We are live on ! Find out more
TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
+$17.2M
Cap. Flow %
0.21%
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 Miscellaneous 96.24%
2 Financials 0.74%
3 Technology 0.45%
4 Consumer Discretionary 0.44%
5 Industrials 0.42%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVTA
2976
CALL
DELISTED
Avantax, Inc. Common Stock
AVTA
– –
-14,000
Closed -$564K
VMW
2977
CALL
DELISTED
VMware, Inc
VMW
– –
-4,100
Closed -$640K
CEQP
2978
DELISTED
Crestwood Equity Partners LP
CEQP
– –
-5,639
Closed -$207K
SNLN
2979
DELISTED
Highland/iBoxx Senior Loan ETF
SNLN
– –
-13,610
Closed -$248K
WWE
2980
CALL
DELISTED
World Wrestling Entertainment
WWE
– –
-8,600
Closed -$832K
WWE
2981
DELISTED
World Wrestling Entertainment
WWE
– –
-15,336
Closed -$1.48M
BKI
2982
DELISTED
Black Knight, Inc. Common Stock
BKI
– –
-7,062
Closed -$367K
NUVA
2983
CALL
DELISTED
NuVasive, Inc.
NUVA
– –
-5,800
Closed -$412K
FIHD
2984
DELISTED
UBS AG FI Enhanced Global High Yield ETN
FIHD
– –
-1,238
Closed -$214K
ABB
2985
DELISTED
ABB Ltd
ABB
– –
-21,587
Closed -$437K
TA
2986
DELISTED
TravelCenters of America LLC
TA
– –
-3,035
Closed -$86K
BBBY
2987
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-43,012
Closed -$562K
BBBY
2988
PUT
DELISTED
Bed Bath & Beyond Inc
BBBY
– –
-91,100
Closed -$1.37M
DTEA
2989
DELISTED
DAVIDsTEA Inc. Common Stock
DTEA
– –
-14,054
Closed -$38K
AUY
2990
PUT
DELISTED
Yamana Gold, Inc.
AUY
– –
-105,500
Closed -$263K
ATCO
2991
PUT
DELISTED
Atlas Corp.
ATCO
– –
-32,000
Closed -$267K
DDF
2992
DELISTED
Delaware Investments Dividend & Income Fund, Inc.
DDF
– –
-13,673
Closed -$181K
LCI
2993
DELISTED
Lannett Company, Inc.
LCI
– –
-3,535
Closed -$67K
TTM
2994
CALL
DELISTED
Tata Motors Limited
TTM
– –
-10,200
Closed -$157K
TTM
2995
PUT
DELISTED
Tata Motors Limited
TTM
– –
-15,400
Closed -$237K
PRTY
2996
CALL
DELISTED
Party City Holdco Inc.
PRTY
– –
-11,500
Closed -$156K
PRTY
2997
DELISTED
Party City Holdco Inc.
PRTY
– –
-18,456
Closed -$250K
PRTY
2998
PUT
DELISTED
Party City Holdco Inc.
PRTY
– –
-15,400
Closed -$209K
NH
2999
DELISTED
NantHealth, Inc
NH
– –
-1,884
Closed -$44K
SMTS
3000
DELISTED
Sierra Metals Inc. Common Stock
SMTS
– –
-12,970
Closed -$33K
118 119
120
121 122

Similar funds

SMM
Stadion Money Management Watkinsville, Georgia $1.16B AUM 20.57% 1-Year Est. Return
TPWA
TRUE Private Wealth Advisors Salem, Oregon $1.16B AUM 36.18% 1-Year Est. Return
CIA
Compass Ion Advisors Conshohocken, Pennsylvania $1.16B AUM 17.72% 1-Year Est. Return
OWA
Octavia Wealth Advisors Cincinnati, Ohio $1.16B AUM 25.42% 1-Year Est. Return
FFS
Forge Financial Services Edmond, Oklahoma $1.16B AUM 20.7% 1-Year Est. Return
MFA
Mayflower Financial Advisors Boston, Massachusetts $1.16B AUM 24.36% 1-Year Est. Return
LA
LVW Advisors Pittsford, New York $1.16B AUM 26.37% 1-Year Est. Return
PGCM
Prescott Group Capital Management Tulsa, Oklahoma $1.16B AUM 53.61% 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's Q4 2018 filing shows 666 new, 411 increased, 985 reduced and 1,109 closed positions. Its largest new stake was iShares Russell 2000 Growth ETF: 31,643 shares worth $5.32M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $11.7M.

By sector, the portfolio is most concentrated in Miscellaneous at 96% of assets, down from 97% a quarter earlier, followed by Financials and Technology.

  • 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.