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
AKAM icon
2101
CALL
Akamai
AKAM
$17.8B
– –
-5,100
Closed -$373K
AKAM icon
2102
PUT
Akamai
AKAM
$17.8B
– –
-4,800
Closed -$351K
ALK icon
2103
CALL
Alaska Air
ALK
$5.81B
– –
-3,400
Closed -$234K
ALKS icon
2104
CALL
Alkermes
ALKS
$8.32B
– –
-22,200
Closed -$942K
ALKS icon
2105
PUT
Alkermes
ALKS
$8.32B
– –
-6,500
Closed -$276K
ALLY icon
2106
Ally Financial
ALLY
$13.6B
– –
-22,760
Closed -$602K
ALNY icon
2107
CALL
Alnylam Pharmaceuticals
ALNY
$30.6B
– –
-9,000
Closed -$788K
ALRM icon
2108
CALL
Alarm.com
ALRM
$2.8B
– –
-4,900
Closed -$281K
ALRM icon
2109
PUT
Alarm.com
ALRM
$2.8B
– –
-3,600
Closed -$207K
AMAT icon
2110
Applied Materials
AMAT
$424B
– –
-13,131
Closed -$450K
AMED
2111
CALL
DELISTED
Amedisys
AMED
– –
-3,600
Closed -$450K
AMED
2112
PUT
DELISTED
Amedisys
AMED
– –
-1,900
Closed -$237K
AMH icon
2113
American Homes 4 Rent
AMH
$12.4B
– –
-19,502
Closed -$427K
AMKR icon
2114
Amkor Technology
AMKR
$13.4B
– –
-13,256
Closed -$98K
AMP icon
2115
CALL
Ameriprise Financial
AMP
$49.6B
– –
-2,500
Closed -$369K
AMP icon
2116
PUT
Ameriprise Financial
AMP
$49.6B
– –
-2,200
Closed -$325K
AMT icon
2117
American Tower
AMT
$78.3B
– –
-4,186
Closed -$654K
AN icon
2118
AutoNation
AN
$7.13B
– –
-7,956
Closed -$331K
AN icon
2119
PUT
AutoNation
AN
$7.13B
– –
-37,700
Closed -$1.57M
ANET icon
2120
Arista Networks
ANET
$248B
– –
-54,720
Closed -$909K
ANY icon
2121
Sphere 3D
ANY
$17.4M
– –
-118
Closed -$26K
AOR icon
2122
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.71B
– –
-10,462
Closed -$472K
AOS icon
2123
A.O. Smith
AOS
$8.59B
– –
-5,456
Closed -$291K
APH icon
2124
Amphenol
APH
$212B
– –
-12,500
Closed -$268K
APH icon
2125
PUT
Amphenol
APH
$212B
– –
-59,200
Closed -$1.39M
83 84
85
86 87

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.