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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
IDCC icon
2451
InterDigital
IDCC
$8.34B
– –
-2,593
Closed -$207K
IEMG icon
2452
iShares Core MSCI Emerging Markets ETF
IEMG
$156B
– –
-23,942
Closed -$1.24M
IEV icon
2453
iShares Europe ETF
IEV
$1.69B
– –
-14,760
Closed -$665K
IFF icon
2454
International Flavors & Fragrances
IFF
$20.7B
– –
-1,619
Closed -$225K
IJR icon
2455
CALL
iShares Core S&P Small-Cap ETF
IJR
$113B
– –
-39,600
Closed -$3.46M
IJR icon
2456
PUT
iShares Core S&P Small-Cap ETF
IJR
$113B
– –
-14,200
Closed -$1.24M
IJS icon
2457
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$8.41B
– –
-4,000
Closed -$334K
IJS icon
2458
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.41B
– –
-4,200
Closed -$351K
ILF icon
2459
iShares Latin America 40 ETF
ILF
$3.81B
– –
-18,980
Closed -$596K
IMAX icon
2460
CALL
IMAX
IMAX
$2.81B
– –
-30,000
Closed -$774K
IMAX icon
2461
PUT
IMAX
IMAX
$2.81B
– –
-37,400
Closed -$965K
INFY icon
2462
CALL
Infosys
INFY
$51B
– –
-26,700
Closed -$272K
INFY icon
2463
Infosys
INFY
$51B
– –
-167,605
Closed -$1.71M
ING icon
2464
CALL
ING
ING
$101B
– –
-78,500
Closed -$1.02M
ING icon
2465
PUT
ING
ING
$101B
– –
-14,300
Closed -$185K
INGN icon
2466
Inogen
INGN
$187M
– –
-1,211
Closed -$296K
IONS icon
2467
PUT
Ionis Pharmaceuticals
IONS
$9.15B
– –
-14,500
Closed -$748K
IOO icon
2468
iShares Global 100 ETF
IOO
$9.19B
– –
-5,985
Closed -$292K
IP icon
2469
International Paper
IP
$22.4B
– –
-12,727
Closed -$534K
IPG
2470
DELISTED
Interpublic Group of Companies
IPG
– –
-13,425
Closed -$307K
IPGP icon
2471
CALL
IPG Photonics
IPGP
$3.99B
– –
-5,400
Closed -$843K
IQDF icon
2472
FlexShares International Quality Dividend Index Fund
IQDF
$1.17B
– –
-8,905
Closed -$214K
IRDM icon
2473
Iridium Communications
IRDM
$5.26B
– –
-34,011
Closed -$765K
IRM icon
2474
CALL
Iron Mountain
IRM
$37.3B
– –
-19,500
Closed -$673K
IRM icon
2475
PUT
Iron Mountain
IRM
$37.3B
– –
-7,800
Closed -$269K
97 98
99
100 101

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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.