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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
ETN icon
676
Eaton
ETN
$170B
$916K 0.01%
+13,337
New +$997K
STX icon
677
PUT
Seagate
STX
$189B
$915K 0.01%
23,700
-47,700
-67% -$2.01M
DIS icon
678
Walt Disney
DIS
$170B
$914K 0.01%
8,339
-486
-6% -$55.3K
FNV icon
679
Franco-Nevada
FNV
$41.4B
$913K 0.01%
13,010
-8,271
-39% -$553K
KMB icon
680
PUT
Kimberly-Clark
KMB
$35.7B
$912K 0.01%
8,000
-37,200
-82% -$4.13M
MBB icon
681
iShares MBS ETF
MBB
$38.8B
$912K 0.01%
+8,711
New +$896K
BHC icon
682
PUT
Bausch Health
BHC
$2.62B
$909K 0.01%
49,200
-43,100
-47% -$1.03M
IYT icon
683
CALL
iShares US Transportation ETF
IYT
$2.26B
$908K 0.01%
22,000
+4,400
+25% +$203K
EEM icon
684
iShares MSCI Emerging Markets ETF
EEM
$28.9B
$906K 0.01%
23,206
-38,713
-63% -$1.55M
CTXS
685
PUT
DELISTED
Citrix Systems Inc
CTXS
$902K 0.01%
8,800
-22,000
-71% -$2.32M
GRMN
686
CALL
Garmin
GRMN
$58.8B
$899K 0.01%
14,200
-14,100
-50% -$913K
MAS icon
687
PUT
Masco
MAS
$14.7B
$898K 0.01%
30,700
+1,200
+4% +$37.3K
EA icon
688
Electronic Arts
EA
$53B
$896K 0.01%
11,357
-1,932
-15% -$177K
REGN icon
689
Regeneron Pharmaceuticals
REGN
$78.2B
$895K 0.01%
2,397
-3,209
-57% -$1.17M
WY icon
690
Weyerhaeuser
WY
$18.2B
$895K 0.01%
+40,945
New +$1.09M
LEN icon
691
Lennar Class A
LEN
$20.5B
$891K 0.01%
+23,513
New +$958K
FBT icon
692
First Trust NYSE Arca Biotechnology Index Fund
FBT
$2.71B
$889K 0.01%
+7,155
New +$978K
JNPR
693
CALL
DELISTED
Juniper Networks
JNPR
$885K 0.01%
32,900
+8,100
+33% +$229K
LEN icon
694
CALL
Lennar Class A
LEN
$20.5B
$885K 0.01%
+23,346
New +$952K
ROKU icon
695
CALL
Roku
ROKU
$21.6B
$885K 0.01%
28,900
+13,600
+89% +$641K
CBRE icon
696
CALL
CBRE Group
CBRE
$43B
$881K 0.01%
22,000
+14,600
+197% +$604K
FIS icon
697
Fidelity National Information Services
FIS
$23.1B
$880K 0.01%
8,578
-1,131
-12% -$118K
MUR icon
698
Murphy Oil
MUR
$5.55B
$878K 0.01%
+37,545
New +$1.15M
GG
699
DELISTED
Goldcorp Inc
GG
$874K 0.01%
89,176
+57,258
+179% +$555K
KR icon
700
PUT
Kroger
KR
$35.7B
$872K 0.01%
31,700
-196,400
-86% -$5.7M
26 27
28
29 30

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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.