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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
ORCL icon
776
Oracle
ORCL
$409B
$757K 0.01%
16,775
+5,081
+43% +$243K
AON icon
777
PUT
Aon
AON
$75.9B
$756K 0.01%
5,200
-7,800
-60% -$1.21M
FITB
778
Fifth Third Bancorp
FITB
$51.6B
$753K 0.01%
31,997
+17,963
+128% +$473K
BLK icon
779
CALL
Blackrock
BLK
$175B
$746K 0.01%
1,900
-5,400
-74% -$2.21M
FAST icon
780
Fastenal
FAST
$55.2B
$746K 0.01%
+57,076
New +$772K
HIG icon
781
Hartford Financial Services
HIG
$39.2B
$746K 0.01%
16,774
+10,506
+168% +$473K
WMB icon
782
PUT
Williams Companies
WMB
$86.1B
$741K 0.01%
33,600
-138,300
-80% -$3.46M
JD icon
783
PUT
JD.com
JD
$44.6B
$739K 0.01%
35,300
-73,100
-67% -$1.64M
CRL icon
784
Charles River Laboratories
CRL
$11.1B
$738K 0.01%
+6,524
New +$817K
GNL icon
785
Global Net Lease
GNL
$1.83B
$738K 0.01%
+41,892
New +$834K
X
786
PUT
DELISTED
US Steel
X
$737K 0.01%
40,400
-70,400
-64% -$1.76M
CNQ icon
787
PUT
Canadian Natural Resources
CNQ
$96.7B
$734K 0.01%
62,077
+41,249
+198% +$554K
IEF icon
788
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$732K 0.01%
+7,024
New +$711K
GAP
789
PUT
The Gap Inc
GAP
$7.38B
$732K 0.01%
28,400
-27,800
-49% -$743K
AEM icon
790
CALL
Agnico Eagle Mines
AEM
$74.6B
$731K 0.01%
18,100
-22,100
-55% -$814K
EXC icon
791
PUT
Exelon
EXC
$47B
$731K 0.01%
22,712
-32,387
-59% -$1.04M
ROK icon
792
Rockwell Automation
ROK
$53.5B
$731K 0.01%
4,857
+3,447
+244% +$575K
MGM icon
793
CALL
MGM Resorts International
MGM
$11.4B
$730K 0.01%
30,100
-11,500
-28% -$300K
NSC icon
794
Norfolk Southern
NSC
$75.6B
$729K 0.01%
+4,876
New +$802K
SBAC icon
795
PUT
SBA Communications
SBAC
$19B
$729K 0.01%
4,500
-2,000
-31% -$326K
LEN icon
796
PUT
Lennar Class A
LEN
$20.5B
$728K 0.01%
19,214
-6,714
-26% -$274K
PZA icon
797
Invesco National AMT-Free Municipal Bond ETF
PZA
$4.23B
$727K 0.01%
+29,122
New +$718K
VLO icon
798
PUT
Valero Energy
VLO
$88.5B
$727K 0.01%
9,700
-82,200
-89% -$7.22M
FDX icon
799
FedEx
FDX
$73.2B
$726K 0.01%
4,499
-6,344
-59% -$1.34M
FIVE icon
800
CALL
Five Below
FIVE
$12B
$726K 0.01%
7,100
-10,600
-60% -$1.17M
30 31
32
33 34

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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.