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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
(-47%)
Cap. Flow
-$5.23B
Cap. Flow
% of AUM
-63.85%
Top 10 Holdings %
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,109
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$24.9M |
| 2 |
iShares S&P 100 ETF
OEF
|
+$8.46M |
| 3 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$7.69M |
| 4 |
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
|
+$7.21M |
| 5 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$7.15M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$11.7M |
| 2 |
Mastercard
MA
|
+$9.23M |
| 3 |
Lockheed Martin
LMT
|
+$8.03M |
| 4 |
iShares Russell 1000 Growth ETF
IWF
|
+$7.15M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
CLVS
1676
DELISTED
Clovis Oncology, Inc.
CLVS
| $212K | ﹤0.01% |
+11,786
| New | +$241K |
|
1677
VanEck Oil Services ETF
OIH
$1.94B
| $211K | ﹤0.01% |
752
-1,130
| -60% | -$447K |
|
1678
United States Oil Fund
USO
$1.86B
| $211K | ﹤0.01% |
2,731
-10,692
| -80% | -$1.08M |
|
1679
XPO
XPO
$23B
| $211K | ﹤0.01% |
+10,698
| New | +$296K |
|
|
AVK
1680
Advent Convertible and Income Fund
AVK
$560M
| $210K | ﹤0.01% |
+17,200
| New | +$233K |
|
1681
Carnival Corporation Ltd
CCL
$39.4B
| $210K | ﹤0.01% |
4,252
-15,893
| -79% | -$910K |
|
1682
CALL
International Paper
IP
$21.5B
| $210K | ﹤0.01% |
5,491
-6,336
| -54% | -$266K |
|
1683
Unum
UNM
$14.2B
| $210K | ﹤0.01% |
+7,154
| New | +$250K |
|
1684
WisdomTree
WT
$3.26B
| $210K | ﹤0.01% |
31,534
| – | – |
|
|
XEC
1685
CALL
DELISTED
CIMAREX ENERGY CO
XEC
| $210K | ﹤0.01% |
3,400
-2,100
| -38% | -$172K |
|
|
PARA
1686
DELISTED
Paramount Global Class B
PARA
| $209K | ﹤0.01% |
4,787
-2,622
| -35% | -$139K |
|
1687
Pinnacle West Capital
PNW
$12.2B
| $209K | ﹤0.01% |
+2,449
| New | +$211K |
|
1688
Ultragenyx Pharmaceutical
RARE
$2.54B
| $209K | ﹤0.01% |
+4,802
| New | +$262K |
|
1689
Repligen
RGEN
$9B
| $209K | ﹤0.01% |
+3,967
| New | +$233K |
|
|
SCHW
1690
Charles Schwab
SCHW
$187B
| $209K | ﹤0.01% |
+5,044
| New | +$228K |
|
1691
Starwood Property Trust
STWD
$5.91B
| $209K | ﹤0.01% |
+10,591
| New | +$228K |
|
1692
CALL
Wyndham Hotels & Resorts
WH
$5.58B
| $209K | ﹤0.01% |
+4,600
| New | +$223K |
|
1693
Global X FinTech ETF
FINX
$171M
| $208K | ﹤0.01% |
+9,400
| New | +$231K |
|
1694
Southwest Airlines
LUV
$23B
| $208K | ﹤0.01% |
4,465
+453
| +11% | +$24.1K |
|
1695
State Street SPDR S&P Oil & Gas Equipment & Services ETF
XES
$366M
| $208K | ﹤0.01% |
+2,306
| New | +$299K |
|
|
SC
1696
DELISTED
SANTANDER CONSUMER USA HOLDINGS INC
SC
| $208K | ﹤0.01% |
+11,811
| New | +$220K |
|
1697
BP
BP
$109B
| $207K | ﹤0.01% |
5,638
-31,807
| -85% | -$1.27M |
|
1698
Invesco S&P Spin-Off ETF
CSD
$227M
| $207K | ﹤0.01% |
+4,881
| New | +$236K |
|
1699
CALL
CVR Energy
CVI
$3.15B
| $207K | ﹤0.01% |
+6,000
| New | +$228K |
|
1700
Rambus
RMBS
$10.6B
| $207K | ﹤0.01% |
26,938
+6,714
| +33% | +$58.4K |
|
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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.