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
VIPS icon
1801
Vipshop
VIPS
$7.45B
$145K ﹤0.01%
26,537
+32
+0.1% +$172
BXMX
1802
DELISTED
Nuveen S&P 500 Buy-Write Income Fund
BXMX
$144K ﹤0.01%
+11,963
New +$157K
MUC icon
1803
BlackRock MuniHoldings California Quality Fund
MUC
$1B
$142K ﹤0.01%
11,552
-2,198
-16% -$27.2K
VEON icon
1804
VEON
VEON
$3.87B
$142K ﹤0.01%
2,423
-2,320
-49% -$157K
DCH
1805
PUT
Dauch Corp
DCH
$1.35B
$141K ﹤0.01%
+12,700
New +$170K
BRW
1806
Saba Capital Income & Opportunities Fund
BRW
$340M
$141K ﹤0.01%
15,723
-6,494
-29% -$61.8K
MPA icon
1807
BlackRock MuniYield Pennsylvania Quality Fund
MPA
$143M
$141K ﹤0.01%
+11,228
New +$141K
NE
1808
DELISTED
Noble Corporation
NE
$141K ﹤0.01%
53,787
+23,550
+78% +$112K
TLRD
1809
CALL
DELISTED
Tailored Brands, Inc.
TLRD
$140K ﹤0.01%
10,300
+1,800
+21% +$37.1K
AWF
1810
AllianceBernstein Global High Income Fund
AWF
$872M
$139K ﹤0.01%
+13,160
New +$145K
CX icon
1811
Cemex
CX
$16.4B
$139K ﹤0.01%
28,754
-17,487
-38% -$93.3K
NE
1812
PUT
DELISTED
Noble Corporation
NE
$139K ﹤0.01%
53,000
-82,700
-61% -$393K
DAN icon
1813
Dana Inc
DAN
$2.96B
$138K ﹤0.01%
+10,161
New +$154K
RRC icon
1814
CALL
Range Resources
RRC
$9.03B
$137K ﹤0.01%
14,300
-3,200
-18% -$48.6K
LACQU
1815
DELISTED
Leisure Acquisition Corp. Unit
LACQU
$135K ﹤0.01%
+13,288
New +$136K
EFT
1816
Eaton Vance Floating-Rate Income Trust
EFT
$288M
$134K ﹤0.01%
+10,605
New +$145K
PLUG icon
1817
Plug Power
PLUG
$2.87B
$134K ﹤0.01%
108,252
+60,371
+126% +$103K
VIPS icon
1818
PUT
Vipshop
VIPS
$7.45B
$134K ﹤0.01%
24,500
-20,000
-45% -$108K
NSL
1819
DELISTED
NUVEEN SENIOR INCM FD
NSL
$133K ﹤0.01%
+24,146
New +$142K
HDGE icon
1820
AdvisorShares Ranger Equity Bear ETF
HDGE
$54.3M
$132K ﹤0.01%
1,562
-1,000
-39% -$80.1K
ADX icon
1821
Adams Diversified Equity Fund
ADX
$3.17B
$131K ﹤0.01%
10,351
-614
-6% -$9.03K
GPRO icon
1822
GoPro
GPRO
$126M
$131K ﹤0.01%
+30,818
New +$172K
ISBC
1823
DELISTED
Investors Bancorp, Inc.
ISBC
$131K ﹤0.01%
+12,644
New +$146K
CX icon
1824
PUT
Cemex
CX
$16.4B
$128K ﹤0.01%
26,500
+7,100
+37% +$37.9K
HBI
1825
PUT
DELISTED
Hanesbrands
HBI
$128K ﹤0.01%
10,200
-64,500
-86% -$1M
71 72
73
74 75

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.