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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
GME icon
2401
PUT
GameStop
GME
$8.62B
– –
-188,000
Closed -$718K
GOGO icon
2402
Gogo Inc
GOGO
$606M
– –
-21,453
Closed -$111K
B
2403
Barrick Mining
B
$64B
– –
-177,292
Closed -$2.29M
GOVT icon
2404
iShares US Treasury Bond ETF
GOVT
$43.6B
– –
-89,208
Closed -$2.17M
GPK icon
2405
Graphic Packaging
GPK
$3.36B
– –
-20,382
Closed -$286K
GPRK icon
2406
GeoPark
GPRK
$617M
– –
-12,195
Closed -$248K
GPRO icon
2407
CALL
GoPro
GPRO
$133M
– –
-28,400
Closed -$204K
GPRO icon
2408
PUT
GoPro
GPRO
$133M
– –
-27,100
Closed -$195K
GROW icon
2409
US Global Investors
GROW
$37M
– –
-17,433
Closed -$26K
GSY icon
2410
Invesco Ultra Short Duration ETF
GSY
$3.9B
– –
-6,157
Closed -$309K
GT icon
2411
Goodyear
GT
$2.02B
– –
-40,829
Closed -$884K
GT icon
2412
PUT
Goodyear
GT
$2.02B
– –
-139,500
Closed -$3.26M
GTLS
2413
CALL
DELISTED
Chart Industries
GTLS
– –
-2,800
Closed -$219K
GWRE icon
2414
Guidewire Software
GWRE
$13.1B
– –
-2,186
Closed -$191K
GWW icon
2415
PUT
W.W. Grainger
GWW
$64.7B
– –
-2,300
Closed -$822K
GWX icon
2416
State Street SPDR S&P International Small Cap ETF
GWX
$894M
– –
-6,293
Closed -$216K
HAIN icon
2417
CALL
Hain Celestial
HAIN
$45.5M
– –
-49,400
Closed -$1.34M
HAIN icon
2418
PUT
Hain Celestial
HAIN
$45.5M
– –
-21,800
Closed -$591K
HDSN
2419
Hudson Technologies
HDSN
$262M
– –
-11,065
Closed -$14K
HDV
2420
iShares Core High Dividend ETF
HDV
$14.8B
– –
-17,945
Closed -$325K
HEI icon
2421
HEICO Corp
HEI
$50.4B
– –
-2,419
Closed -$224K
HI
2422
DELISTED
Hillenbrand
HI
– –
-4,597
Closed -$240K
HIG icon
2423
PUT
Hartford Financial Services
HIG
$39.2B
– –
-34,900
Closed -$1.74M
HIX
2424
Western Asset High Income Fund II
HIX
$350M
– –
-10,163
Closed -$64K
HLF icon
2425
CALL
Herbalife
HLF
$1.32B
– –
-38,500
Closed -$2.1M
95 96
97
98 99

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OAM
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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
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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 1,110 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.