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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
SWKS icon
751
Skyworks Solutions
SWKS
$9.22B
$800K 0.01%
11,941
-3,236
-21% -$250K
DRI icon
752
Darden Restaurants
DRI
$23.6B
$790K 0.01%
7,909
+5,924
+298% +$634K
CSCO icon
753
Cisco
CSCO
$457B
$787K 0.01%
18,171
+8,898
+96% +$407K
GPC icon
754
PUT
Genuine Parts
GPC
$17.7B
$787K 0.01%
8,200
-6,300
-43% -$623K
WFC icon
755
Wells Fargo
WFC
$266B
$787K 0.01%
17,083
-19,529
-53% -$1M
LMT icon
756
PUT
Lockheed Martin
LMT
$135B
$786K 0.01%
3,000
-24,000
-89% -$7.28M
HSBC icon
757
PUT
HSBC
HSBC
$370B
$785K 0.01%
19,811
-22,492
-53% -$900K
GM icon
758
PUT
General Motors
GM
$79.3B
$783K 0.01%
23,400
-88,300
-79% -$3.05M
EXAS
759
CALL
DELISTED
Exact Sciences
EXAS
$782K 0.01%
12,400
-9,700
-44% -$666K
CMI icon
760
Cummins
CMI
$89.5B
$779K 0.01%
5,826
-11,938
-67% -$1.69M
WMT icon
761
Walmart Inc
WMT
$881B
$778K 0.01%
25,041
+4,350
+21% +$139K
RACE icon
762
CALL
Ferrari
RACE
$70.5B
$776K 0.01%
7,800
-3,900
-33% -$438K
SDS icon
763
ProShares UltraShort S&P500
SDS
$406M
$776K 0.01%
723
+435
+151% +$416K
PRU icon
764
CALL
Prudential Financial
PRU
$42.7B
$775K 0.01%
9,500
-35,100
-79% -$3.23M
TECL icon
765
Direxion Daily Technology Bull 3x ETF
TECL
$5.32B
$775K 0.01%
91,120
+13,170
+17% +$154K
CS
766
DELISTED
Credit Suisse Group
CS
$775K 0.01%
+71,346
New +$882K
CF icon
767
CALL
CF Industries
CF
$18.2B
$774K 0.01%
17,800
-24,100
-58% -$1.13M
VAW icon
768
Vanguard Materials ETF
VAW
$2.99B
$772K 0.01%
+6,968
New +$826K
TFCFA
769
DELISTED
Twenty-First Century Fox, Inc. Class A
TFCFA
$772K 0.01%
16,039
+10,560
+193% +$501K
CAG icon
770
CALL
Conagra Brands
CAG
$7.14B
$769K 0.01%
36,000
+600
+2% +$19.4K
DECK icon
771
PUT
Deckers Outdoor
DECK
$13.6B
$768K 0.01%
36,000
-4,200
-10% -$85.2K
TOTL icon
772
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.01B
$767K 0.01%
16,201
+1,625
+11% +$76.4K
LVS icon
773
Las Vegas Sands
LVS
$30.6B
$766K 0.01%
14,714
-3,758
-20% -$204K
RSPH icon
774
Invesco S&P 500 Equal Weight Health Care ETF
RSPH
$774M
$766K 0.01%
+43,170
New +$820K
AEM icon
775
Agnico Eagle Mines
AEM
$74.6B
$763K 0.01%
18,888
+6,440
+52% +$237K
29 30
31
32 33

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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.