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
EA icon
876
CALL
Electronic Arts
EA
$53B
$623K 0.01%
7,900
-71,300
-90% -$6.54M
FMC icon
877
FMC
FMC
$1.3B
$621K 0.01%
9,676
-2,202
-19% -$154K
VFC icon
878
CALL
VF Corp
VFC
$5.87B
$621K 0.01%
9,239
-13,382
-59% -$1.02M
WW
879
CALL
DELISTED
WW International
WW
$621K 0.01%
16,100
-11,400
-41% -$625K
CSX icon
880
CSX Corp
CSX
$92.3B
$620K 0.01%
29,952
-9,279
-24% -$213K
ECL icon
881
PUT
Ecolab
ECL
$78.6B
$619K 0.01%
4,200
-37,100
-90% -$5.67M
NUGT icon
882
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$892M
$618K 0.01%
+7,060
New +$518K
ALGN icon
883
Align Technology
ALGN
$12.4B
$616K 0.01%
2,941
+142
+5% +$35.9K
FBIN icon
884
Fortune Brands Innovations
FBIN
$6.22B
$616K 0.01%
+18,974
New +$717K
PPG icon
885
PPG Industries
PPG
$25.3B
$616K 0.01%
6,029
+3,657
+154% +$379K
CSX icon
886
PUT
CSX Corp
CSX
$92.3B
$615K 0.01%
29,700
-267,600
-90% -$6.15M
TFC icon
887
PUT
Truist Financial
TFC
$63.4B
$615K 0.01%
+14,200
New +$682K
RRC icon
888
PUT
Range Resources
RRC
$9.43B
$608K 0.01%
63,500
+38,000
+149% +$578K
F icon
889
CALL
Ford
F
$57.5B
$607K 0.01%
79,300
+48,900
+161% +$436K
SPOT icon
890
Spotify
SPOT
$100B
$605K 0.01%
5,330
+2,474
+87% +$346K
ATVI
891
PUT
DELISTED
Activision Blizzard
ATVI
$605K 0.01%
13,000
-141,600
-92% -$8.48M
AU icon
892
CALL
AngloGold Ashanti
AU
$41.3B
$604K 0.01%
48,100
+25,600
+114% +$263K
ETN icon
893
PUT
Eaton
ETN
$170B
$604K 0.01%
8,800
-81,800
-90% -$6.12M
RCL icon
894
Royal Caribbean
RCL
$86.7B
$604K 0.01%
6,174
+3,218
+109% +$353K
RMD icon
895
CALL
ResMed
RMD
$31.2B
$604K 0.01%
5,300
-6,500
-55% -$696K
MAS icon
896
Masco
MAS
$14.7B
$603K 0.01%
20,607
+9,320
+83% +$290K
VTRS icon
897
CALL
Viatris
VTRS
$20.5B
$603K 0.01%
22,000
-12,300
-36% -$399K
CLR
898
PUT
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$603K 0.01%
15,000
-15,800
-51% -$808K
SJM icon
899
CALL
J.M. Smucker
SJM
$12.6B
$598K 0.01%
6,400
+500
+8% +$52.2K
BXP icon
900
PUT
Boston Properties
BXP
$11.2B
$597K 0.01%
5,300
-8,400
-61% -$1.02M
34 35
36
37 38

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.