -$998K
JBHT icon
2500
CALL
JB Hunt Transport Services
JBHT
$25.8B
– –
-30,400
Closed -$3.62M
98 99
100
101 102

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OAM
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NOCM
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QIM
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RB
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OMG
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MCM
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EI
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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.