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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
IONS icon
1301
CALL
Ionis Pharmaceuticals
IONS
$9.12B
$324K ﹤0.01%
6,000
-40,500
-87% -$2.07M
IYZ icon
1302
iShares US Telecommunications ETF
IYZ
$1.24B
$324K ﹤0.01%
12,289
-3,937
-24% -$110K
EPR icon
1303
EPR Properties
EPR
$4.64B
$323K ﹤0.01%
+5,039
New +$347K
EUFN icon
1304
iShares MSCI Europe Financials ETF
EUFN
$4.27B
$323K ﹤0.01%
+19,055
New +$350K
PPL
1305
PPL Corp
PPL
$26.3B
$323K ﹤0.01%
11,401
-849
-7% -$25.8K
SPH icon
1306
Suburban Propane Partners
SPH
$1.19B
$323K ﹤0.01%
+16,756
New +$377K
JOYY
1307
PUT
JOYY Inc
JOYY
$3.8B
$323K ﹤0.01%
5,400
-31,400
-85% -$2.05M
CFG icon
1308
Citizens Financial Group
CFG
$31.4B
$322K ﹤0.01%
10,835
-3,046
-22% -$107K
M icon
1309
PUT
Macy's
M
$6.91B
$322K ﹤0.01%
10,800
-111,700
-91% -$3.68M
PAYX icon
1310
Paychex
PAYX
$42B
$322K ﹤0.01%
4,939
+1,270
+35% +$86K
GOOG icon
1311
Alphabet (Google) Class C
GOOG
$4.62T
$321K ﹤0.01%
6,200
-22,280
-78% -$1.19M
MTB icon
1312
M&T Bank
MTB
$36.8B
$320K ﹤0.01%
2,239
+442
+25% +$70.7K
OSK icon
1313
CALL
Oshkosh
OSK
$9.7B
$319K ﹤0.01%
5,200
-8,700
-63% -$558K
BBY icon
1314
PUT
Best Buy
BBY
$17.9B
$318K ﹤0.01%
6,000
-88,000
-94% -$5.75M
BLKB icon
1315
Blackbaud
BLKB
$2.09B
$318K ﹤0.01%
+5,049
New +$364K
GT icon
1316
CALL
Goodyear
GT
$2.04B
$318K ﹤0.01%
15,600
-25,100
-62% -$544K
DVN icon
1317
Devon Energy
DVN
$49.7B
$317K ﹤0.01%
14,074
+7,275
+107% +$224K
FTI icon
1318
TechnipFMC
FTI
$27.8B
$317K ﹤0.01%
21,770
+2,176
+11% +$40.5K
CMCSA icon
1319
Comcast
CMCSA
$86.9B
$316K ﹤0.01%
9,292
-157,840
-94% -$5.76M
ICE icon
1320
Intercontinental Exchange
ICE
$83.8B
$316K ﹤0.01%
+4,194
New +$321K
ISRG icon
1321
Intuitive Surgical
ISRG
$132B
$316K ﹤0.01%
1,980
-10,365
-84% -$1.76M
VMBS icon
1322
Vanguard Mortgage-Backed Securities ETF
VMBS
$15.4B
$316K ﹤0.01%
6,137
-22,723
-79% -$1.15M
CCI icon
1323
PUT
Crown Castle
CCI
$31.4B
$315K ﹤0.01%
2,900
-12,600
-81% -$1.38M
CSML
1324
DELISTED
IndexIQ ETF Trust IQ U.S. Small Cap ETF
CSML
$315K ﹤0.01%
+14,097
New +$353K
GRA
1325
DELISTED
W.R. Grace & Co.
GRA
$315K ﹤0.01%
4,846
-1,193
-20% -$77.1K
51 52
53
54 55

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OAM
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WFAL
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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
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 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.