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
FLTR icon
926
VanEck IG Floating Rate ETF
FLTR
$2.97B
$569K 0.01%
+23,029
New +$577K
PSA icon
927
PUT
Public Storage
PSA
$60B
$567K 0.01%
+2,800
New +$572K
HEFA icon
928
iShares Currency Hedged MSCI EAFE ETF
HEFA
$7.61B
$565K 0.01%
+21,891
New +$609K
IYH icon
929
iShares US Healthcare ETF
IYH
$3.43B
$565K 0.01%
15,620
+9,860
+171% +$378K
FXL icon
930
First Trust Technology AlphaDEX Fund
FXL
$2.71B
$563K 0.01%
10,710
+2,572
+32% +$143K
SLB icon
931
CALL
SLB Ltd
SLB
$73.3B
$563K 0.01%
15,600
-336,500
-96% -$16.6M
TRV icon
932
PUT
Travelers Companies
TRV
$77.8B
$563K 0.01%
4,700
-25,200
-84% -$3.15M
B
933
CALL
Barrick Mining
B
$64.4B
$562K 0.01%
41,500
-120,700
-74% -$1.56M
DUK icon
934
Duke Energy
DUK
$95.3B
$561K 0.01%
+6,506
New +$554K
TCOM icon
935
CALL
Trip.com Group
TCOM
$29.5B
$560K 0.01%
20,700
-30,000
-59% -$914K
SPXU icon
936
CALL
ProShares UltraPro Short S&P 500
SPXU
$406M
$558K 0.01%
+120
New +$477K
GIS icon
937
CALL
General Mills
GIS
$19.1B
$557K 0.01%
+14,300
New +$604K
QCOM icon
938
Qualcomm
QCOM
$165B
$557K 0.01%
9,781
+1,666
+21% +$101K
EWP icon
939
iShares MSCI Spain ETF
EWP
$2.15B
$555K 0.01%
20,679
-16,637
-45% -$468K
ELV icon
940
PUT
Elevance Health
ELV
$82B
$552K 0.01%
2,100
-31,000
-94% -$8.52M
ANF icon
941
CALL
Abercrombie & Fitch
ANF
$4.81B
$551K 0.01%
27,500
-32,000
-54% -$599K
WLL
942
CALL
DELISTED
Whiting Petroleum Corporation
WLL
$551K 0.01%
324
+183
+130% +$470K
IEX icon
943
IDEX
IEX
$17.3B
$550K 0.01%
+4,356
New +$583K
IGSB icon
944
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$550K 0.01%
+10,645
New +$549K
ARRS
945
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$550K 0.01%
18,000
-20,200
-53% -$561K
MRK icon
946
Merck
MRK
$315B
$549K 0.01%
7,526
-2,876
-28% -$203K
AZN icon
947
CALL
AstraZeneca
AZN
$244B
$547K 0.01%
7,200
-19,150
-73% -$1.5M
GSLC icon
948
Goldman Sachs ActiveBeta US Large Cap Equity ETF
GSLC
$15.3B
$546K 0.01%
+10,860
New +$590K
WPC icon
949
W.P. Carey
WPC
$16.3B
$541K 0.01%
+8,460
New +$551K
HOG icon
950
Harley-Davidson
HOG
$2.74B
$540K 0.01%
+15,822
New +$620K
36 37
38
39 40

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.