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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
JBHT icon
2501
PUT
JB Hunt Transport Services
JBHT
$25.8B
– –
-4,300
Closed -$511K
JBL icon
2502
CALL
Jabil
JBL
$35.6B
– –
-31,200
Closed -$845K
JCI icon
2503
CALL
Johnson Controls International
JCI
$93.1B
– –
-19,800
Closed -$693K
JCI icon
2504
Johnson Controls International
JCI
$93.1B
– –
-9,396
Closed -$329K
JFR icon
2505
Nuveen Floating Rate Income Fund
JFR
$1.24B
– –
-10,771
Closed -$112K
JKHY icon
2506
Jack Henry & Associates
JKHY
$11.1B
– –
-2,810
Closed -$450K
JNPR
2507
PUT
DELISTED
Juniper Networks
JNPR
– –
-28,400
Closed -$851K
JQC icon
2508
Nuveen Credit Strategies Income Fund
JQC
$707M
– –
-29,144
Closed -$232K
K
2509
PUT
DELISTED
Kellanova
K
– –
-5,645
Closed -$371K
KBE icon
2510
State Street SPDR S&P Bank ETF
KBE
$1.69B
– –
-46,695
Closed -$1.98M
KBE icon
2511
PUT
State Street SPDR S&P Bank ETF
KBE
$1.69B
– –
-20,800
Closed -$969K
KBR icon
2512
CALL
KBR
KBR
$4.77B
– –
-20,800
Closed -$440K
KEY icon
2513
PUT
KeyCorp
KEY
$24.8B
– –
-14,100
Closed -$280K
KHC icon
2514
PUT
Kraft Heinz
KHC
$31.6B
– –
-42,700
Closed -$2.35M
KKR icon
2515
PUT
KKR & Co
KKR
$97.2B
– –
-26,300
Closed -$717K
KMI icon
2516
PUT
Kinder Morgan
KMI
$69.9B
– –
-138,800
Closed -$2.46M
KO icon
2517
Coca-Cola
KO
$372B
– –
-10,415
Closed -$498K
KPRX icon
2518
Kiora Pharmaceuticals
KPRX
$10.9M
– –
-10
Closed -$17K
KRNY icon
2519
Kearny Financial
KRNY
$613M
– –
-10,215
Closed -$141K
KW
2520
DELISTED
Kennedy-Wilson Holdings
KW
– –
-10,645
Closed -$229K
LAZ icon
2521
PUT
Lazard
LAZ
$4.26B
– –
-4,500
Closed -$217K
LBTYA icon
2522
CALL
Liberty Global Class A
LBTYA
$3.72B
– –
-12,700
Closed -$367K
LBTYA icon
2523
PUT
Liberty Global Class A
LBTYA
$3.72B
– –
-8,600
Closed -$249K
HAPN
2524
CALL
Happen Inc
HAPN
$2.41B
– –
-4,760
Closed -$92K
LCTX icon
2525
Lineage Cell Therapeutics
LCTX
$279M
– –
-14,906
Closed -$31K
99 100
101
102 103

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NOCM
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QIM
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RB
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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.