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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
NAVI icon
1826
Navient
NAVI
$856M
$128K ﹤0.01%
+14,570
New +$167K
NG icon
1827
NovaGold Resources
NG
$3.01B
$128K ﹤0.01%
+32,333
New +$128K
NTG
1828
DELISTED
Tortoise Midstream Energy Fund, Inc. Common Stock
NTG
$128K ﹤0.01%
+1,046
New +$148K
NFJ
1829
Virtus Dividend, Interest & Premium Strategy Fund
NFJ
$1.43B
$127K ﹤0.01%
+11,936
New +$142K
NLY icon
1830
PUT
Annaly Capital Management
NLY
$17B
$127K ﹤0.01%
3,225
-35,450
-92% -$1.42M
SID icon
1831
Companhia Siderúrgica Nacional
SID
$1.28B
$127K ﹤0.01%
+57,998
New +$139K
PVG
1832
DELISTED
PRETIUM RESOURCES INC.
PVG
$127K ﹤0.01%
+15,023
New +$117K
MIN
1833
Aberdeen Intermediate Income Fund
MIN
$278M
$126K ﹤0.01%
34,247
-29,474
-46% -$109K
NCZ
1834
Virtus Convertible & Income Fund II
NCZ
$300M
$126K ﹤0.01%
+6,986
New +$151K
RQI icon
1835
Cohen & Steers Quality Income Realty Fund
RQI
$1.7B
$125K ﹤0.01%
+12,111
New +$138K
BGIO
1836
DELISTED
BlackRock 2022 Global Income Opportunity Trust
BGIO
$125K ﹤0.01%
+14,981
New +$128K
RIG icon
1837
Transocean
RIG
$5.84B
$124K ﹤0.01%
17,855
-2,241
-11% -$22.8K
VPV icon
1838
Invesco Pennsylvania Value Municipal Income Trust
VPV
$194M
$124K ﹤0.01%
+10,669
New +$124K
UMC icon
1839
United Microelectronic
UMC
$48.2B
$123K ﹤0.01%
68,863
-3,154
-4% -$6.06K
JHY
1840
DELISTED
Nuveen High Income 2020 Target Term Fund Common Shares of Beneficial Interest
JHY
$123K ﹤0.01%
+12,415
New +$121K
DB icon
1841
Deutsche Bank
DB
$70.8B
$122K ﹤0.01%
15,010
-109,176
-88% -$1.07M
NQP
1842
DELISTED
Nuveen Pennsylvania Quality Municipal Income Fund
NQP
$122K ﹤0.01%
+10,040
New +$123K
DHC
1843
Diversified Healthcare Trust
DHC
$2.11B
$120K ﹤0.01%
+10,214
New +$152K
MSD
1844
Morgan Stanley Emerging Markets Debt Fund
MSD
$148M
$119K ﹤0.01%
+14,497
New +$122K
TPH
1845
DELISTED
Tri Pointe Homes
TPH
$119K ﹤0.01%
+10,842
New +$128K
EFL
1846
DELISTED
Eaton Vance Floating-Rate 2022 Target Term Trust Common Shares of Beneficial Interest
EFL
$117K ﹤0.01%
+13,660
New +$123K
VMO icon
1847
Invesco Municipal Opportunity Trust
VMO
$658M
$115K ﹤0.01%
+10,319
New +$115K
GRPN icon
1848
Groupon
GRPN
$981M
$114K ﹤0.01%
1,788
-137
-7% -$8.82K
HLX icon
1849
Helix Energy Solutions
HLX
$1.47B
$113K ﹤0.01%
+20,952
New +$171K
FTR
1850
DELISTED
Frontier Communications Corp.
FTR
$112K ﹤0.01%
+47,034
New +$199K
72 73
74
75 76

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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.