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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
RMD icon
2726
PUT
ResMed
RMD
$31.2B
– –
-6,700
Closed -$773K
ROP icon
2727
CALL
Roper Technologies
ROP
$38.8B
– –
-13,600
Closed -$4.03M
ROP icon
2728
PUT
Roper Technologies
ROP
$38.8B
– –
-6,700
Closed -$1.99M
ROST icon
2729
Ross Stores
ROST
$81.1B
– –
-15,173
Closed -$1.37M
RPM icon
2730
RPM International
RPM
$14.2B
– –
-3,856
Closed -$250K
RTX icon
2731
PUT
RTX Corp
RTX
$292B
– –
-27,808
Closed -$2.45M
RTH icon
2732
VanEck Retail ETF
RTH
$262M
– –
-2,209
Closed -$226K
RWM icon
2733
ProShares Short Russell2000
RWM
$132M
– –
-11,328
Closed -$427K
RWO icon
2734
State Street SPDR Dow Jones Global Real Estate ETF
RWO
$1.31B
– –
-4,641
Closed -$221K
RZG icon
2735
Invesco S&P SmallCap 600 Pure Growth ETF
RZG
$140M
– –
-4,632
Closed -$207K
SA
2736
CALL
Seabridge Gold
SA
$2.84B
– –
-48,700
Closed -$631K
SA
2737
PUT
Seabridge Gold
SA
$2.84B
– –
-24,800
Closed -$321K
SAM icon
2738
CALL
Boston Beer
SAM
$1.94B
– –
-2,200
Closed -$633K
SAM icon
2739
Boston Beer
SAM
$1.94B
– –
-857
Closed -$246K
SAM icon
2740
PUT
Boston Beer
SAM
$1.94B
– –
-1,600
Closed -$460K
SANM icon
2741
CALL
Sanmina
SANM
$10.4B
– –
-11,800
Closed -$326K
SAP icon
2742
CALL
SAP
SAP
$219B
– –
-7,800
Closed -$959K
SCCO icon
2743
CALL
Southern Copper
SCCO
$146B
– –
-27,291
Closed -$1.09M
SCHB icon
2744
Schwab US Broad Market ETF
SCHB
$43.9B
– –
-42,000
Closed -$493K
SCHF icon
2745
Schwab International Equity ETF
SCHF
$67.1B
– –
-14,388
Closed -$241K
SCHR
2746
Schwab Intermediately-Term US Treasury ETF
SCHR
$13.3B
– –
-18,916
Closed -$490K
SCS
2747
DELISTED
Steelcase
SCS
– –
-10,141
Closed -$188K
SCZ icon
2748
iShares MSCI EAFE Small-Cap ETF
SCZ
$13.4B
– –
-8,620
Closed -$537K
SEDG icon
2749
SolarEdge
SEDG
$2.74B
– –
-5,323
Closed -$200K
SEE
2750
CALL
DELISTED
Sealed Air
SEE
– –
-13,500
Closed -$542K
108 109
110
111 112

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NOCM
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QIM
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RB
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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.