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
JNUG icon
1476
Direxion Daily Junior Gold Miners Index Bull 2X ETF
JNUG
$462M
$267K ﹤0.01%
580
-217
-27% -$84.1K
RSG icon
1477
CALL
Republic Services
RSG
$63.7B
$267K ﹤0.01%
+3,700
New +$271K
T icon
1478
AT&T
T
$158B
$267K ﹤0.01%
12,379
-92,059
-88% -$2.14M
CNQ icon
1479
Canadian Natural Resources
CNQ
$93.3B
$266K ﹤0.01%
+22,538
New +$303K
GLW icon
1480
CALL
Corning
GLW
$135B
$266K ﹤0.01%
8,800
-58,300
-87% -$1.86M
IVE icon
1481
iShares S&P 500 Value ETF
IVE
$49.7B
$266K ﹤0.01%
2,630
-21,193
-89% -$2.32M
PDM
1482
Piedmont Realty Trust
PDM
$1.21B
$266K ﹤0.01%
+15,581
New +$283K
PXE icon
1483
Invesco Energy Exploration & Production ETF
PXE
$79M
$266K ﹤0.01%
+15,299
New +$340K
QRVO icon
1484
Qorvo
QRVO
$8.4B
$266K ﹤0.01%
+4,385
New +$295K
RHI icon
1485
Robert Half
RHI
$4.15B
$266K ﹤0.01%
4,649
+1,479
+47% +$90.8K
STIP icon
1486
iShares 0-5 Year TIPS Bond ETF
STIP
$15.8B
$266K ﹤0.01%
+2,718
New +$267K
EWS icon
1487
iShares MSCI Singapore ETF
EWS
$1.05B
$265K ﹤0.01%
+11,981
New +$271K
ICUI icon
1488
ICU Medical
ICUI
$4.16B
$265K ﹤0.01%
1,153
+29
+3% +$7.15K
MOO icon
1489
VanEck Agribusiness ETF
MOO
$971M
$265K ﹤0.01%
+4,650
New +$287K
NUV icon
1490
Nuveen Municipal Value Fund
NUV
$1.9B
$265K ﹤0.01%
28,582
+17,937
+169% +$166K
CB icon
1491
Chubb
CB
$136B
$264K ﹤0.01%
+2,042
New +$264K
CVY icon
1492
Invesco Zacks Multi-Asset Income ETF
CVY
$125M
$264K ﹤0.01%
13,730
+2,307
+20% +$48K
DFJ icon
1493
WisdomTree Japan SmallCap Dividend Fund
DFJ
$397M
$264K ﹤0.01%
+4,104
New +$288K
OC icon
1494
PUT
Owens Corning
OC
$12.3B
$264K ﹤0.01%
+6,000
New +$291K
AMD icon
1495
Advanced Micro Devices
AMD
$786B
$263K ﹤0.01%
+14,271
New +$309K
DGRS icon
1496
WisdomTree Trust WisdomTree US SmallCap Quality Dividend Growth Fund
DGRS
$415M
$263K ﹤0.01%
+8,457
New +$291K
LECO icon
1497
Lincoln Electric
LECO
$15.2B
$263K ﹤0.01%
+3,336
New +$277K
VRTX icon
1498
Vertex Pharmaceuticals
VRTX
$123B
$263K ﹤0.01%
1,590
-8,769
-85% -$1.52M
AGCO icon
1499
CALL
AGCO
AGCO
$7.27B
$262K ﹤0.01%
+4,700
New +$265K
TWLO icon
1500
Twilio
TWLO
$29.3B
$262K ﹤0.01%
2,938
-2,868
-49% -$233K
58 59
60
61 62

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
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
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.