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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
KIM icon
1426
PUT
Kimco Realty
KIM
$16.7B
$283K ﹤0.01%
+19,300
New +$303K
SCO icon
1427
ProShares UltraShort Bloomberg Crude Oil
SCO
$766M
$283K ﹤0.01%
+121
New +$201K
SIG icon
1428
PUT
Signet Jewelers
SIG
$3.75B
$283K ﹤0.01%
+8,900
New +$446K
TRTN
1429
PUT
DELISTED
Triton International Limited
TRTN
$283K ﹤0.01%
9,100
-9,000
-50% -$290K
BBBY
1430
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$283K ﹤0.01%
25,000
-55,500
-69% -$725K
CAG icon
1431
Conagra Brands
CAG
$7.19B
$282K ﹤0.01%
13,219
-13,273
-50% -$429K
RSPM icon
1432
Invesco S&P 500 Equal Weight Materials ETF
RSPM
$193M
$282K ﹤0.01%
+14,895
New +$300K
UAA icon
1433
Under Armour
UAA
$2.88B
$282K ﹤0.01%
+15,972
New +$328K
WBD icon
1434
PUT
Warner Bros
WBD
$65.1B
$282K ﹤0.01%
11,400
+3,100
+37% +$94.4K
XHB icon
1435
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$282K ﹤0.01%
8,672
-9,175
-51% -$316K
XYZ
1436
Block Inc
XYZ
$50.2B
$282K ﹤0.01%
5,028
+491
+11% +$34.7K
WBA
1437
DELISTED
Walgreens Boots Alliance
WBA
$281K ﹤0.01%
4,112
-5,661
-58% -$439K
XLC icon
1438
CALL
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$281K ﹤0.01%
+6,800
New +$305K
ENB icon
1439
CALL
Enbridge
ENB
$113B
$280K ﹤0.01%
9,000
– –
FNX icon
1440
First Trust Mid Cap Core AlphaDEX Fund
FNX
$1.4B
$279K ﹤0.01%
+4,833
New +$309K
PEP icon
1441
PepsiCo
PEP
$190B
$279K ﹤0.01%
2,525
-6,630
-72% -$748K
UPRO icon
1442
ProShares UltraPro S&P 500
UPRO
$5.65B
$279K ﹤0.01%
16,056
-80,724
-83% -$1.82M
RHT
1443
DELISTED
Red Hat Inc
RHT
$279K ﹤0.01%
+1,590
New +$252K
JD icon
1444
JD.com
JD
$44B
$278K ﹤0.01%
13,292
-4,306
-24% -$96.3K
VGLT icon
1445
Vanguard Long-Term Treasury ETF
VGLT
$10.1B
$278K ﹤0.01%
+3,715
New +$265K
AMTD
1446
DELISTED
TD Ameritrade Holding Corp
AMTD
$278K ﹤0.01%
5,687
+1,802
+46% +$91.8K
KLAC icon
1447
CALL
KLA
KLAC
$253B
$277K ﹤0.01%
+31,000
New +$289K
GGB icon
1448
Gerdau
GGB
$10.1B
$276K ﹤0.01%
92,556
+11,048
+14% +$35.8K
TRTN
1449
DELISTED
Triton International Limited
TRTN
$276K ﹤0.01%
+8,891
New +$287K
GE icon
1450
PUT
GE Aerospace
GE
$395B
$275K ﹤0.01%
7,574
-64,519
-89% -$2.91M
56 57
58
59 60

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.