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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
+97.02%
10 Year Est. Return
+293.06%
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
1,110

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
EAD
2301
Allspring Income Opportunities Fund
EAD
$378M
– –
-18,155
Closed -$144K
EAT icon
2302
Brinker International
EAT
$9.63B
– –
-10,538
Closed -$492K
EBND icon
2303
State Street SPDR Bloomberg Emerging Markets Local Bond ETF
EBND
$2.28B
– –
-9,738
Closed -$256K
EDSA icon
2304
Edesa Biotech
EDSA
$51.1M
– –
-482
Closed -$28K
EDU icon
2305
CALL
New Oriental
EDU
$9.12B
– –
-42,600
Closed -$3.15M
EDU icon
2306
PUT
New Oriental
EDU
$9.12B
– –
-6,400
Closed -$474K
EFOI icon
2307
Energy Focus
EFOI
$19.6M
– –
-326
Closed -$23K
EGY icon
2308
Vaalco Energy
EGY
$554M
– –
-14,119
Closed -$39K
EHI
2309
Western Asset Global High Income Fund
EHI
$177M
– –
-11,891
Closed -$108K
EL icon
2310
Estee Lauder
EL
$31.6B
– –
-17,764
Closed -$2.41M
CHRN
2311
ChronoScale Holdings
CHRN
$3.44B
– –
-67
Closed -$35K
ELDN icon
2312
Eledon Pharmaceuticals
ELDN
$270M
– –
-597
Closed -$50K
EMLC icon
2313
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.81B
– –
-14,192
Closed -$467K
EMN icon
2314
PUT
Eastman Chemical
EMN
$8.3B
– –
-3,900
Closed -$373K
EMR icon
2315
PUT
Emerson Electric
EMR
$92B
– –
-6,000
Closed -$459K
ENIC icon
2316
Enel Chile
ENIC
$6.32B
– –
-12,265
Closed -$61K
ENTG icon
2317
Entegris
ENTG
$22.2B
– –
-11,515
Closed -$333K
ENVB icon
2318
Enveric Biosciences
ENVB
$6.77M
– –
0
– -$16K
ENX
2319
DELISTED
Eaton Vance New York Municipal Bond Fund
ENX
– –
-10,118
Closed -$112K
EOD
2320
Allspring Global Dividend Opportunity Fund
EOD
$283M
– –
-13,857
Closed -$73K
EPAM icon
2321
EPAM Systems
EPAM
$5.74B
– –
-2,159
Closed -$297K
EPI icon
2322
WisdomTree India Earnings Fund ETF
EPI
$2.06B
– –
-10,119
Closed -$244K
EQIX icon
2323
PUT
Equinix
EQIX
$103B
– –
-1,000
Closed -$433K
EQR icon
2324
Equity Residential
EQR
$25.5B
– –
-6,073
Closed -$402K
EQR icon
2325
PUT
Equity Residential
EQR
$25.5B
– –
-14,600
Closed -$967K
91 92
93
94 95

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WFAL
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NOCM
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QIM
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RB
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OMG
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MCM
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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 1,110 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 1,110 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.