We are live on ! Find out more
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
LDOS icon
2526
CALL
Leidos
LDOS
$16.4B
– –
-4,700
Closed -$325K
LDOS icon
2527
PUT
Leidos
LDOS
$16.4B
– –
-9,800
Closed -$678K
LE icon
2528
CALL
Lands' End
LE
$395M
– –
-15,000
Closed -$263K
LEA icon
2529
CALL
Lear
LEA
$6.21B
– –
-1,600
Closed -$232K
LEA icon
2530
Lear
LEA
$6.21B
– –
-6,632
Closed -$962K
LEA icon
2531
PUT
Lear
LEA
$6.21B
– –
-7,800
Closed -$1.13M
LEG icon
2532
PUT
Leggett & Platt
LEG
$1.43B
– –
-12,000
Closed -$525K
LFT
2533
Lument Finance Trust
LFT
$35.4M
– –
-11,192
Closed -$42K
LGMK
2534
DELISTED
LogicMark
LGMK
– –
-6
Closed -$37K
LII icon
2535
Lennox International
LII
$15.4B
– –
-951
Closed -$201K
LMFA
2536
DELISTED
LM Funding America
LMFA
– –
-2
Closed -$7K
LMT icon
2537
Lockheed Martin
LMT
$136B
– –
-26,468
Closed -$8.03M
LNT icon
2538
Alliant Energy
LNT
$18.3B
– –
-9,434
Closed -$402K
LNW
2539
PUT
DELISTED
Light & Wonder
LNW
– –
-11,000
Closed -$279K
LPX icon
2540
Louisiana-Pacific
LPX
$5.37B
– –
-10,990
Closed -$249K
LPX icon
2541
PUT
Louisiana-Pacific
LPX
$5.37B
– –
-12,000
Closed -$318K
LXP icon
2542
LXP Industrial Trust
LXP
$3.57B
– –
-4,071
Closed -$169K
LYB icon
2543
PUT
LyondellBasell Industries
LYB
$19.7B
– –
-13,900
Closed -$1.43M
LYV icon
2544
CALL
Live Nation Entertainment
LYV
$42.8B
– –
-20,500
Closed -$1.12M
LYV icon
2545
PUT
Live Nation Entertainment
LYV
$42.8B
– –
-6,100
Closed -$332K
MAA icon
2546
Mid-America Apartment Communities
MAA
$15.5B
– –
-2,383
Closed -$239K
MAR icon
2547
Marriott International
MAR
$90B
– –
-11,808
Closed -$1.36M
MARA icon
2548
Marathon Digital Holdings
MARA
$4.48B
– –
-6,595
Closed -$19K
MASI
2549
DELISTED
Masimo
MASI
– –
-2,111
Closed -$263K
MCHI icon
2550
iShares MSCI China ETF
MCHI
$6.33B
– –
-10,017
Closed -$600K
100 101
102
103 104

Similar funds

BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
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.