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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
HLF icon
2426
PUT
Herbalife
HLF
$1.33B
– –
-12,400
Closed -$676K
HLNE icon
2427
Hamilton Lane
HLNE
$5.61B
– –
-5,851
Closed -$259K
HOLX
2428
CALL
DELISTED
Hologic
HOLX
– –
-5,800
Closed -$238K
HOLX
2429
DELISTED
Hologic
HOLX
– –
-7,717
Closed -$316K
HOLX
2430
PUT
DELISTED
Hologic
HOLX
– –
-6,500
Closed -$266K
HOV icon
2431
Hovnanian Enterprises
HOV
$799M
– –
-1,570
Closed -$63K
HP icon
2432
PUT
Helmerich & Payne
HP
$3.45B
– –
-30,700
Closed -$2.11M
HR icon
2433
Healthcare Realty
HR
$7.02B
– –
-8,288
Closed -$221K
HRB icon
2434
CALL
H&R Block
HRB
$5.84B
– –
-44,500
Closed -$1.15M
HRB icon
2435
PUT
H&R Block
HRB
$5.84B
– –
-11,900
Closed -$306K
HSIC icon
2436
CALL
Henry Schein
HSIC
$10.2B
– –
-3,570
Closed -$238K
HSIC icon
2437
Henry Schein
HSIC
$10.2B
– –
-17,306
Closed -$1.15M
HSIC icon
2438
PUT
Henry Schein
HSIC
$10.2B
– –
-7,395
Closed -$493K
HSY icon
2439
CALL
Hershey
HSY
$36B
– –
-16,100
Closed -$1.64M
HSY icon
2440
PUT
Hershey
HSY
$36B
– –
-7,300
Closed -$745K
AGIG
2441
Abundia Global Impact Group
AGIG
$40.9M
– –
-98
Closed -$3K
HWM icon
2442
CALL
Howmet Aerospace
HWM
$115B
– –
-46,031
Closed -$777K
HWM icon
2443
PUT
Howmet Aerospace
HWM
$115B
– –
-15,778
Closed -$266K
HYMB icon
2444
State Street SPDR Nuveen ICE High Yield Municipal Bond ETF
HYMB
$3.18B
– –
-9,110
Closed -$256K
IAG icon
2445
CALL
IAMGOLD
IAG
$8.55B
– –
-39,100
Closed -$144K
IBDR icon
2446
iShares iBonds Dec 2026 Term Corporate ETF
IBDR
$3.39B
– –
-8,903
Closed -$207K
IBIO icon
2447
iBio
IBIO
$72.5M
– –
-38
Closed -$16K
IBN icon
2448
ICICI Bank
IBN
$109B
– –
-12,018
Closed -$102K
ICF icon
2449
iShares Select U.S. REIT ETF
ICF
$2.1B
– –
-8,662
Closed -$433K
IDA icon
2450
Idacorp
IDA
$8.36B
– –
-2,544
Closed -$252K
96 97
98
99 100

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MCM
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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.