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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
PWZ icon
2701
Invesco California AMT-Free Municipal Bond ETF
PWZ
$1.15B
– –
-11,001
Closed -$280K
PXF icon
2702
Invesco FTSE RAFI Developed Markets ex-US ETF
PXF
$2.9B
– –
-5,668
Closed -$245K
PXI icon
2703
Invesco Dorsey Wright Energy Momentum ETF
PXI
$51.6M
– –
-15,092
Closed -$667K
PZT icon
2704
Invesco New York AMT-Free Municipal Bond ETF
PZT
$138M
– –
-10,025
Closed -$236K
R icon
2705
CALL
Ryder
R
$10.1B
– –
-4,100
Closed -$300K
R icon
2706
Ryder
R
$10.1B
– –
-3,589
Closed -$206K
RACE icon
2707
Ferrari
RACE
$70.5B
– –
-3,875
Closed -$435K
RACE icon
2708
PUT
Ferrari
RACE
$70.5B
– –
-2,100
Closed -$288K
RDUS
2709
CALL
DELISTED
Radius Recycling
RDUS
– –
-15,100
Closed -$408K
RDUS
2710
DELISTED
Radius Recycling
RDUS
– –
-20,348
Closed -$550K
RDUS
2711
PUT
DELISTED
Radius Recycling
RDUS
– –
-21,400
Closed -$579K
RGLD icon
2712
Royal Gold
RGLD
$17.1B
– –
-13,968
Closed -$1.08M
RGLD icon
2713
PUT
Royal Gold
RGLD
$17.1B
– –
-32,200
Closed -$2.48M
RGLS
2714
DELISTED
Regulus Therapeutics
RGLS
– –
-146
Closed -$3K
RGR icon
2715
CALL
Sturm, Ruger & Co
RGR
$616M
– –
-5,900
Closed -$407K
RGR icon
2716
PUT
Sturm, Ruger & Co
RGR
$616M
– –
-4,300
Closed -$297K
RH icon
2717
PUT
RH
RH
$3.29B
– –
-14,500
Closed -$1.9M
RHP icon
2718
Ryman Hospitality Properties
RHP
$8.31B
– –
-2,336
Closed -$201K
RIGS icon
2719
ALPS Strategic Income Fund
RIGS
$60.6M
– –
-8,746
Closed -$215K
RIO icon
2720
CALL
Rio Tinto
RIO
$156B
– –
-36,200
Closed -$1.85M
RIO icon
2721
Rio Tinto
RIO
$156B
– –
-17,672
Closed -$902K
RIO icon
2722
PUT
Rio Tinto
RIO
$156B
– –
-57,000
Closed -$2.91M
RJF icon
2723
CALL
Raymond James Financial
RJF
$34.1B
– –
-50,700
Closed -$3.11M
RJF icon
2724
PUT
Raymond James Financial
RJF
$34.1B
– –
-47,250
Closed -$2.9M
RMBS icon
2725
CALL
Rambus
RMBS
$10B
– –
-14,700
Closed -$160K
107 108
109
110 111

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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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NEPWA
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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.