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
+97.03%
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
BGT icon
1776
BlackRock Floating Rate Income Trust
BGT
$324M
$163K ﹤0.01%
+14,126
New +$177K
DNP icon
1777
DNP Select Income Fund
DNP
$4.05B
$163K ﹤0.01%
+15,639
New +$171K
PGRE
1778
DELISTED
Paramount Group
PGRE
$163K ﹤0.01%
12,949
-2,362
-15% -$33.2K
TGNA
1779
DELISTED
TEGNA Inc
TGNA
$163K ﹤0.01%
15,016
-8,105
-35% -$97.8K
AES icon
1780
CALL
AES
AES
$10.5B
$162K ﹤0.01%
11,200
-25,200
-69% -$378K
GG
1781
CALL
DELISTED
Goldcorp Inc
GG
$162K ﹤0.01%
16,500
-160,600
-91% -$1.56M
FCT
1782
First Trust Senior Floating Rate Income Fund II
FCT
$251M
$161K ﹤0.01%
+14,355
New +$171K
OCSI
1783
DELISTED
Oaktree Strategic Income Corporation
OCSI
$161K ﹤0.01%
+20,724
New +$172K
VG
1784
DELISTED
Vonage Holdings Corporation
VG
$161K ﹤0.01%
+18,427
New +$211K
WFT
1785
DELISTED
Weatherford International plc
WFT
$158K ﹤0.01%
283,031
+164,814
+139% +$215K
MUI
1786
DELISTED
BlackRock Municipal Income Fund, Inc.
MUI
$157K ﹤0.01%
12,408
-1,428
-10% -$18K
RPAI
1787
DELISTED
RETAIL PROPERTIES OF AMERICA, INC.
RPAI
$157K ﹤0.01%
14,478
-2,154
-13% -$25.7K
IQI icon
1788
Invesco Quality Municipal Securities
IQI
$530M
$156K ﹤0.01%
13,887
+3,755
+37% +$42.1K
MBT
1789
DELISTED
Mobile TeleSystems Public Joint Stock Company American Depositary Shares (Each representing 2 Shares
MBT
$156K ﹤0.01%
22,217
-6,546
-23% -$51.2K
AEG icon
1790
Aegon
AEG
$14B
$155K ﹤0.01%
38,984
+8,917
+30% +$43.5K
NBR icon
1791
Nabors Industries
NBR
$1.23B
$155K ﹤0.01%
1,551
+1,077
+227% +$237K
GNW icon
1792
Genworth Financial
GNW
$3.72B
$154K ﹤0.01%
33,124
-20,676
-38% -$89.2K
BTG icon
1793
B2Gold
BTG
$5.45B
$151K ﹤0.01%
51,587
-23,232
-31% -$60.4K
S
1794
DELISTED
Sprint Corporation
S
$151K ﹤0.01%
25,942
-43,455
-63% -$268K
DCH
1795
Dauch Corp
DCH
$1.35B
$149K ﹤0.01%
13,394
+2,107
+19% +$28.2K
ATCO
1796
DELISTED
Atlas Corp.
ATCO
$149K ﹤0.01%
19,028
-15,174
-44% -$132K
AOD
1797
abrdn Total Dynamic Dividend Fund
AOD
$1.12B
$146K ﹤0.01%
+20,269
New +$162K
IGD
1798
Voya Global Equity Dividend and Premium Opportunity Fund
IGD
$517M
$146K ﹤0.01%
+24,876
New +$162K
PHYS icon
1799
Sprott Physical Gold
PHYS
$15.3B
$146K ﹤0.01%
+14,149
New +$140K
VIPS icon
1800
CALL
Vipshop
VIPS
$7.4B
$146K ﹤0.01%
26,700
-70,400
-73% -$379K
70 71
72
73 74

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 1,109 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.