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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
+97.03%
10 Year Est. Return
+293.07%
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
1,109

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
UGI icon
1601
UGI
UGI
$7.62B
$231K ﹤0.01%
+4,326
New +$240K
IPHI
1602
DELISTED
INPHI CORPORATION
IPHI
$231K ﹤0.01%
+7,189
New +$250K
IGE icon
1603
iShares North American Natural Resources ETF
IGE
$747M
$230K ﹤0.01%
+8,446
New +$266K
MUX icon
1604
McEwen Inc
MUX
$1.18B
$230K ﹤0.01%
12,652
+7,617
+151% +$147K
UAL icon
1605
United Airlines
UAL
$43.1B
$230K ﹤0.01%
+2,752
New +$242K
XT icon
1606
iShares Future Exponential Technologies ETF
XT
$3.93B
$230K ﹤0.01%
+6,901
New +$245K
IJK icon
1607
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11B
$229K ﹤0.01%
4,796
+840
+21% +$44K
SPLB icon
1608
State Street SPDR Portfolio Long Term Corporate Bond ETF
SPLB
$1.17B
$229K ﹤0.01%
+9,025
New +$228K
TX icon
1609
Ternium
TX
$10.5B
$229K ﹤0.01%
+8,443
New +$252K
AXS icon
1610
AXIS Capital
AXS
$7.61B
$228K ﹤0.01%
+4,413
New +$241K
BBHY icon
1611
JPMorgan BetaBuilders USD High Yield Corporate Bond ETF
BBHY
$617M
$227K ﹤0.01%
+4,768
New +$232K
BIIB icon
1612
Biogen
BIIB
$30.5B
$227K ﹤0.01%
755
-6,289
-89% -$2.01M
ETSY icon
1613
Etsy
ETSY
$8.15B
$227K ﹤0.01%
4,768
-2,281
-32% -$107K
EXAS
1614
PUT
DELISTED
Exact Sciences
EXAS
$227K ﹤0.01%
3,600
-13,600
-79% -$933K
FFIV icon
1615
PUT
F5
FFIV
$23.4B
$227K ﹤0.01%
1,400
-14,200
-91% -$2.44M
WAT icon
1616
CALL
Waters Corp
WAT
$39.3B
$226K ﹤0.01%
1,200
-1,600
-57% -$304K
BIG
1617
DELISTED
Big Lots, Inc.
BIG
$226K ﹤0.01%
7,808
-8,049
-51% -$313K
AVNT icon
1618
Avient
AVNT
$3.48B
$225K ﹤0.01%
+7,864
New +$263K
GDDY icon
1619
GoDaddy
GDDY
$11.6B
$225K ﹤0.01%
+3,424
New +$234K
KMI icon
1620
CALL
Kinder Morgan
KMI
$69.3B
$225K ﹤0.01%
14,600
-105,600
-88% -$1.79M
TRP icon
1621
TC Energy
TRP
$66.5B
$225K ﹤0.01%
6,312
-4,409
-41% -$174K
JOYY
1622
JOYY Inc
JOYY
$3.77B
$225K ﹤0.01%
+3,766
New +$245K
BT
1623
DELISTED
BT Group plc (ADR)
BT
$225K ﹤0.01%
14,826
+2,905
+24% +$46.3K
J icon
1624
Jacobs Solutions
J
$17.1B
$224K ﹤0.01%
+4,623
New +$264K
OPLN
1625
Openlane
OPLN
$4.05B
$224K ﹤0.01%
+12,423
New +$258K
63 64
65
66 67

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OAM
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WFAL
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NOCM
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QIM
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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 1,109 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 1,109 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.