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
FXO icon
1126
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$405K ﹤0.01%
14,991
+5,813
+63% +$172K
DXC icon
1127
DXC Technology
DXC
$1.76B
$404K ﹤0.01%
7,592
+4,294
+130% +$297K
MDIV icon
1128
First Trust Exchange-Traded Fund VI Multi-Asset Diversified Income Index Fund
MDIV
$430M
$403K ﹤0.01%
23,952
+12,278
+105% +$219K
PKW icon
1129
Invesco BuyBack Achievers ETF
PKW
$1.76B
$403K ﹤0.01%
+7,721
New +$441K
FLG
1130
Flagstar Bank National Association
FLG
$5.95B
$403K ﹤0.01%
14,286
+3,763
+36% +$110K
CF icon
1131
CF Industries
CF
$18.1B
$402K ﹤0.01%
+9,242
New +$433K
XSW icon
1132
State Street SPDR S&P Software & Services ETF
XSW
$477M
$402K ﹤0.01%
+5,389
New +$429K
NUAN
1133
DELISTED
Nuance Communications, Inc.
NUAN
$402K ﹤0.01%
35,067
+20,299
+137% +$284K
RCL icon
1134
CALL
Royal Caribbean
RCL
$87.1B
$401K ﹤0.01%
4,100
-27,900
-87% -$3.06M
HYZD icon
1135
WisdomTree Trust WisdomTree Interest Rate Hedged High Yield Bond Fund
HYZD
$260M
$400K ﹤0.01%
+17,769
New +$419K
PSQ icon
1136
ProShares Short QQQ
PSQ
$720M
$400K ﹤0.01%
2,328
-474
-17% -$76.6K
CI icon
1137
PUT
Cigna
CI
$72.4B
$399K ﹤0.01%
2,100
-57,100
-96% -$11.9M
DRI icon
1138
CALL
Darden Restaurants
DRI
$23.4B
$399K ﹤0.01%
4,000
-38,900
-91% -$4.16M
AGGP
1139
DELISTED
IQ Enhanced Core Plus Bond U.S. ETF
AGGP
$399K ﹤0.01%
+21,081
New +$398K
BB icon
1140
BlackBerry
BB
$5.2B
$398K ﹤0.01%
56,047
-23,086
-29% -$203K
FITB
1141
PUT
Fifth Third Bancorp
FITB
$52.4B
$398K ﹤0.01%
16,900
-7,400
-30% -$195K
FNCL icon
1142
Fidelity MSCI Financials Index ETF
FNCL
$2.42B
$398K ﹤0.01%
+11,515
New +$435K
PCY icon
1143
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.4B
$398K ﹤0.01%
+15,077
New +$396K
CPB icon
1144
CALL
Campbell Soup
CPB
$6.79B
$396K ﹤0.01%
12,000
-75,500
-86% -$2.86M
DKS icon
1145
PUT
Dick's Sporting Goods
DKS
$18B
$396K ﹤0.01%
+12,700
New +$441K
EWBC icon
1146
East-West Bancorp
EWBC
$18.3B
$396K ﹤0.01%
+9,102
New +$472K
HBI
1147
CALL
DELISTED
Hanesbrands
HBI
$396K ﹤0.01%
31,600
-24,900
-44% -$388K
HIG icon
1148
CALL
Hartford Financial Services
HIG
$38.9B
$396K ﹤0.01%
8,900
-8,500
-49% -$382K
KBE icon
1149
CALL
State Street SPDR S&P Bank ETF
KBE
$1.69B
$396K ﹤0.01%
10,600
-20,200
-66% -$856K
PKB icon
1150
Invesco Building & Construction ETF
PKB
$448M
$396K ﹤0.01%
16,651
+4,662
+39% +$122K
44 45
46
47 48

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
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 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.