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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
RF icon
1576
PUT
Regions Financial
RF
$27.2B
$237K ﹤0.01%
17,700
-95,800
-84% -$1.54M
WTMF icon
1577
WisdomTree Managed Futures Strategy Fund
WTMF
$248M
$237K ﹤0.01%
+6,127
New +$246K
TFCF
1578
DELISTED
Twenty-First Century Fox, Inc. Class B
TFCF
$237K ﹤0.01%
4,969
-355
-7% -$16.7K
DOL icon
1579
WisdomTree True Developed International Fund
DOL
$841M
$236K ﹤0.01%
+5,547
New +$250K
EFX icon
1580
Equifax
EFX
$20.8B
$236K ﹤0.01%
+2,531
New +$269K
LDOS icon
1581
Leidos
LDOS
$16B
$236K ﹤0.01%
4,481
-1,484
-25% -$92.2K
RS icon
1582
Reliance Steel & Aluminium
RS
$21.5B
$236K ﹤0.01%
+3,320
New +$262K
SHW icon
1583
PUT
Sherwin-Williams
SHW
$89.7B
$236K ﹤0.01%
+1,800
New +$243K
XRAY icon
1584
Dentsply Sirona
XRAY
$2.76B
$236K ﹤0.01%
+6,352
New +$231K
CNX icon
1585
PUT
CNX Resources
CNX
$5.11B
$235K ﹤0.01%
20,600
-17,200
-46% -$237K
PGHY icon
1586
Invesco Global ex-US High Yield Corporate Bond ETF
PGHY
$226M
$235K ﹤0.01%
+10,337
New +$238K
SPHY icon
1587
State Street SPDR Portfolio High Yield Bond ETF
SPHY
$11.6B
$235K ﹤0.01%
+9,528
New +$238K
HBI
1588
DELISTED
Hanesbrands
HBI
$234K ﹤0.01%
18,664
+7,670
+70% +$119K
SJM icon
1589
PUT
J.M. Smucker
SJM
$12.7B
$234K ﹤0.01%
2,500
-6,300
-72% -$658K
AZN icon
1590
AstraZeneca
AZN
$250B
$233K ﹤0.01%
3,066
-27,530
-90% -$2.15M
BTT icon
1591
BlackRock Municipal 2030 Target Term Trust
BTT
$1.43B
$233K ﹤0.01%
11,361
-638
-5% -$12.9K
MRVL icon
1592
CALL
Marvell Technology
MRVL
$189B
$233K ﹤0.01%
14,400
-11,600
-45% -$192K
HASI icon
1593
Hannon Armstrong Sustainable Infrastructure Capital
HASI
$4.88B
$232K ﹤0.01%
+12,192
New +$263K
IGR
1594
CBRE Global Real Estate Income Fund
IGR
$710M
$232K ﹤0.01%
+37,678
New +$253K
OZK icon
1595
Bank OZK
OZK
$5.63B
$232K ﹤0.01%
+10,165
New +$282K
SSYS icon
1596
PUT
Stratasys
SSYS
$778M
$232K ﹤0.01%
+12,900
New +$270K
TBT icon
1597
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$309M
$232K ﹤0.01%
+6,618
New +$259K
TM icon
1598
CALL
Toyota
TM
$220B
$232K ﹤0.01%
2,000
-4,800
-71% -$569K
DINO icon
1599
HF Sinclair
DINO
$14.8B
$231K ﹤0.01%
+4,521
New +$277K
IGLB icon
1600
iShares 10+ Year Investment Grade Corporate Bond ETF
IGLB
$2.85B
$231K ﹤0.01%
+4,111
New +$231K
62 63
64
65 66

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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.