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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
OCSL icon
1876
Oaktree Specialty Lending
OCSL
$1.09B
$100K ﹤0.01%
+7,856
New +$107K
GFI icon
1877
Gold Fields
GFI
$33.5B
$99K ﹤0.01%
28,199
-121,034
-81% -$357K
NRO
1878
Neuberger Real Estate Securities Income Fund Inc
NRO
$189M
$99K ﹤0.01%
25,028
-16,158
-39% -$70.4K
BSMX
1879
DELISTED
Banco Santander México, S, A., Institución de Banca Múltiple, Grupo Financiero Santander México
BSMX
$99K ﹤0.01%
16,087
-4,215
-21% -$28.3K
CHK
1880
CALL
DELISTED
Chesapeake Energy Corporation
CHK
$95K ﹤0.01%
225
-1,092
-83% -$752K
NSU
1881
DELISTED
Nevsun Resources Ltd.
NSU
$92K ﹤0.01%
+21,100
New +$93.6K
ERF
1882
DELISTED
Enerplus Corporation
ERF
$91K ﹤0.01%
+11,693
New +$114K
AUY
1883
CALL
DELISTED
Yamana Gold, Inc.
AUY
$91K ﹤0.01%
38,700
-9,200
-19% -$21.4K
AWP
1884
abrdn Global Premier Properties Fund
AWP
$368M
$89K ﹤0.01%
5,945
-1,469
-20% -$24.2K
CENX icon
1885
Century Aluminum
CENX
$4.73B
$86K ﹤0.01%
+11,726
New +$106K
FSP
1886
Franklin Street Properties
FSP
$48.3M
$85K ﹤0.01%
+13,653
New +$100K
MCR
1887
DELISTED
MFS Charter Income Trust
MCR
$85K ﹤0.01%
+11,541
New +$85.7K
RJA
1888
DELISTED
AB Svensk Ekportkredit ELEMENTS Linked to the Rogers International Commodity Index-Agriculture Total Return
RJA
$85K ﹤0.01%
15,163
-8,440
-36% -$48.6K
ENT
1889
DELISTED
Global Eagle Entertainment Inc.
ENT
$85K ﹤0.01%
+1,531
New +$93.9K
SNAP icon
1890
Snap
SNAP
$8.86B
$84K ﹤0.01%
+15,157
New +$98.6K
AKS
1891
CALL
DELISTED
AK Steel Holding Corp
AKS
$82K ﹤0.01%
+36,500
New +$132K
CIG icon
1892
CEMIG Preferred Shares
CIG
$6.21B
$81K ﹤0.01%
44,896
+20,695
+86% +$31.3K
NOG icon
1893
Northern Oil and Gas
NOG
$2.19B
$81K ﹤0.01%
+3,596
New +$106K
HL icon
1894
Hecla Mining
HL
$10.7B
$80K ﹤0.01%
34,057
+8,386
+33% +$21.5K
ODP
1895
DELISTED
ODP
ODP
$78K ﹤0.01%
3,010
-10,947
-78% -$313K
PBI icon
1896
Pitney Bowes
PBI
$2.47B
$78K ﹤0.01%
+13,172
New +$94.9K
EXK
1897
Endeavour Silver
EXK
$2.63B
$76K ﹤0.01%
35,215
+23,479
+200% +$49.2K
CMU
1898
DELISTED
MFS High Yield Municipal Trust
CMU
$75K ﹤0.01%
+17,988
New +$77.4K
GMZ
1899
DELISTED
Goldman Sachs MLP Income Opportunities Fund
GMZ
$75K ﹤0.01%
+1,523
New +$86.7K
MUFG icon
1900
Mitsubishi UFJ Financial
MUFG
$256B
$74K ﹤0.01%
+15,297
New +$86.6K
74 75
76
77 78

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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.