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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
VTR icon
976
Ventas
VTR
$46B
$514K 0.01%
8,773
-2,289
-21% -$135K
SHW icon
977
Sherwin-Williams
SHW
$87.3B
$513K 0.01%
3,915
+207
+6% +$27.9K
SIRI icon
978
SiriusXM
SIRI
$10.2B
$512K 0.01%
8,975
-1,958
-18% -$119K
FCX icon
979
Freeport-McMoran
FCX
$95.8B
$509K 0.01%
49,343
+28,476
+136% +$332K
GWW icon
980
W.W. Grainger
GWW
$60.6B
$509K 0.01%
+1,803
New +$536K
KYN icon
981
Kayne Anderson Energy Infrastructure Fund
KYN
$2.41B
$509K 0.01%
+36,986
New +$592K
TWLO icon
982
PUT
Twilio
TWLO
$30B
$509K 0.01%
5,700
-20,000
-78% -$1.62M
EXP icon
983
CALL
Eagle Materials
EXP
$6.6B
$507K 0.01%
8,300
-10,700
-56% -$767K
LVHB
984
DELISTED
Innovator Lunt Low Vol/High Beta Tactical ETF
LVHB
$506K 0.01%
+17,085
New +$528K
EW icon
985
CALL
Edwards Lifesciences
EW
$51.2B
$505K 0.01%
9,900
-33,900
-77% -$1.72M
K
986
DELISTED
Kellanova
K
$504K 0.01%
9,410
+6,367
+209% +$384K
TTWO icon
987
PUT
Take-Two Interactive
TTWO
$45.1B
$504K 0.01%
4,900
-13,300
-73% -$1.53M
YELP icon
988
CALL
Yelp
YELP
$1.46B
$504K 0.01%
14,400
-14,300
-50% -$546K
ALGN icon
989
PUT
Align Technology
ALGN
$12.3B
$503K 0.01%
2,400
-12,400
-84% -$3.13M
FREL icon
990
Fidelity MSCI Real Estate Index ETF
FREL
$1.49B
$501K 0.01%
+22,383
New +$528K
JBLU icon
991
CALL
JetBlue
JBLU
$2.49B
$501K 0.01%
31,200
+2,900
+10% +$50.5K
USB icon
992
US Bancorp
USB
$101B
$500K 0.01%
10,945
-19,313
-64% -$994K
FDD icon
993
First Trust STOXX European Select Dividend Income Fund
FDD
$897M
$499K 0.01%
41,819
+6,213
+17% +$77.4K
TSLA icon
994
PUT
Tesla
TSLA
$1.28T
$499K 0.01%
22,500
-19,500
-46% -$419K
CIT
995
DELISTED
CIT Group Inc.
CIT
$499K 0.01%
13,047
-12,814
-50% -$581K
EZU icon
996
iShare MSCI Eurozone ETF
EZU
$9.82B
$498K 0.01%
14,213
+6,063
+74% +$226K
IJH icon
997
PUT
iShares Core S&P Mid-Cap ETF
IJH
$125B
$498K 0.01%
15,000
-50,500
-77% -$1.84M
NAV
998
CALL
DELISTED
Navistar International
NAV
$498K 0.01%
19,200
+3,100
+19% +$97K
RSPS icon
999
Invesco S&P 500 Equal Weight Consumer Staples ETF
RSPS
$255M
$495K 0.01%
+21,245
New +$538K
B
1000
PUT
Barrick Mining
B
$63.9B
$493K 0.01%
36,400
-419,100
-92% -$5.42M
38 39
40
41 42

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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.