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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
RCL icon
726
PUT
Royal Caribbean
RCL
$86.7B
$831K 0.01%
8,500
-54,600
-87% -$5.98M
ITB icon
727
CALL
iShares US Home Construction ETF
ITB
$2.25B
$829K 0.01%
+27,600
New +$869K
RF icon
728
CALL
Regions Financial
RF
$26.9B
$826K 0.01%
61,700
-83,900
-58% -$1.35M
CHL
729
CALL
DELISTED
China Mobile Limited
CHL
$826K 0.01%
+17,200
New +$828K
ALB icon
730
Albemarle
ALB
$14B
$825K 0.01%
10,708
+123
+1% +$11.6K
AMAT icon
731
PUT
Applied Materials
AMAT
$411B
$825K 0.01%
25,200
-135,200
-84% -$4.63M
DE icon
732
Deere & Co
DE
$163B
$822K 0.01%
+5,513
New +$807K
LULU icon
733
lululemon athletica
LULU
$14B
$821K 0.01%
6,748
+798
+13% +$107K
ALL icon
734
PUT
Allstate
ALL
$67.6B
$818K 0.01%
9,900
-8,900
-47% -$799K
AZN icon
735
PUT
AstraZeneca
AZN
$245B
$817K 0.01%
10,750
+750
+8% +$58.6K
CP icon
736
CALL
Canadian Pacific Kansas City
CP
$79.7B
$817K 0.01%
23,000
-4,500
-16% -$180K
TT icon
737
Trane Technologies
TT
$101B
$816K 0.01%
+8,946
New +$879K
BKR icon
738
CALL
Baker Hughes
BKR
$60.4B
$815K 0.01%
37,900
-21,300
-36% -$544K
F icon
739
PUT
Ford
F
$57.5B
$815K 0.01%
106,500
+64,400
+153% +$574K
IJH icon
740
CALL
iShares Core S&P Mid-Cap ETF
IJH
$124B
$814K 0.01%
24,500
-206,000
-89% -$7.52M
OLED icon
741
CALL
Universal Display
OLED
$3.67B
$814K 0.01%
8,700
-16,700
-66% -$1.69M
RIG icon
742
CALL
Transocean
RIG
$5.7B
$814K 0.01%
117,300
-166,500
-59% -$1.7M
COR icon
743
Cencora
COR
$60B
$813K 0.01%
+10,925
New +$942K
FIS icon
744
PUT
Fidelity National Information Services
FIS
$23.1B
$810K 0.01%
7,900
-4,600
-37% -$479K
VTR icon
745
CALL
Ventas
VTR
$46.6B
$809K 0.01%
13,800
-27,000
-66% -$1.59M
XME icon
746
State Street SPDR S&P Metals & Mining ETF
XME
$3.94B
$809K 0.01%
+30,871
New +$932K
TNL icon
747
PUT
Travel + Leisure Co
TNL
$4.72B
$803K 0.01%
22,400
+12,400
+124% +$482K
AMX icon
748
CALL
America Movil
AMX
$74.9B
$802K 0.01%
+56,300
New +$809K
SYY icon
749
CALL
Sysco
SYY
$40.7B
$802K 0.01%
12,800
-20,600
-62% -$1.39M
LNG icon
750
Cheniere Energy
LNG
$54.1B
$801K 0.01%
+13,540
New +$833K
28 29
30
31 32

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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
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
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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.