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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
URI icon
701
CALL
United Rentals
URI
$69.5B
$872K 0.01%
+8,500
New +$1.02M
WAT icon
702
PUT
Waters Corp
WAT
$36.8B
$868K 0.01%
4,600
-5,300
-54% -$1.01M
LAMR icon
703
PUT
Lamar Advertising Co
LAMR
$16B
$865K 0.01%
12,500
+6,700
+116% +$493K
O icon
704
CALL
Realty Income
O
$59.2B
$864K 0.01%
14,138
-15,893
-53% -$949K
KSS icon
705
PUT
Kohl's
KSS
$2.28B
$862K 0.01%
13,000
-13,500
-51% -$947K
MGM icon
706
PUT
MGM Resorts International
MGM
$11.4B
$861K 0.01%
35,500
-34,900
-50% -$911K
DINO icon
707
CALL
HF Sinclair
DINO
$15.8B
$859K 0.01%
16,800
-24,700
-60% -$1.51M
JHML icon
708
John Hancock Multifactor Large Cap ETF
JHML
$1.18B
$855K 0.01%
+26,667
New +$927K
EBAY icon
709
CALL
eBay
EBAY
$47.6B
$853K 0.01%
30,400
-135,100
-82% -$3.97M
EWZ icon
710
iShares MSCI Brazil ETF
EWZ
$9.22B
$853K 0.01%
22,327
-11,899
-35% -$461K
PAYX icon
711
PUT
Paychex
PAYX
$41.9B
$853K 0.01%
13,100
+4,400
+51% +$298K
WDAY icon
712
Workday
WDAY
$40.8B
$852K 0.01%
5,334
-147
-3% -$20.8K
OXY icon
713
PUT
Occidental Petroleum
OXY
$55.2B
$847K 0.01%
13,800
-113,400
-89% -$7.97M
EQIX icon
714
CALL
Equinix
EQIX
$102B
$846K 0.01%
2,400
+1,000
+71% +$390K
MLM icon
715
Martin Marietta Materials
MLM
$32.6B
$846K 0.01%
4,922
+1,892
+62% +$336K
HYLS icon
716
First Trust Exchange-Traded Fund IV First Trust Tactical High Yield ETF
HYLS
$1.63B
$845K 0.01%
+18,833
New +$879K
RTH icon
717
CALL
VanEck Retail ETF
RTH
$262M
$845K 0.01%
9,000
– –
IXUS icon
718
iShares Core MSCI Total International Stock ETF
IXUS
$58.7B
$839K 0.01%
+15,964
New +$886K
KKR icon
719
CALL
KKR & Co
KKR
$95.7B
$836K 0.01%
42,600
+13,300
+45% +$304K
MUB icon
720
iShares National Muni Bond ETF
MUB
$45.2B
$835K 0.01%
+7,654
New +$824K
NEE icon
721
NextEra Energy
NEE
$181B
$834K 0.01%
19,188
-7,288
-28% -$319K
KMX icon
722
CarMax
KMX
$8.29B
$833K 0.01%
+13,272
New +$876K
MRO
723
PUT
DELISTED
Marathon Oil Corporation
MRO
$833K 0.01%
58,100
-74,900
-56% -$1.34M
XBI icon
724
State Street SPDR S&P Biotech ETF
XBI
$9.62B
$832K 0.01%
11,594
+3,998
+53% +$322K
HBAN icon
725
Huntington Bancshares
HBAN
$35.1B
$831K 0.01%
+69,740
New +$968K
27 28
29
30 31

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BCM
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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.