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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
+97.03%
10 Year Est. Return
+293.07%
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
1,109

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
VWOB icon
1626
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.18B
$224K ﹤0.01%
+2,999
New +$223K
COHR
1627
DELISTED
Coherent Inc
COHR
$224K ﹤0.01%
+2,122
New +$273K
CLF icon
1628
PUT
Cleveland-Cliffs
CLF
$7.22B
$223K ﹤0.01%
29,000
-151,300
-84% -$1.51M
MDYV icon
1629
State Street SPDR S&P 400 Mid Cap Value ETF
MDYV
$2.82B
$223K ﹤0.01%
+5,031
New +$247K
LQDH icon
1630
iShares Interest Rate Hedged Corporate Bond ETF
LQDH
$531M
$222K ﹤0.01%
+2,447
New +$231K
BN icon
1631
Brookfield
BN
$109B
$221K ﹤0.01%
+16,161
New +$241K
UNIT
1632
Uniti Group
UNIT
$2.35B
$221K ﹤0.01%
+14,176
New +$267K
PVG
1633
CALL
DELISTED
PRETIUM RESOURCES INC.
PVG
$221K ﹤0.01%
+26,200
New +$205K
ASH icon
1634
PUT
Ashland
ASH
$3.28B
$220K ﹤0.01%
+3,100
New +$239K
IPGP icon
1635
IPG Photonics
IPGP
$3.9B
$220K ﹤0.01%
+1,943
New +$258K
ROL icon
1636
Rollins
ROL
$18.1B
$220K ﹤0.01%
+9,135
New +$236K
TSM icon
1637
TSMC
TSM
$2.15T
$220K ﹤0.01%
5,969
-9,114
-60% -$347K
XPH icon
1638
State Street SPDR S&P Pharmaceuticals ETF
XPH
$504M
$220K ﹤0.01%
+6,000
New +$256K
WTPI
1639
WisdomTree Equity Premium Income Fund
WTPI
$503M
$220K ﹤0.01%
+8,630
New +$246K
HWM icon
1640
Howmet Aerospace
HWM
$117B
$219K ﹤0.01%
16,905
-109,917
-87% -$1.72M
LII icon
1641
PUT
Lennox International
LII
$15.4B
$219K ﹤0.01%
+1,000
New +$211K
VAR
1642
DELISTED
Varian Medical Systems, Inc.
VAR
$219K ﹤0.01%
1,934
-82
-4% -$9.38K
APO icon
1643
Apollo Global Management
APO
$74.7B
$218K ﹤0.01%
+8,885
New +$255K
CAR icon
1644
PUT
Avis
CAR
$4.9B
$218K ﹤0.01%
9,700
-2,600
-21% -$75.5K
IEO icon
1645
PUT
iShares US Oil & Gas Exploration & Production ETF
IEO
$540M
$217K ﹤0.01%
+4,200
New +$266K
QYLD icon
1646
Global X NASDAQ-100 Covered Call ETF
QYLD
$8.24B
$217K ﹤0.01%
+10,218
New +$238K
SABA
1647
Saba Capital Income & Opportunities Fund II
SABA
$224M
$217K ﹤0.01%
+17,970
New +$220K
CHKP icon
1648
PUT
Check Point Software Technologies
CHKP
$12.8B
$216K ﹤0.01%
2,100
-9,600
-82% -$1.05M
CLX icon
1649
PUT
Clorox
CLX
$12.8B
$216K ﹤0.01%
1,400
-41,200
-97% -$6.42M
LABU icon
1650
Direxion Daily S&P Biotech Bull 3X ETF
LABU
$556M
$216K ﹤0.01%
+328
New +$344K
64 65
66
67 68

Similar funds

BCM
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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 1,109 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 1,109 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.