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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
ADM icon
626
CALL
Archer Daniels Midland
ADM
$37.6B
$1.04M 0.01%
25,400
-53,100
-68% -$2.48M
KR icon
627
CALL
Kroger
KR
$35.7B
$1.03M 0.01%
37,600
-221,900
-86% -$6.44M
MMP
628
DELISTED
Magellan Midstream Partners, L.P.
MMP
$1.03M 0.01%
+18,051
New +$1.11M
CXO
629
CALL
DELISTED
CONCHO RESOURCES INC.
CXO
$1.02M 0.01%
9,900
-3,600
-27% -$477K
MUR icon
630
PUT
Murphy Oil
MUR
$5.55B
$1.01M 0.01%
43,400
+27,000
+165% +$828K
MRSH
631
PUT
Marsh
MRSH
$92B
$1.01M 0.01%
12,700
-28,000
-69% -$2.33M
PSA icon
632
CALL
Public Storage
PSA
$60.9B
$1.01M 0.01%
5,000
-9,400
-65% -$1.92M
SAP icon
633
SAP
SAP
$219B
$1.01M 0.01%
10,158
-9,579
-49% -$1.02M
FNV icon
634
PUT
Franco-Nevada
FNV
$41.4B
$1.01M 0.01%
14,400
-6,500
-31% -$434K
AA icon
635
CALL
Alcoa
AA
$11.8B
$1.01M 0.01%
37,900
-67,100
-64% -$2.26M
LLY icon
636
PUT
Eli Lilly
LLY
$1,000B
$1.01M 0.01%
8,700
-89,100
-91% -$9.95M
MCHP icon
637
CALL
Microchip Technology
MCHP
$40.8B
$1.01M 0.01%
28,000
-102,000
-78% -$3.6M
WM icon
638
PUT
Waste Management
WM
$90.5B
$1.01M 0.01%
11,300
-140,000
-93% -$12.6M
BKNG icon
639
Booking.com
BKNG
$149B
$1M 0.01%
14,525
+11,750
+423% +$862K
CMA
640
PUT
DELISTED
Comerica
CMA
$996K 0.01%
14,500
+4,600
+46% +$366K
BUD icon
641
PUT
AB InBev
BUD
$166B
$994K 0.01%
15,100
-55,000
-78% -$4.21M
HUM icon
642
Humana
HUM
$45B
$990K 0.01%
+3,457
New +$1.1M
AGO icon
643
CALL
Assured Guaranty
AGO
$3.72B
$988K 0.01%
25,800
+15,700
+155% +$627K
GLW icon
644
PUT
Corning
GLW
$126B
$988K 0.01%
32,700
-67,800
-67% -$2.16M
TROW icon
645
CALL
T. Rowe Price
TROW
$24.3B
$988K 0.01%
10,700
-3,700
-26% -$359K
TGT icon
646
Target
TGT
$67.8B
$987K 0.01%
+14,941
New +$1.15M
TPR icon
647
CALL
Tapestry
TPR
$31.4B
$986K 0.01%
29,200
-5,700
-16% -$229K
ADP icon
648
PUT
Automatic Data Processing
ADP
$107B
$983K 0.01%
7,500
-13,700
-65% -$1.93M
PANW icon
649
PUT
Palo Alto Networks
PANW
$283B
$979K 0.01%
31,200
-96,600
-76% -$3.01M
HLT icon
650
PUT
Hilton Worldwide
HLT
$70.7B
$976K 0.01%
13,600
+8,600
+172% +$621K
24 25
26
27 28

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OAM
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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
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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.