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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
DFS
2276
PUT
DELISTED
Discover Financial Services
DFS
– –
-28,300
Closed -$2.16M
DGX icon
2277
Quest Diagnostics
DGX
$26B
– –
-3,845
Closed -$360K
DIG icon
2278
ProShares Ultra Energy
DIG
$78.1M
– –
-4,102
Closed -$223K
DIN icon
2279
CALL
Dine Brands
DIN
$459M
– –
-3,600
Closed -$293K
DINO icon
2280
PUT
HF Sinclair
DINO
$15.3B
– –
-39,200
Closed -$2.74M
DLR icon
2281
Digital Realty Trust
DLR
$71B
– –
-13,795
Closed -$1.52M
DLX icon
2282
Deluxe
DLX
$1.22B
– –
-3,624
Closed -$206K
DOC icon
2283
PUT
Healthpeak Properties
DOC
$15.3B
– –
-32,700
Closed -$861K
DOG
2284
ProShares Short Dow30
DOG
$96.1M
– –
-3,826
Closed -$210K
DON icon
2285
WisdomTree US MidCap Dividend Fund
DON
$4.12B
– –
-29,430
Closed -$1.08M
DOV icon
2286
PUT
Dover
DOV
$28.7B
– –
-7,700
Closed -$682K
DRI icon
2287
PUT
Darden Restaurants
DRI
$23.9B
– –
-14,900
Closed -$1.66M
DRIO icon
2288
DarioHealth
DRIO
$68M
– –
-34
Closed -$13K
DSM
2289
BNY Mellon Strategic Municipal Bond Fund
DSM
$289M
– –
-12,015
Closed -$88K
DSS icon
2290
DSS Inc
DSS
$5.43M
– –
-22
Closed -$13K
DTF
2291
DTF Tax-Free Income 2028 Term Fund
DTF
$81.1M
– –
-10,290
Closed -$132K
DUK icon
2292
PUT
Duke Energy
DUK
$96B
– –
-48,100
Closed -$3.85M
DUST icon
2293
CALL
Direxion Daily Gold Miners Index Bear 2X ETF
DUST
$54.2M
– –
-9
Closed -$931K
DVA icon
2294
CALL
DaVita
DVA
$12.1B
– –
-10,600
Closed -$759K
DVA icon
2295
DaVita
DVA
$12.1B
– –
-10,987
Closed -$787K
DVY icon
2296
PUT
iShares Select Dividend ETF
DVY
$23.7B
– –
-29,200
Closed -$2.91M
DWX icon
2297
State Street SPDR S&P International Dividend ETF
DWX
$528M
– –
-5,623
Closed -$213K
DXC icon
2298
PUT
DXC Technology
DXC
$1.78B
– –
-15,500
Closed -$1.45M
DXJ icon
2299
WisdomTree Japan Hedged Equity Fund
DXJ
$7.32B
– –
-61,939
Closed -$3.23M
DXJ icon
2300
PUT
WisdomTree Japan Hedged Equity Fund
DXJ
$7.32B
– –
-25,900
Closed -$1.5M
90 91
92
93 94

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OAM
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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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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

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.