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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
+97.03%
10 Year Est. Return
+293.07%
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
1,109

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
NOK icon
1651
Nokia
NOK
$53.5B
$216K ﹤0.01%
37,064
-48,991
-57% -$275K
PAA icon
1652
CALL
Plains All American Pipeline
PAA
$16.6B
$216K ﹤0.01%
+10,800
New +$246K
SRPT icon
1653
Sarepta Therapeutics
SRPT
$1.68B
$216K ﹤0.01%
+1,979
New +$248K
SWK icon
1654
PUT
Stanley Black & Decker
SWK
$15.6B
$216K ﹤0.01%
1,800
-3,500
-66% -$437K
TDOC icon
1655
Teladoc Health
TDOC
$1.26B
$216K ﹤0.01%
+4,355
New +$266K
DATA
1656
PUT
DELISTED
Tableau Software, Inc.
DATA
$216K ﹤0.01%
1,800
-2,500
-58% -$279K
AMZA icon
1657
InfraCap MLP ETF
AMZA
$462M
$215K ﹤0.01%
4,276
+2,423
+131% +$155K
AZO icon
1658
AutoZone
AZO
$50.1B
$215K ﹤0.01%
+256
New +$205K
ORLY icon
1659
O'Reilly Automotive
ORLY
$76.3B
$215K ﹤0.01%
9,375
-7,035
-43% -$160K
RXI icon
1660
iShares Global Consumer Discretionary ETF
RXI
$275M
$215K ﹤0.01%
2,133
+212
+11% +$22.9K
WELL icon
1661
PUT
Welltower
WELL
$171B
$215K ﹤0.01%
3,100
-2,700
-47% -$184K
CXO
1662
DELISTED
CONCHO RESOURCES INC.
CXO
$215K ﹤0.01%
2,093
+699
+50% +$92.7K
HDS
1663
DELISTED
HD Supply Holdings, Inc.
HDS
$215K ﹤0.01%
5,719
-763
-12% -$29.4K
FAF icon
1664
First American
FAF
$7.66B
$214K ﹤0.01%
4,798
+200
+4% +$9.28K
MANH icon
1665
Manhattan Associates
MANH
$11.2B
$214K ﹤0.01%
+5,049
New +$239K
OHI icon
1666
CALL
Omega Healthcare
OHI
$14.8B
$214K ﹤0.01%
6,100
-6,300
-51% -$218K
WTM icon
1667
White Mountains Insurance
WTM
$5.23B
$214K ﹤0.01%
250
+22
+10% +$19.6K
TRTN
1668
CALL
DELISTED
Triton International Limited
TRTN
$214K ﹤0.01%
6,900
-7,200
-51% -$232K
BOE icon
1669
BlackRock Enhanced Global Dividend Trust
BOE
$684M
$213K ﹤0.01%
22,769
+10,161
+81% +$103K
CMS icon
1670
CMS Energy
CMS
$22.4B
$213K ﹤0.01%
+4,289
New +$217K
DLR icon
1671
PUT
Digital Realty Trust
DLR
$72.1B
$213K ﹤0.01%
2,000
-31,500
-94% -$3.48M
QABA icon
1672
First Trust NASDAQ ABA Community Bank Index Fund
QABA
$94.5M
$213K ﹤0.01%
+4,941
New +$239K
VBND icon
1673
Vident US Bond Strategy ETF
VBND
$527M
$213K ﹤0.01%
+4,486
New +$212K
ZNGA
1674
CALL
DELISTED
ZYNGA INC. CL A COMMON
ZNGA
$213K ﹤0.01%
54,300
-16,100
-23% -$60.9K
UJUL icon
1675
Innovator US Equity Ultra Buffer ETF July
UJUL
$297M
$212K ﹤0.01%
+8,925
New +$220K
65 66
67
68 69

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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 1,109 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 1,109 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.