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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
GRMN
1551
Garmin
GRMN
$58.3B
$242K ﹤0.01%
3,823
-4,276
-53% -$277K
KIM icon
1552
Kimco Realty
KIM
$16.8B
$242K ﹤0.01%
+16,495
New +$259K
DLS icon
1553
WisdomTree International SmallCap Dividend Fund
DLS
$1.07B
$241K ﹤0.01%
+3,994
New +$259K
DY icon
1554
Dycom Industries
DY
$12.3B
$241K ﹤0.01%
+4,454
New +$299K
FHN icon
1555
First Horizon
FHN
$12.4B
$241K ﹤0.01%
18,333
-5,757
-24% -$89.6K
WCN
1556
Waste Connections
WCN
$41.5B
$241K ﹤0.01%
+3,246
New +$247K
BBD icon
1557
Banco Bradesco
BBD
$37.8B
$240K ﹤0.01%
38,761
-145,141
-79% -$843K
LOW icon
1558
PUT
Lowe's Companies
LOW
$123B
$240K ﹤0.01%
2,600
-96,000
-97% -$9.26M
Z icon
1559
PUT
Zillow
Z
$8.26B
$240K ﹤0.01%
7,600
-7,700
-50% -$273K
ARI
1560
Apollo Commercial Real Estate
ARI
$872M
$239K ﹤0.01%
+14,324
New +$264K
DHI icon
1561
PUT
D.R. Horton
DHI
$42.4B
$239K ﹤0.01%
6,900
-31,200
-82% -$1.14M
EBAY icon
1562
PUT
eBay
EBAY
$49.4B
$239K ﹤0.01%
8,500
-133,500
-94% -$3.93M
FNK icon
1563
First Trust Mid Cap Value AlphaDEX Fund
FNK
$231M
$239K ﹤0.01%
+7,862
New +$265K
XHE icon
1564
State Street SPDR S&P Health Care Equipment ETF
XHE
$161M
$239K ﹤0.01%
+3,409
New +$261K
ADUS icon
1565
Addus HomeCare
ADUS
$2.17B
$238K ﹤0.01%
+3,511
New +$240K
OGS icon
1566
ONE Gas
OGS
$4.97B
$238K ﹤0.01%
2,988
+422
+16% +$34.8K
RFFC icon
1567
ALPS Active Equity Opportunity ETF
RFFC
$30.7M
$238K ﹤0.01%
+8,215
New +$266K
SCHO icon
1568
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
$238K ﹤0.01%
+9,528
New +$236K
TWM icon
1569
ProShares UltraShort Russell2000
TWM
$41.7M
$238K ﹤0.01%
576
-744
-56% -$257K
UI icon
1570
Ubiquiti
UI
$34.4B
$238K ﹤0.01%
2,395
-1,986
-45% -$196K
APC
1571
DELISTED
Anadarko Petroleum
APC
$238K ﹤0.01%
+5,431
New +$306K
SIVB
1572
DELISTED
SVB Financial Group
SIVB
$238K ﹤0.01%
+1,254
New +$307K
ELME
1573
Elme Communities
ELME
$146M
$237K ﹤0.01%
+10,323
New +$284K
EVRG icon
1574
Evergy
EVRG
$19.1B
$237K ﹤0.01%
4,180
-2,976
-42% -$172K
LKQ icon
1575
LKQ Corp
LKQ
$6.1B
$237K ﹤0.01%
+9,977
New +$271K
61 62
63
64 65

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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.