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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
VRSN icon
1176
PUT
VeriSign
VRSN
$27B
$386K ﹤0.01%
2,600
-900
-26% -$135K
RHT
1177
CALL
DELISTED
Red Hat Inc
RHT
$386K ﹤0.01%
2,200
-51,400
-96% -$8.15M
BOX icon
1178
Box
BOX
$4.4B
$385K ﹤0.01%
22,829
+2,164
+10% +$39.8K
EWJ icon
1179
CALL
iShares MSCI Japan ETF
EWJ
$22.4B
$385K ﹤0.01%
7,600
-200
-3% -$11K
IRBT
1180
CALL
DELISTED
iRobot
IRBT
$385K ﹤0.01%
4,600
+1,500
+48% +$136K
EMHY icon
1181
iShares JPMorgan EM High Yield Bond ETF
EMHY
$627M
$384K ﹤0.01%
+8,653
New +$391K
SPLK
1182
DELISTED
Splunk Inc
SPLK
$384K ﹤0.01%
3,659
-3,595
-50% -$364K
GRUB
1183
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$384K ﹤0.01%
2,500
+1,150
+85% +$216K
CTXS
1184
DELISTED
Citrix Systems Inc
CTXS
$383K ﹤0.01%
3,739
-22,534
-86% -$2.38M
AGN
1185
DELISTED
Allergan plc
AGN
$382K ﹤0.01%
2,857
+1,499
+110% +$246K
CVI icon
1186
PUT
CVR Energy
CVI
$3.35B
$379K ﹤0.01%
11,000
-4,700
-30% -$179K
VCLT icon
1187
Vanguard Long-Term Corporate Bond ETF
VCLT
$8.88B
$379K ﹤0.01%
+4,451
New +$378K
MKC icon
1188
McCormick & Company Non-Voting
MKC
$14B
$378K ﹤0.01%
+5,436
New +$390K
UNH icon
1189
UnitedHealth
UNH
$370B
$378K ﹤0.01%
+1,516
New +$400K
AKS
1190
DELISTED
AK Steel Holding Corp
AKS
$376K ﹤0.01%
+166,903
New +$603K
J icon
1191
CALL
Jacobs Solutions
J
$16.8B
$374K ﹤0.01%
7,737
-2,177
-22% -$124K
SSRM icon
1192
SSR Mining
SSRM
$5.52B
$374K ﹤0.01%
+30,915
New +$328K
AGIO icon
1193
Agios Pharmaceuticals
AGIO
$1.89B
$372K ﹤0.01%
+8,069
New +$498K
HEZU icon
1194
iShares Currency Hedged MSCI Eurozone ETF
HEZU
$584M
$372K ﹤0.01%
+14,341
New +$396K
VPL icon
1195
Vanguard FTSE Pacific ETF
VPL
$8.36B
$372K ﹤0.01%
+6,133
New +$397K
VT icon
1196
Vanguard Total World Stock ETF
VT
$79.4B
$372K ﹤0.01%
+5,687
New +$398K
BXP icon
1197
CALL
Boston Properties
BXP
$11.3B
$371K ﹤0.01%
3,300
+300
+10% +$36.3K
SOXX icon
1198
iShares Semiconductor ETF
SOXX
$48.6B
$371K ﹤0.01%
7,086
-15,660
-69% -$859K
SQQQ icon
1199
ProShares UltraPro Short QQQ
SQQQ
$1.7B
$371K ﹤0.01%
+9
New +$326K
GPC icon
1200
Genuine Parts
GPC
$18.3B
$369K ﹤0.01%
+3,838
New +$380K
46 47
48
49 50

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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.