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
SFUN
1926
DELISTED
Fang Holdings Limited American Depositary Shares (each representing ten Class A Ordinary Shares)
SFUN
$56K ﹤0.01%
786
-211
-21% -$20K
CERS icon
1927
Cerus
CERS
$457M
$55K ﹤0.01%
+10,843
New +$62.9K
BLDP
1928
Ballard Power Systems
BLDP
$796M
$54K ﹤0.01%
+22,662
New +$71.3K
SNR
1929
DELISTED
NEW SENIOR INVESTMENT GROUP INC.
SNR
$54K ﹤0.01%
+13,192
New +$69.5K
EGO icon
1930
Eldorado Gold
EGO
$9.39B
$52K ﹤0.01%
18,053
-13,750
-43% -$48.8K
AVP
1931
DELISTED
Avon Products, Inc.
AVP
$52K ﹤0.01%
33,971
-66,975
-66% -$128K
HIMX
1932
Himax Technologies
HIMX
$2.33B
$51K ﹤0.01%
14,771
-5,184
-26% -$24.5K
GNC
1933
DELISTED
GNC Holdings, Inc.
GNC
$51K ﹤0.01%
+21,534
New +$72.4K
HL icon
1934
CALL
Hecla Mining
HL
$11.1B
$50K ﹤0.01%
21,300
-7,000
-25% -$17.9K
DBD
1935
DELISTED
Diebold Nixdorf Incorporated
DBD
$50K ﹤0.01%
19,959
-5,479
-22% -$19.6K
IAF
1936
abrdn Australia Equity Fund
IAF
$126M
$49K ﹤0.01%
3,432
+10
+0.3% +$157
XXII
1937
22nd Century Group
XXII
$1.5M
– –
0
– –
DF
1938
DELISTED
Dean Foods Company
DF
$49K ﹤0.01%
12,743
-4,303
-25% -$26K
ATHX
1939
DELISTED
Athersys, Inc. Common Stock
ATHX
$47K ﹤0.01%
+1,305
New +$62.3K
CIK
1940
Credit Suisse Asset Management Income Fund
CIK
$134M
$44K ﹤0.01%
+15,816
New +$46.9K
DHF
1941
BNY Mellon High Yield Strategies Fund
DHF
$174M
$43K ﹤0.01%
+15,762
New +$46.3K
STGW icon
1942
Stagwell
STGW
$2.16B
$43K ﹤0.01%
+16,551
New +$47.1K
FRED
1943
DELISTED
Fred's Inc
FRED
$43K ﹤0.01%
+22,551
New +$58.5K
ASNA
1944
DELISTED
Ascena Retail Group, Inc.
ASNA
$41K ﹤0.01%
814
+245
+43% +$17.3K
CCEC
1945
Capital Clean Energy Carriers
CCEC
$1.38B
$40K ﹤0.01%
+2,757
New +$49.8K
INFI
1946
DELISTED
Infinity Pharmaceuticals, Inc.
INFI
$40K ﹤0.01%
+34,131
New +$61.4K
PDS
1947
Precision Drilling
PDS
$963M
$39K ﹤0.01%
1,128
-173
-13% -$8.57K
SPRT
1948
DELISTED
support.com, Inc.
SPRT
$39K ﹤0.01%
+15,990
New +$42.6K
JMEI
1949
DELISTED
Jumei International Holding Limited American depositary shares, each representing ten Class A ordina
JMEI
$38K ﹤0.01%
2,061
+397
+24% +$8.11K
AKS
1950
PUT
DELISTED
AK Steel Holding Corp
AKS
$38K ﹤0.01%
+17,000
New +$61.4K
76 77
78
79 80

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.