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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
EXP icon
1076
Eagle Materials
EXP
$6.62B
$437K 0.01%
7,153
+914
+15% +$65.5K
EWH icon
1077
iShares MSCI Hong Kong ETF
EWH
$1.23B
$436K 0.01%
+19,305
New +$435K
FOSL icon
1078
CALL
Fossil Group
FOSL
$357M
$434K 0.01%
27,600
+10,100
+58% +$196K
NTRS icon
1079
Northern Trust
NTRS
$33.4B
$434K 0.01%
5,187
-683
-12% -$64K
PHM icon
1080
CALL
Pultegroup
PHM
$25.1B
$434K 0.01%
16,700
-131,700
-89% -$3.26M
SITC icon
1081
SITE Centers
SITC
$166M
$433K 0.01%
+50,101
New +$471K
LUV icon
1082
PUT
Southwest Airlines
LUV
$23.8B
$432K 0.01%
9,300
-3,500
-27% -$186K
NTR icon
1083
CALL
Nutrien
NTR
$32.1B
$432K 0.01%
9,200
-3,200
-26% -$167K
PLD icon
1084
Prologis
PLD
$130B
$432K 0.01%
+7,358
New +$477K
MLM icon
1085
PUT
Martin Marietta Materials
MLM
$33.3B
$430K 0.01%
2,500
-12,200
-83% -$2.17M
PWV icon
1086
Invesco Large Cap Value ETF
PWV
$1.72B
$430K 0.01%
+13,172
New +$465K
TEL icon
1087
TE Connectivity
TEL
$62.9B
$430K 0.01%
+5,686
New +$438K
FMC icon
1088
PUT
FMC
FMC
$1.31B
$429K 0.01%
6,687
-1,615
-19% -$113K
HIW icon
1089
CALL
Highwoods Properties
HIW
$3.64B
$429K 0.01%
11,100
-100
-0.9% -$4.33K
IFLN
1090
Invesco Bloomberg Enhanced Fallen Angels ETF
IFLN
$306M
$429K 0.01%
+24,257
New +$439K
HAL icon
1091
Halliburton
HAL
$27B
$428K 0.01%
+16,098
New +$543K
PGR icon
1092
PUT
Progressive
PGR
$122B
$428K 0.01%
7,100
-10,900
-61% -$725K
ECL icon
1093
Ecolab
ECL
$79.6B
$427K 0.01%
+2,900
New +$443K
FFIV icon
1094
F5
FFIV
$23.4B
$426K 0.01%
2,632
-6,963
-73% -$1.19M
PDP icon
1095
Invesco Dorsey Wright Momentum ETF
PDP
$1.52B
$426K 0.01%
8,779
+4,244
+94% +$223K
MNDT
1096
DELISTED
Mandiant, Inc. Common Stock
MNDT
$426K 0.01%
26,293
+5,023
+24% +$90.2K
LVS icon
1097
CALL
Las Vegas Sands
LVS
$29.8B
$422K 0.01%
8,100
-38,300
-83% -$2.08M
OLN icon
1098
CALL
Olin
OLN
$2.17B
$422K 0.01%
21,000
-40,500
-66% -$864K
KLAC icon
1099
PUT
KLA
KLAC
$256B
$421K 0.01%
+47,000
New +$438K
NEA icon
1100
Nuveen AMT-Free Quality Municipal Income Fund
NEA
$3.39B
$421K 0.01%
34,204
+16,933
+98% +$208K
42 43
44
45 46

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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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EI
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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.