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
FIT
1901
DELISTED
Fitbit, Inc. Class A common stock
FIT
$72K ﹤0.01%
14,399
-55,677
-79% -$287K
PNNT
1902
Pennant Park Investment Corp
PNNT
$233M
$71K ﹤0.01%
+11,077
New +$78.7K
ICMB icon
1903
Investcorp Credit Management BDC
ICMB
$12.3M
$70K ﹤0.01%
+11,225
New +$87.2K
NOK icon
1904
PUT
Nokia
NOK
$53.2B
$70K ﹤0.01%
12,100
-38,900
-76% -$218K
HCR
1905
DELISTED
Hi-Crush Inc. Common Stock
HCR
$70K ﹤0.01%
+19,465
New +$135K
UXIN
1906
Uxin Ltd
UXIN
$240M
$69K ﹤0.01%
+142
New +$82.2K
SWN
1907
CALL
DELISTED
Southwestern Energy Company
SWN
$69K ﹤0.01%
20,300
-121,400
-86% -$597K
DBRG icon
1908
DigitalBridge
DBRG
$2.95B
$68K ﹤0.01%
3,656
-3,251
-47% -$74.4K
ANH
1909
DELISTED
Anworth Mortgage Asset Corporation
ANH
$68K ﹤0.01%
16,786
-11,708
-41% -$51.4K
GGN
1910
GAMCO Global Gold, Natural Resources & Income Trust
GGN
$800M
$66K ﹤0.01%
17,857
-30,034
-63% -$124K
IPI icon
1911
Intrepid Potash
IPI
$456M
$65K ﹤0.01%
+2,498
New +$85.7K
MGF
1912
Aberdeen Government Markets Income Fund
MGF
$92.2M
$64K ﹤0.01%
14,246
-4,577
-24% -$20K
ESV
1913
DELISTED
Ensco Rowan plc
ESV
$64K ﹤0.01%
4,485
-10,152
-69% -$262K
FIT
1914
CALL
DELISTED
Fitbit, Inc. Class A common stock
FIT
$63K ﹤0.01%
12,700
-70,000
-85% -$361K
GNT
1915
GAMCO Natural Resources, Gold & Income Trust
GNT
$140M
$62K ﹤0.01%
+12,533
New +$67.3K
WPRT
1916
Westport Fuel Systems
WPRT
$35M
$62K ﹤0.01%
+4,657
New +$105K
STNG icon
1917
Scorpio Tankers
STNG
$3.82B
$61K ﹤0.01%
+3,465
New +$64.5K
PDLI
1918
DELISTED
PDL BioPharma, Inc.
PDLI
$61K ﹤0.01%
+21,025
New +$57.8K
KGC icon
1919
PUT
Kinross Gold
KGC
$30.7B
$59K ﹤0.01%
18,300
-94,700
-84% -$265K
ONIT
1920
Onity Group
ONIT
$290M
$59K ﹤0.01%
2,943
+2,133
+263% +$87.7K
DHY
1921
Credit Suisse High Yield Credit Fund
DHY
$242M
$58K ﹤0.01%
26,684
-12,569
-32% -$29.7K
RIGL icon
1922
Rigel Pharmaceuticals
RIGL
$741M
$58K ﹤0.01%
2,523
-1,081
-30% -$30.5K
AKBA icon
1923
Akebia Therapeutics
AKBA
$246M
$57K ﹤0.01%
+10,285
New +$80.5K
SWN
1924
DELISTED
Southwestern Energy Company
SWN
$57K ﹤0.01%
+16,633
New +$81.8K
GSV
1925
DELISTED
Gold Standard Ventures Corp.
GSV
$56K ﹤0.01%
44,529
+31,905
+253% +$44.8K
75 76
77
78 79

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.