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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
MUA icon
1726
BlackRock MuniAssets Fund
MUA
$518M
$201K ﹤0.01%
+15,638
New +$200K
TDC icon
1727
Teradata
TDC
$2.52B
$201K ﹤0.01%
+5,252
New +$192K
IEUS icon
1728
iShares MSCI Europe Small-Cap ETF
IEUS
$184M
$200K ﹤0.01%
4,458
+561
+14% +$27.5K
MTB icon
1729
PUT
M&T Bank
MTB
$36.3B
$200K ﹤0.01%
1,400
-11,200
-89% -$1.79M
HYT icon
1730
BlackRock Corporate High Yield Fund
HYT
$1.37B
$199K ﹤0.01%
+21,473
New +$211K
KMF
1731
DELISTED
Kayne Anderson NextGen Energy & Infrastructure, Inc.
KMF
$199K ﹤0.01%
+20,597
New +$230K
MNDT
1732
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$198K ﹤0.01%
12,200
-7,700
-39% -$138K
HQH
1733
abrdn Healthcare Investors
HQH
$1.31B
$193K ﹤0.01%
+10,731
New +$220K
SAND
1734
DELISTED
Sandstorm Gold
SAND
$193K ﹤0.01%
41,776
+28,940
+225% +$118K
MLCO icon
1735
PUT
Melco Resorts & Entertainment
MLCO
$2.15B
$192K ﹤0.01%
10,900
-20,100
-65% -$358K
SFL icon
1736
SFL Corp
SFL
$1.62B
$191K ﹤0.01%
+18,180
New +$228K
AMX icon
1737
America Movil
AMX
$72.4B
$190K ﹤0.01%
13,326
-13,206
-50% -$190K
ABB
1738
PUT
DELISTED
ABB Ltd
ABB
$190K ﹤0.01%
+10,000
New +$202K
ET icon
1739
CALL
Energy Transfer Partners
ET
$70.7B
$189K ﹤0.01%
+14,300
New +$217K
SQQQ icon
1740
CALL
ProShares UltraPro Short QQQ
SQQQ
$1.74B
$189K ﹤0.01%
+5
New +$181K
HAIN icon
1741
Hain Celestial
HAIN
$51M
$188K ﹤0.01%
+11,873
New +$264K
CNX icon
1742
CNX Resources
CNX
$5.14B
$187K ﹤0.01%
+16,403
New +$226K
PSEC icon
1743
Prospect Capital
PSEC
$1.11B
$186K ﹤0.01%
29,504
+2,585
+10% +$17.5K
KIM icon
1744
CALL
Kimco Realty
KIM
$16.5B
$185K ﹤0.01%
12,600
-3,100
-20% -$48.7K
ZNGA
1745
PUT
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$185K ﹤0.01%
47,000
+29,800
+173% +$113K
KIO
1746
KKR Income Opportunities Fund
KIO
$454M
$184K ﹤0.01%
+12,923
New +$199K
NAC icon
1747
Nuveen California Quality Municipal Income Fund
NAC
$1.85B
$184K ﹤0.01%
+14,422
New +$181K
XHR
1748
Xenia Hotels & Resorts
XHR
$1.85B
$184K ﹤0.01%
+10,678
New +$217K
PBCT
1749
DELISTED
People's United Financial Inc
PBCT
$184K ﹤0.01%
12,743
-5,655
-31% -$89.5K
VLY icon
1750
Valley National Bancorp
VLY
$8.14B
$183K ﹤0.01%
20,599
-11,996
-37% -$121K
68 69
70
71 72

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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.