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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
RTN
1701
DELISTED
Raytheon Company
RTN
$207K ﹤0.01%
1,352
-10,031
-88% -$1.8M
PUMP icon
1702
ProPetro Holding
PUMP
$1.35B
$206K ﹤0.01%
+16,694
New +$275K
OXY icon
1703
Occidental Petroleum
OXY
$53.5B
$205K ﹤0.01%
+3,347
New +$235K
SMH icon
1704
VanEck Semiconductor ETF
SMH
$71.6B
$205K ﹤0.01%
+4,706
New +$221K
WB icon
1705
CALL
Weibo
WB
$1.95B
$205K ﹤0.01%
3,500
-53,300
-94% -$3.23M
DWTR
1706
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
$205K ﹤0.01%
+8,358
New +$225K
HYGH icon
1707
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$596M
$204K ﹤0.01%
+2,401
New +$215K
IVOG icon
1708
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.67B
$204K ﹤0.01%
+3,464
New +$225K
GAP
1709
The Gap Inc
GAP
$7.4B
$204K ﹤0.01%
7,911
-17,556
-69% -$469K
AMLP icon
1710
Alerian MLP ETF
AMLP
$12.8B
$203K ﹤0.01%
+4,662
New +$229K
AVB icon
1711
AvalonBay Communities
AVB
$27.1B
$203K ﹤0.01%
+1,168
New +$211K
BOX icon
1712
PUT
Box
BOX
$4.43B
$203K ﹤0.01%
12,000
+2,800
+30% +$51.5K
VIOG icon
1713
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.08B
$203K ﹤0.01%
+2,928
New +$224K
AON icon
1714
Aon
AON
$76.4B
$202K ﹤0.01%
+1,388
New +$216K
BFZ
1715
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$202K ﹤0.01%
16,834
-2,026
-11% -$24.6K
DGS icon
1716
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.75B
$202K ﹤0.01%
+4,813
New +$204K
KBWD icon
1717
Invesco KBW High Dividend Yield Financial ETF
KBWD
$416M
$202K ﹤0.01%
+10,159
New +$219K
MCO icon
1718
Moody's
MCO
$83.8B
$202K ﹤0.01%
1,446
-661
-31% -$99.7K
MNST icon
1719
Monster Beverage
MNST
$92.4B
$202K ﹤0.01%
+8,204
New +$223K
NRG icon
1720
CALL
NRG Energy
NRG
$25.5B
$202K ﹤0.01%
+5,100
New +$195K
PSP icon
1721
Invesco Global Listed Private Equity ETF
PSP
$245M
$202K ﹤0.01%
+4,045
New +$221K
VSAT icon
1722
Viasat
VSAT
$11.2B
$202K ﹤0.01%
3,428
-289
-8% -$18.8K
TUZ
1723
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
$202K ﹤0.01%
4,020
-277
-6% -$13.8K
IDLV icon
1724
Invesco S&P International Developed Low Volatility ETF
IDLV
$344M
$201K ﹤0.01%
+6,727
New +$209K
MBI icon
1725
CALL
MBIA
MBI
$268M
$201K ﹤0.01%
22,500
-59,600
-73% -$567K
67 68
69
70 71

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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.