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
NEM icon
301
CALL
Newmont
NEM
$98.7B
$2.47M 0.03%
71,400
-10,300
-13% -$334K
TQQQ icon
302
ProShares UltraPro QQQ
TQQQ
$32.1B
$2.47M 0.03%
+534,136
New +$3.36M
BNY
303
PUT
Bank of New York Mellon
BNY
$106B
$2.47M 0.03%
52,500
-16,900
-24% -$821K
BSV icon
304
Vanguard Short-Term Bond ETF
BSV
$44.7B
$2.47M 0.03%
+31,430
New +$2.45M
LNG icon
305
PUT
Cheniere Energy
LNG
$55.2B
$2.46M 0.03%
41,500
+28,200
+212% +$1.74M
SBAC icon
306
CALL
SBA Communications
SBAC
$19.2B
$2.44M 0.03%
15,100
+3,800
+34% +$619K
INTC icon
307
PUT
Intel
INTC
$455B
$2.44M 0.03%
51,900
-467,900
-90% -$21.9M
YUM icon
308
PUT
Yum! Brands
YUM
$41.8B
$2.44M 0.03%
26,500
-30,000
-53% -$2.68M
HES
309
CALL
DELISTED
Hess
HES
$2.38M 0.03%
58,700
-15,400
-21% -$878K
TECK icon
310
CALL
Teck Resources
TECK
$29.6B
$2.36M 0.03%
109,600
-45,000
-29% -$976K
PYPL icon
311
CALL
PayPal
PYPL
$48.9B
$2.35M 0.03%
28,000
-80,200
-74% -$6.68M
T icon
312
PUT
AT&T
T
$159B
$2.35M 0.03%
109,098
-236,334
-68% -$5.5M
LNC icon
313
PUT
Lincoln National
LNC
$8.73B
$2.35M 0.03%
45,800
+7,000
+18% +$426K
EWZ icon
314
CALL
iShares MSCI Brazil ETF
EWZ
$9.28B
$2.35M 0.03%
61,400
-475,700
-89% -$18.4M
FXH icon
315
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$2.34M 0.03%
+34,027
New +$2.58M
CVS icon
316
PUT
CVS Health
CVS
$133B
$2.34M 0.03%
35,700
-50,400
-59% -$3.76M
USB icon
317
PUT
US Bancorp
USB
$98.2B
$2.33M 0.03%
51,000
-45,600
-47% -$2.35M
SYK icon
318
CALL
Stryker
SYK
$125B
$2.32M 0.03%
14,800
-28,800
-66% -$4.82M
ADSK icon
319
PUT
Autodesk
ADSK
$49.5B
$2.31M 0.03%
18,000
-31,300
-63% -$4.23M
NKE icon
320
Nike
NKE
$61.9B
$2.31M 0.03%
31,171
-7,422
-19% -$555K
ITW icon
321
CALL
Illinois Tool Works
ITW
$82.6B
$2.31M 0.03%
18,200
-17,300
-49% -$2.28M
MRO
322
CALL
DELISTED
Marathon Oil Corporation
MRO
$2.3M 0.03%
160,600
-11,200
-7% -$200K
YELP icon
323
PUT
Yelp
YELP
$1.45B
$2.3M 0.03%
65,800
+28,500
+76% +$1.09M
IWM icon
324
iShares Russell 2000 ETF
IWM
$79.8B
$2.27M 0.03%
16,958
+14,346
+549% +$2.14M
TIF
325
CALL
DELISTED
Tiffany & Co.
TIF
$2.27M 0.03%
28,200
+11,400
+68% +$1.16M
11 12
13
14 15

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
TIM
Total Investment Management Scottsdale, Arizona $858M AUM 9.96% 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.