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
PKG icon
2676
PUT
Packaging Corp of America
PKG
$22.4B
– –
-3,900
Closed -$428K
PLAG icon
2677
Planet Green Holdings
PLAG
$8.25M
– –
-280
Closed -$10K
PLCE icon
2678
CALL
Children's Place
PLCE
$56.3M
– –
-5,300
Closed -$677K
PLCE icon
2679
PUT
Children's Place
PLCE
$56.3M
– –
-1,900
Closed -$243K
PLD icon
2680
CALL
Prologis
PLD
$135B
– –
-37,400
Closed -$2.54M
PLD icon
2681
PUT
Prologis
PLD
$135B
– –
-27,000
Closed -$1.83M
PLG
2682
Platinum Group Metals
PLG
$165M
– –
-2,154
Closed -$4K
PLNT icon
2683
PUT
Planet Fitness
PLNT
$4.45B
– –
-11,100
Closed -$600K
PLUR icon
2684
Pluri
PLUR
$16.9M
– –
-257
Closed -$27K
PM icon
2685
Philip Morris
PM
$292B
– –
-48,884
Closed -$4.08M
PM icon
2686
PUT
Philip Morris
PM
$292B
– –
-171,000
Closed -$13.9M
PMM
2687
Franklin Managed Municipal Income Trust
PMM
$266M
– –
-19,374
Closed -$134K
PMO
2688
Franklin Municipal Opportunities Trust
PMO
$279M
– –
-13,111
Closed -$150K
PNR icon
2689
CALL
Pentair
PNR
$10.7B
– –
-13,300
Closed -$577K
PPG icon
2690
CALL
PPG Industries
PPG
$25.3B
– –
-22,300
Closed -$2.43M
PRA
2691
DELISTED
ProAssurance
PRA
– –
-5,493
Closed -$258K
PRGO icon
2692
PUT
Perrigo
PRGO
$1.48B
– –
-10,400
Closed -$736K
PSK icon
2693
State Street SPDR ICE Preferred Securities ETF
PSK
$689M
– –
-6,053
Closed -$258K
PSX icon
2694
PUT
Phillips 66
PSX
$82.7B
– –
-22,400
Closed -$2.52M
PTEN icon
2695
PUT
Patterson-UTI
PTEN
$3.9B
– –
-20,600
Closed -$352K
PTN
2696
Palatin Technologies
PTN
$14.6M
– –
-21
Closed -$26K
PULM icon
2697
Pulmatrix
PULM
$6.35M
– –
-107
Closed -$8K
PVH icon
2698
PVH
PVH
$4.09B
– –
-14,993
Closed -$1.72M
PVI icon
2699
Invesco Floating Rate Municipal Income ETF
PVI
$32.3M
– –
-9,940
Closed -$248K
PWR icon
2700
CALL
Quanta Services
PWR
$102B
– –
-45,500
Closed -$1.52M
106 107
108
109 110

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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.