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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
NFLX icon
76
PUT
Netflix
NFLX
$299B
$11.7M 0.14%
437,000
-215,000
-33% -$6.43M
TGT icon
77
CALL
Target
TGT
$65.6B
$11.5M 0.14%
173,500
-143,000
-45% -$11M
IBB icon
78
CALL
iShares Biotechnology ETF
IBB
$9.34B
$11.3M 0.14%
117,700
+40,400
+52% +$4.29M
IYR icon
79
CALL
iShares US Real Estate ETF
IYR
$4.66B
$11.3M 0.14%
151,400
-154,400
-50% -$12.1M
INTC icon
80
CALL
Intel
INTC
$455B
$11.3M 0.14%
241,600
-224,200
-48% -$10.5M
STZ icon
81
CALL
Constellation Brands
STZ
$22.2B
$11.1M 0.14%
69,300
-27,000
-28% -$5.37M
HD icon
82
PUT
Home Depot
HD
$331B
$10.9M 0.13%
63,700
-200,800
-76% -$36M
FXI icon
83
PUT
iShares China Large-Cap ETF
FXI
$4.37B
$10.9M 0.13%
278,800
+115,400
+71% +$4.66M
BRK.B icon
84
CALL
Berkshire Hathaway Class B
BRK.B
$1.1T
$10.9M 0.13%
53,200
+29,900
+128% +$6.25M
BIDU icon
85
CALL
Baidu
BIDU
$37.7B
$10.8M 0.13%
68,200
-11,100
-14% -$2.07M
FXE icon
86
CALL
Invesco CurrencyShares Euro Currency Trust
FXE
$346M
$10.8M 0.13%
98,800
– –
T icon
87
CALL
AT&T
T
$159B
$10.6M 0.13%
490,012
-250,634
-34% -$5.83M
AMGN icon
88
PUT
Amgen
AMGN
$208B
$10.5M 0.13%
53,800
-239,000
-82% -$46.6M
EEM icon
89
CALL
iShares MSCI Emerging Markets ETF
EEM
$28.8B
$10.4M 0.13%
267,500
-4,500
-2% -$180K
EFA icon
90
CALL
iShares MSCI EAFE ETF
EFA
$78B
$10.2M 0.13%
174,300
-11,100
-6% -$693K
BDX icon
91
CALL
Becton Dickinson
BDX
$45.6B
$10.2M 0.12%
46,330
-14,145
-23% -$3.28M
NVDA icon
92
PUT
NVIDIA
NVDA
$4.86T
$10M 0.12%
2,996,000
-1,884,000
-39% -$9.01M
DIS icon
93
PUT
Walt Disney
DIS
$167B
$9.99M 0.12%
91,100
-187,000
-67% -$21.3M
CMG icon
94
CALL
Chipotle Mexican Grill
CMG
$47.2B
$9.93M 0.12%
1,150,000
-930,000
-45% -$8.41M
CME icon
95
CME Group
CME
$96.3B
$9.72M 0.12%
51,672
+6,672
+15% +$1.23M
DIS icon
96
CALL
Walt Disney
DIS
$167B
$9.61M 0.12%
87,600
-29,600
-25% -$3.37M
SHY icon
97
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$9.6M 0.12%
114,850
+86,089
+299% +$7.15M
XOP icon
98
CALL
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$9.25M 0.11%
87,175
+35,400
+68% +$4.95M
XOP icon
99
PUT
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$9.09M 0.11%
85,700
+30,800
+56% +$4.3M
XLB icon
100
PUT
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$8.95M 0.11%
354,200
+203,800
+136% +$5.43M
2 3
4
5 6

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
TIM
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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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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.