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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
ATI icon
1451
PUT
ATI
ATI
$28B
$274K ﹤0.01%
12,600
-6,400
-34% -$166K
PFS icon
1452
Provident Financial Services
PFS
$3.27B
$274K ﹤0.01%
+11,349
New +$275K
AGCO icon
1453
PUT
AGCO
AGCO
$7.27B
$273K ﹤0.01%
+4,900
New +$277K
GE icon
1454
GE Aerospace
GE
$396B
$273K ﹤0.01%
7,526
-5,454
-42% -$246K
TPR icon
1455
PUT
Tapestry
TPR
$32.2B
$273K ﹤0.01%
8,100
-22,200
-73% -$894K
UDR icon
1456
UDR
UDR
$12.4B
$273K ﹤0.01%
6,893
+1,525
+28% +$61.6K
URBN icon
1457
Urban Outfitters
URBN
$6.67B
$273K ﹤0.01%
+8,222
New +$307K
ING icon
1458
ING
ING
$103B
$272K ﹤0.01%
+25,472
New +$306K
KMB icon
1459
Kimberly-Clark
KMB
$37.3B
$272K ﹤0.01%
+2,389
New +$265K
MEOH icon
1460
Methanex
MEOH
$4.02B
$272K ﹤0.01%
5,649
+1,958
+53% +$122K
ATH
1461
DELISTED
Athene Holding Ltd. Class A Common Shares
ATH
$272K ﹤0.01%
+6,838
New +$308K
DSL
1462
DoubleLine Income Solutions Fund
DSL
$1.22B
$271K ﹤0.01%
+15,650
New +$291K
LAMR icon
1463
Lamar Advertising Co
LAMR
$16.1B
$271K ﹤0.01%
3,915
+1,344
+52% +$98.8K
TRQ
1464
DELISTED
Turquoise Hill Resources Ltd
TRQ
$271K ﹤0.01%
16,413
+2,372
+17% +$42.7K
SEIC icon
1465
SEI Investments
SEIC
$12.6B
$270K ﹤0.01%
+5,845
New +$308K
TMV icon
1466
Direxion Daily 20+ Year Treasury Bear 3X ETF
TMV
$186M
$270K ﹤0.01%
5,916
+1,589
+37% +$85.5K
UBSI icon
1467
United Bankshares
UBSI
$6.72B
$270K ﹤0.01%
+8,667
New +$293K
ADP icon
1468
Automatic Data Processing
ADP
$107B
$269K ﹤0.01%
+2,049
New +$289K
AMBA icon
1469
Ambarella
AMBA
$3.59B
$269K ﹤0.01%
7,702
-7,801
-50% -$276K
SPFF icon
1470
Global X SuperIncome Preferred ETF
SPFF
$142M
$269K ﹤0.01%
+24,369
New +$277K
WRB icon
1471
W.R. Berkley
WRB
$26.8B
$269K ﹤0.01%
+12,288
New +$276K
NE
1472
CALL
DELISTED
Noble Corporation
NE
$269K ﹤0.01%
102,500
-14,700
-13% -$69.8K
ALK icon
1473
PUT
Alaska Air
ALK
$5.81B
$268K ﹤0.01%
4,400
-20,300
-82% -$1.31M
CTSH icon
1474
PUT
Cognizant
CTSH
$25.1B
$267K ﹤0.01%
4,200
-6,200
-60% -$431K
EPP icon
1475
iShares MSCI Pacific ex Japan ETF
EPP
$2.26B
$267K ﹤0.01%
6,566
-4,045
-38% -$171K
57 58
59
60 61

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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
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.