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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
WLK icon
2901
PUT
Westlake Corp
WLK
$9.03B
– –
-7,800
Closed -$648K
WM icon
2902
Waste Management
WM
$90.6B
– –
-2,620
Closed -$235K
WNEB icon
2903
Western New England Bancorp
WNEB
$259M
– –
-13,657
Closed -$147K
WOLF icon
2904
CALL
Wolfspeed
WOLF
$1.23B
– –
-6,500
Closed -$246K
WSBC icon
2905
WesBanco
WSBC
$3.97B
– –
-4,588
Closed -$205K
WTRG icon
2906
Essential Utilities
WTRG
$11.3B
– –
-5,891
Closed -$217K
WU icon
2907
CALL
Western Union
WU
$1.98B
– –
-33,500
Closed -$639K
WU icon
2908
PUT
Western Union
WU
$1.98B
– –
-26,600
Closed -$507K
WW
2909
DELISTED
WW International
WW
– –
-3,175
Closed -$174K
WW
2910
PUT
DELISTED
WW International
WW
– –
-12,900
Closed -$929K
WY icon
2911
CALL
Weyerhaeuser
WY
$18B
– –
-51,500
Closed -$1.66M
WY icon
2912
PUT
Weyerhaeuser
WY
$18B
– –
-15,300
Closed -$494K
XLI icon
2913
State Street Industrial Select Sector SPDR ETF
XLI
$32.7B
– –
-5,529
Closed -$392K
XLRE icon
2914
CALL
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
– –
-16,900
Closed -$551K
XRAY icon
2915
CALL
Dentsply Sirona
XRAY
$2.68B
– –
-12,100
Closed -$457K
XRT icon
2916
State Street SPDR S&P Retail ETF
XRT
$449M
– –
-11,813
Closed -$540K
XYL icon
2917
Xylem
XYL
$27.3B
– –
-3,984
Closed -$318K
YEXT icon
2918
Yext
YEXT
$547M
– –
-12,279
Closed -$291K
Z icon
2919
Zillow
Z
$7.79B
– –
-6,804
Closed -$242K
ZD icon
2920
Ziff Davis
ZD
$1.96B
– –
-3,066
Closed -$221K
ZG icon
2921
CALL
Zillow
ZG
$7.94B
– –
-10,200
Closed -$451K
ZTS icon
2922
Zoetis
ZTS
$32.4B
– –
-20,453
Closed -$1.84M
PRKS icon
2923
United Parks & Resorts
PRKS
$2.1B
– –
-8,623
Closed -$271K
XTIA icon
2924
XTI Aerospace
XTIA
$57.3M
– –
0
– -$9K
AIFC
2925
AI Financial Corp
AIFC
$57.6M
– –
-4,585
Closed -$21K
115 116
117
118 119

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NOCM
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TIM
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QIM
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OMG
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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.