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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
SBNY
1501
DELISTED
Signature Bank
SBNY
$262K ﹤0.01%
+2,545
New +$286K
HCA icon
1502
PUT
HCA Healthcare
HCA
$88.7B
$261K ﹤0.01%
2,100
-3,300
-61% -$443K
CY
1503
DELISTED
Cypress Semiconductor
CY
$261K ﹤0.01%
20,543
+4,378
+27% +$58K
PWB icon
1504
Invesco Large Cap Growth ETF
PWB
$2.4B
$260K ﹤0.01%
+6,281
New +$279K
UAA icon
1505
PUT
Under Armour
UAA
$2.88B
$260K ﹤0.01%
14,700
-12,700
-46% -$261K
UA icon
1506
CALL
Under Armour Class C
UA
$2.82B
$259K ﹤0.01%
+16,000
New +$303K
WCC
1507
CALL
WESCO International
WCC
$18.2B
$259K ﹤0.01%
5,400
-6,300
-54% -$327K
BYD icon
1508
CALL
Boyd Gaming
BYD
$6.13B
$258K ﹤0.01%
+12,400
New +$326K
PPA icon
1509
Invesco Aerospace & Defense ETF
PPA
$8.69B
$258K ﹤0.01%
+5,219
New +$288K
SHOE
1510
Shoe Station Group
SHOE
$424M
$258K ﹤0.01%
+15,392
New +$285K
PSCC icon
1511
Invesco S&P SmallCap Consumer Staples ETF
PSCC
$39.5M
$257K ﹤0.01%
+11,154
New +$290K
TEVA icon
1512
Teva Pharmaceuticals
TEVA
$40.5B
$257K ﹤0.01%
16,683
-31,338
-65% -$642K
CONE
1513
DELISTED
CyrusOne Inc Common Stock
CONE
$257K ﹤0.01%
4,857
+1,020
+27% +$58.3K
AKAM icon
1514
Akamai
AKAM
$17.8B
$256K ﹤0.01%
+4,199
New +$279K
ALLE icon
1515
Allegion
ALLE
$14.3B
$256K ﹤0.01%
+3,215
New +$277K
FIXD icon
1516
First Trust Smith Opportunistic Fixed Income ETF
FIXD
$3.25B
$256K ﹤0.01%
+5,196
New +$253K
CEM
1517
DELISTED
ClearBridge MLP and Midstream Fund Inc.
CEM
$256K ﹤0.01%
+4,926
New +$308K
TTP
1518
DELISTED
TORTOISE PIPELINE & ENERGY FUND, INC.
TTP
$256K ﹤0.01%
+5,156
New +$309K
APO icon
1519
CALL
Apollo Global Management
APO
$74.8B
$255K ﹤0.01%
+10,400
New +$298K
UBS icon
1520
UBS Group
UBS
$176B
$255K ﹤0.01%
+20,589
New +$279K
INFO
1521
DELISTED
IHS Markit Ltd. Common Shares
INFO
$255K ﹤0.01%
5,312
+1,550
+41% +$79.3K
BID
1522
PUT
DELISTED
Sotheby's
BID
$254K ﹤0.01%
6,400
-15,700
-71% -$640K
FBND icon
1523
Fidelity Total Bond ETF
FBND
$27.3B
$253K ﹤0.01%
+5,222
New +$252K
OLED icon
1524
PUT
Universal Display
OLED
$3.95B
$253K ﹤0.01%
2,700
-1,900
-41% -$192K
VUSE icon
1525
Vident US Equity Strategy ETF
VUSE
$696M
$253K ﹤0.01%
+9,067
New +$284K
59 60
61
62 63

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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.