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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
RIG icon
1326
PUT
Transocean
RIG
$5.72B
$314K ﹤0.01%
45,300
-367,100
-89% -$3.74M
ZION icon
1327
PUT
Zions Bancorporation
ZION
$10.5B
$314K ﹤0.01%
7,700
-58,600
-88% -$2.73M
PRFZ icon
1328
Invesco FTSE RAFI US 1500 Small-Mid ETF
PRFZ
$2.88B
$313K ﹤0.01%
+13,780
New +$350K
CNX icon
1329
CALL
CNX Resources
CNX
$5.24B
$312K ﹤0.01%
27,300
-62,200
-69% -$858K
DFS
1330
DELISTED
Discover Financial Services
DFS
$312K ﹤0.01%
+5,284
New +$365K
HRL icon
1331
CALL
Hormel Foods
HRL
$13.9B
$312K ﹤0.01%
+7,300
New +$315K
MDYG icon
1332
State Street SPDR S&P 400 Mid Cap Growth ETF
MDYG
$2.92B
$312K ﹤0.01%
+6,813
New +$343K
TBF icon
1333
ProShares Short 20+ Year Treasury ETF
TBF
$104M
$312K ﹤0.01%
+13,945
New +$330K
WU icon
1334
Western Union
WU
$2.29B
$312K ﹤0.01%
18,280
-14,385
-44% -$262K
LUV icon
1335
CALL
Southwest Airlines
LUV
$24.1B
$311K ﹤0.01%
6,700
-16,000
-70% -$850K
MGM icon
1336
MGM Resorts International
MGM
$11.6B
$311K ﹤0.01%
12,823
-32,394
-72% -$845K
MSI icon
1337
CALL
Motorola Solutions
MSI
$73.2B
$311K ﹤0.01%
2,700
-12,600
-82% -$1.56M
HBAN icon
1338
PUT
Huntington Bancshares
HBAN
$35.7B
$310K ﹤0.01%
+26,000
New +$361K
SPR
1339
CALL
DELISTED
Spirit AeroSystems
SPR
$310K ﹤0.01%
4,300
-9,400
-69% -$763K
TZA icon
1340
Direxion Daily Small Cap Bear 3x ETF
TZA
$207M
$310K ﹤0.01%
51
-401
-89% -$1.91M
EXG icon
1341
Eaton Vance Tax-Managed Global Diversified Equity Income Fund
EXG
$3.05B
$309K ﹤0.01%
41,383
+16,692
+68% +$142K
RFG icon
1342
Invesco S&P MidCap 400 Pure Growth ETF
RFG
$352M
$309K ﹤0.01%
+11,720
New +$343K
SDS icon
1343
CALL
ProShares UltraShort S&P500
SDS
$387M
$309K ﹤0.01%
288
+24
+9% +$23K
DBX icon
1344
CALL
Dropbox
DBX
$8B
$308K ﹤0.01%
15,100
-32,500
-68% -$749K
EDU icon
1345
New Oriental
EDU
$9.13B
$308K ﹤0.01%
+5,616
New +$325K
FFIV icon
1346
CALL
F5
FFIV
$23.3B
$308K ﹤0.01%
1,900
-5,800
-75% -$995K
FITB
1347
CALL
Fifth Third Bancorp
FITB
$52.8B
$308K ﹤0.01%
13,100
-24,300
-65% -$639K
FLS icon
1348
CALL
Flowserve
FLS
$10.1B
$308K ﹤0.01%
8,100
-2,700
-25% -$126K
TDAY
1349
USA Today Co
TDAY
$1.31B
$308K ﹤0.01%
+26,611
New +$372K
JPIN icon
1350
JPMorgan Diversified Return International Equity ETF
JPIN
$373M
$308K ﹤0.01%
+6,052
New +$323K
52 53
54
55 56

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
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.