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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
AUY
1751
DELISTED
Yamana Gold, Inc.
AUY
$183K ﹤0.01%
77,410
+26,191
+51% +$61.1K
EIM
1752
Eaton Vance Municipal Bond Fund
EIM
$493M
$182K ﹤0.01%
16,162
-215
-1% -$2.39K
PID icon
1753
Invesco International Dividend Achievers ETF
PID
$917M
$181K ﹤0.01%
+12,789
New +$191K
MRVL icon
1754
PUT
Marvell Technology
MRVL
$189B
$178K ﹤0.01%
11,000
-80,300
-88% -$1.33M
SOHU
1755
Sohu.com
SOHU
$359M
$178K ﹤0.01%
+10,223
New +$195K
DBA icon
1756
Invesco DB Agriculture Fund
DBA
$1.23B
$176K ﹤0.01%
+10,374
New +$180K
KEY icon
1757
CALL
KeyCorp
KEY
$24.8B
$176K ﹤0.01%
11,900
-82,800
-87% -$1.46M
PPC icon
1758
CALL
Pilgrim's Pride
PPC
$6.33B
$175K ﹤0.01%
11,300
-12,600
-53% -$226K
BBVA icon
1759
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
$174K ﹤0.01%
32,986
-25,405
-44% -$144K
RAD
1760
DELISTED
Rite Aid Corporation
RAD
$174K ﹤0.01%
12,249
+8,885
+264% +$187K
DCH
1761
CALL
Dauch Corp
DCH
$1.42B
$173K ﹤0.01%
15,600
-22,200
-59% -$297K
FORM icon
1762
FormFactor
FORM
$8.94B
$172K ﹤0.01%
+12,209
New +$170K
HBAN icon
1763
CALL
Huntington Bancshares
HBAN
$35.6B
$172K ﹤0.01%
14,400
-14,800
-51% -$205K
SLM icon
1764
SLM Corp
SLM
$5.16B
$172K ﹤0.01%
+20,747
New +$206K
BHK icon
1765
BlackRock Core Bond Trust
BHK
$654M
$171K ﹤0.01%
+13,991
New +$172K
PTEN icon
1766
Patterson-UTI
PTEN
$3.64B
$171K ﹤0.01%
+16,483
New +$243K
NEV
1767
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$171K ﹤0.01%
+13,287
New +$171K
VTA
1768
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$170K ﹤0.01%
+16,529
New +$180K
EMO
1769
ClearBridge Energy Midstream Opportunity Fund
EMO
$1.01B
$169K ﹤0.01%
+4,334
New +$213K
HPE icon
1770
Hewlett Packard
HPE
$70.5B
$168K ﹤0.01%
12,716
-9,762
-43% -$146K
ESV
1771
PUT
DELISTED
Ensco Rowan plc
ESV
$168K ﹤0.01%
11,800
-325
-3% -$8.38K
JHD
1772
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
$168K ﹤0.01%
+17,088
New +$169K
JCO
1773
DELISTED
Nuveen Credit Opportunities 2022 Target Term Fund
JCO
$167K ﹤0.01%
19,740
+2,191
+12% +$20.2K
ETV
1774
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
ETV
$1.74B
$164K ﹤0.01%
+12,161
New +$179K
BB icon
1775
PUT
BlackBerry
BB
$5.12B
$163K ﹤0.01%
22,900
-15,700
-41% -$138K
69 70
71
72 73

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

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.