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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
OTEX icon
2651
CALL
Open Text
OTEX
$6.34B
– –
-6,600
Closed -$251K
OTLK icon
2652
Outlook Therapeutics
OTLK
$171M
– –
-115
Closed -$18K
OVV icon
2653
CALL
Ovintiv
OVV
$17.1B
– –
-5,620
Closed -$368K
OVV icon
2654
Ovintiv
OVV
$17.1B
– –
-28,664
Closed -$1.88M
OVV icon
2655
PUT
Ovintiv
OVV
$17.1B
– –
-28,320
Closed -$1.86M
PAAS icon
2656
CALL
Pan American Silver
PAAS
$18.4B
– –
-40,500
Closed -$598K
PAAS icon
2657
Pan American Silver
PAAS
$18.4B
– –
-30,193
Closed -$446K
PAAS icon
2658
PUT
Pan American Silver
PAAS
$18.4B
– –
-50,800
Closed -$750K
PBR.A icon
2659
Petrobras Class A
PBR.A
$109B
– –
-20,994
Closed -$220K
PCAR icon
2660
CALL
PACCAR
PCAR
$69.5B
– –
-19,800
Closed -$900K
PCAR icon
2661
PUT
PACCAR
PCAR
$69.5B
– –
-31,200
Closed -$1.42M
PCEF icon
2662
Invesco CEF Income Composite ETF
PCEF
$806M
– –
-13,565
Closed -$309K
PEG icon
2663
CALL
Public Service Enterprise Group
PEG
$38.2B
– –
-42,500
Closed -$2.24M
PENN icon
2664
PENN Entertainment
PENN
$2.67B
– –
-7,515
Closed -$247K
PFF icon
2665
iShares Preferred and Income Securities ETF
PFF
$13.3B
– –
-20,100
Closed -$746K
PFG icon
2666
Principal Financial Group
PFG
$24.6B
– –
-15,713
Closed -$921K
PFGC icon
2667
Performance Food Group
PFGC
$18B
– –
-7,873
Closed -$262K
PFX icon
2668
PhenixFIN
PFX
$83.1M
– –
-1,838
Closed -$140K
PGEN icon
2669
CALL
Precigen
PGEN
$2.36B
– –
-14,300
Closed -$246K
PGEN icon
2670
Precigen
PGEN
$2.36B
– –
-14,678
Closed -$253K
PGR icon
2671
CALL
Progressive
PGR
$122B
– –
-18,300
Closed -$1.3M
PHIO icon
2672
Phio Pharmaceuticals
PHIO
$12M
– –
-2
Closed -$16K
PHM icon
2673
Pultegroup
PHM
$24.6B
– –
-34,340
Closed -$849K
PHM icon
2674
PUT
Pultegroup
PHM
$24.6B
– –
-132,400
Closed -$3.28M
PIM
2675
Franklin Master Intermediate Income Trust
PIM
$150M
– –
-21,556
Closed -$97K
105 106
107
108 109

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BCM
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.