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
HYD icon
951
VanEck High Yield Muni ETF
HYD
$4.44B
$540K 0.01%
+8,838
New +$538K
LNC icon
952
CALL
Lincoln National
LNC
$8.96B
$539K 0.01%
10,500
-500
-5% -$30.4K
GWW icon
953
CALL
W.W. Grainger
GWW
$60.6B
$536K 0.01%
1,900
-11,200
-85% -$3.33M
RRC icon
954
Range Resources
RRC
$9.2B
$536K 0.01%
56,005
-42,018
-43% -$639K
UHS icon
955
CALL
Universal Health Services
UHS
$9.93B
$536K 0.01%
4,600
-2,200
-32% -$277K
LRCX icon
956
Lam Research
LRCX
$392B
$535K 0.01%
39,260
-3,890
-9% -$55.8K
QTEC icon
957
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.84B
$534K 0.01%
7,848
+4,914
+167% +$354K
LUMN icon
958
Lumen
LUMN
$6.98B
$533K 0.01%
+35,176
New +$671K
SHPG
959
DELISTED
Shire pic
SHPG
$533K 0.01%
3,065
+829
+37% +$145K
APD icon
960
Air Products & Chemicals
APD
$65.6B
$530K 0.01%
3,309
-423
-11% -$67K
GWRE icon
961
CALL
Guidewire Software
GWRE
$13.4B
$530K 0.01%
6,600
+2,600
+65% +$227K
BALL icon
962
CALL
Ball Corp
BALL
$16.7B
$529K 0.01%
11,500
-12,100
-51% -$565K
CLF icon
963
CALL
Cleveland-Cliffs
CLF
$6.81B
$529K 0.01%
68,800
-148,100
-68% -$1.48M
JACK icon
964
CALL
Jack in the Box
JACK
$328M
$528K 0.01%
6,800
-16,200
-70% -$1.32M
NUGT icon
965
CALL
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$932M
$525K 0.01%
6,000
-47,980
-89% -$3.52M
IWF icon
966
PUT
iShares Russell 1000 Growth ETF
IWF
$127B
$524K 0.01%
16,000
+6,800
+74% +$240K
PXD
967
DELISTED
Pioneer Natural Resource Co.
PXD
$524K 0.01%
3,985
-1,006
-20% -$154K
TSS
968
DELISTED
Total System Services, Inc.
TSS
$524K 0.01%
+6,452
New +$571K
CLR
969
CALL
DELISTED
CONTINENTAL RESOURCES INC.
CLR
$522K 0.01%
13,000
-36,900
-74% -$1.89M
WEN icon
970
CALL
Wendy's
WEN
$1.46B
$521K 0.01%
33,400
+14,300
+75% +$244K
LLL
971
CALL
DELISTED
L3 Technologies, Inc.
LLL
$521K 0.01%
3,000
-2,900
-49% -$559K
VVC
972
DELISTED
Vectren Corporation
VVC
$521K 0.01%
+7,237
New +$519K
TWLO icon
973
CALL
Twilio
TWLO
$30B
$518K 0.01%
5,800
-24,000
-81% -$1.95M
AEP icon
974
American Electric Power
AEP
$69.6B
$514K 0.01%
+6,873
New +$516K
CLX icon
975
Clorox
CLX
$12.3B
$514K 0.01%
3,334
-17,868
-84% -$2.78M
37 38
39
40 41

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.