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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
AG icon
1851
First Majestic Silver
AG
$8.5B
$111K ﹤0.01%
18,841
-52,611
-74% -$292K
RJI
1852
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Total Return
RJI
$111K ﹤0.01%
22,642
+12,449
+122% +$66.5K
TGP
1853
DELISTED
Teekay LNG Partners L.P.
TGP
$111K ﹤0.01%
10,098
-16,149
-62% -$228K
EZPW icon
1854
Ezcorp Inc
EZPW
$1.8B
$110K ﹤0.01%
+14,289
New +$135K
PSLV icon
1855
Sprott Physical Silver Trust
PSLV
$12.7B
$109K ﹤0.01%
+19,578
New +$103K
CMO
1856
DELISTED
Capstead Mortgage Corp.
CMO
$109K ﹤0.01%
16,333
-7,295
-31% -$53.9K
ADT icon
1857
ADT
ADT
$5.63B
$108K ﹤0.01%
17,938
-31,676
-64% -$239K
JPC icon
1858
Nuveen Preferred & Income Opportunities Fund
JPC
$2.9B
$107K ﹤0.01%
12,797
+542
+4% +$4.79K
HAPN
1859
Happen Inc
HAPN
$2.32B
$107K ﹤0.01%
8,163
+2,012
+33% +$33.2K
LEO
1860
BNY Mellon Strategic Municipals
LEO
$385M
$107K ﹤0.01%
14,940
+2,878
+24% +$20.8K
CLF icon
1861
Cleveland-Cliffs
CLF
$7.13B
$105K ﹤0.01%
13,623
+3,294
+32% +$33K
FNB icon
1862
FNB Corp
FNB
$6.8B
$105K ﹤0.01%
10,716
-10,837
-50% -$126K
XFLT
1863
XAI Floating Rate & Alternative Income Trust
XFLT
$283M
$105K ﹤0.01%
+2,868
New +$128K
MVF
1864
DELISTED
BlackRock MuniVest Fund
MVF
$103K ﹤0.01%
12,527
-13,601
-52% -$114K
PPT
1865
Franklin Premier Income Trust
PPT
$327M
$103K ﹤0.01%
21,862
+6,933
+46% +$34.3K
ENDP
1866
CALL
DELISTED
Endo International plc
ENDP
$103K ﹤0.01%
14,100
-15,900
-53% -$218K
CBL
1867
DELISTED
CBL& Associates Properties, Inc.
CBL
$103K ﹤0.01%
53,709
+43,310
+416% +$127K
IPOA.U
1868
DELISTED
Social Capital Hedosophia Holdings Corp.
IPOA.U
$103K ﹤0.01%
10,037
-5,483
-35% -$56K
DSU icon
1869
BlackRock Debt Strategies Fund
DSU
$595M
$102K ﹤0.01%
+10,405
New +$110K
GAB icon
1870
Gabelli Equity Trust
GAB
$1.77B
$102K ﹤0.01%
20,397
-9,051
-31% -$51.9K
HIO
1871
Western Asset High Income Opportunity Fund
HIO
$339M
$101K ﹤0.01%
23,040
-20,938
-48% -$95.3K
KOS icon
1872
Kosmos Energy
KOS
$1.48B
$101K ﹤0.01%
+24,787
New +$153K
USA icon
1873
Liberty All-Star Equity Fund
USA
$1.84B
$101K ﹤0.01%
18,798
-16,059
-46% -$95.4K
JCP
1874
DELISTED
J.C. Penney Company, Inc.
JCP
$101K ﹤0.01%
97,431
-49,047
-33% -$68.8K
AG icon
1875
CALL
First Majestic Silver
AG
$8.5B
$100K ﹤0.01%
+16,900
New +$93.8K
73 74
75
76 77

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
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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.