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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
NLY icon
2601
CALL
Annaly Capital Management
NLY
$17.2B
– –
-11,250
Closed -$460K
NMR icon
2602
Nomura Holdings
NMR
$28.5B
– –
-12,144
Closed -$58K
NNVC icon
2603
NanoViricides
NNVC
$38.8M
– –
-698
Closed -$5K
NOC icon
2604
Northrop Grumman
NOC
$78.7B
– –
-6,182
Closed -$1.71M
NOK icon
2605
CALL
Nokia
NOK
$55.9B
– –
-34,400
Closed -$192K
NOV icon
2606
PUT
NOV
NOV
$7.11B
– –
-57,100
Closed -$2.46M
NRT
2607
North European Oil Royalty Trust
NRT
$80.3M
– –
-10,420
Closed -$78K
NTR icon
2608
Nutrien
NTR
$32.2B
– –
-6,670
Closed -$348K
NTR icon
2609
PUT
Nutrien
NTR
$32.2B
– –
-12,000
Closed -$692K
NTRS icon
2610
CALL
Northern Trust
NTRS
$33.5B
– –
-44,500
Closed -$4.54M
NUGT icon
2611
PUT
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$945M
– –
-5,520
Closed -$357K
NUW icon
2612
Nuveen AMT-Free Municipal Value Fund
NUW
$251M
– –
-10,263
Closed -$151K
NVO
2613
CALL
Novo Nordisk
NVO
$194B
– –
-14,400
Closed -$339K
NVO
2614
Novo Nordisk
NVO
$194B
– –
-14,128
Closed -$333K
NVO
2615
PUT
Novo Nordisk
NVO
$194B
– –
-9,800
Closed -$231K
NVR icon
2616
NVR
NVR
$16.7B
– –
-83
Closed -$205K
NVS icon
2617
CALL
Novartis
NVS
$292B
– –
-55,242
Closed -$4.26M
NWL icon
2618
Newell Brands
NWL
$2.59B
– –
-20,346
Closed -$405K
NWN icon
2619
Northwest Natural Holdings
NWN
$2.05B
– –
-4,193
Closed -$281K
NXP icon
2620
Nuveen Select Tax-Free Income Portfolio
NXP
$897M
– –
-11,053
Closed -$154K
ADAM
2621
Adamas Trust
ADAM
$857M
– –
-7,141
Closed -$174K
O icon
2622
PUT
Realty Income
O
$58.7B
– –
-9,391
Closed -$518K
OCGN icon
2623
Ocugen
OCGN
$434M
– –
-206
Closed -$7K
ODP
2624
PUT
DELISTED
ODP
ODP
– –
-1,480
Closed -$48K
OEF icon
2625
CALL
iShares S&P 100 ETF
OEF
$20.5B
– –
-2,400
Closed -$311K
103 104
105
106 107

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Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.