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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
RTN
1701
DELISTED
Raytheon Company
RTN
$207K ﹤0.01%
1,352
-10,031
-88% -$1.8M
PUMP icon
1702
ProPetro Holding
PUMP
$1.29B
$206K ﹤0.01%
+16,694
New +$275K
OXY icon
1703
Occidental Petroleum
OXY
$58.8B
$205K ﹤0.01%
+3,347
New +$235K
SMH icon
1704
VanEck Semiconductor ETF
SMH
$70.9B
$205K ﹤0.01%
+4,706
New +$221K
WB icon
1705
CALL
Weibo
WB
$1.61B
$205K ﹤0.01%
3,500
-53,300
-94% -$3.23M
DWTR
1706
DELISTED
Invesco DWA Tactical Sector Rotation ETF
DWTR
$205K ﹤0.01%
+8,358
New +$225K
HYGH icon
1707
iShares Interest Rate Hedged High Yield Bond ETF
HYGH
$653M
$204K ﹤0.01%
+2,401
New +$215K
IVOG icon
1708
Vanguard S&P Mid-Cap 400 Growth ETF
IVOG
$1.59B
$204K ﹤0.01%
+3,464
New +$225K
GAP
1709
The Gap Inc
GAP
$7.22B
$204K ﹤0.01%
7,911
-17,556
-69% -$469K
AMLP icon
1710
Alerian MLP ETF
AMLP
$13.4B
$203K ﹤0.01%
+4,662
New +$229K
AVB
1711
DELISTED
AvalonBay Communities
AVB
$203K ﹤0.01%
+1,168
New +$211K
BOX icon
1712
PUT
Box
BOX
$4.63B
$203K ﹤0.01%
12,000
+2,800
+30% +$51.5K
VIOG icon
1713
Vanguard S&P Small-Cap 600 Growth ETF
VIOG
$1.04B
$203K ﹤0.01%
+2,928
New +$224K
AON icon
1714
Aon
AON
$62.7B
$202K ﹤0.01%
+1,388
New +$216K
BFZ
1715
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$202K ﹤0.01%
16,834
-2,026
-11% -$24.6K
DGS icon
1716
WisdomTree Emerging Markets SmallCap Dividend Fund
DGS
$1.75B
$202K ﹤0.01%
+4,813
New +$204K
KBWD icon
1717
Invesco KBW High Dividend Yield Financial ETF
KBWD
$386M
$202K ﹤0.01%
+10,159
New +$219K
MCO icon
1718
Moody's
MCO
$81.2B
$202K ﹤0.01%
1,446
-661
-31% -$99.7K
MNST icon
1719
Monster Beverage
MNST
$87.6B
$202K ﹤0.01%
+16,408
New +$223K
NRG icon
1720
CALL
NRG Energy
NRG
$21.8B
$202K ﹤0.01%
+5,100
New +$195K
PSP icon
1721
Invesco Global Listed Private Equity ETF
PSP
$228M
$202K ﹤0.01%
+4,045
New +$221K
VSAT icon
1722
Viasat
VSAT
$10.5B
$202K ﹤0.01%
3,428
-289
-8% -$18.8K
TUZ
1723
DELISTED
PIMCO 1-3 Year U.S. Treasury Index Exchange-Traded Fund
TUZ
$202K ﹤0.01%
4,020
-277
-6% -$13.8K
IDLV icon
1724
Invesco S&P International Developed Low Volatility ETF
IDLV
$330M
$201K ﹤0.01%
+6,727
New +$209K
MBI icon
1725
CALL
MBIA
MBI
$224M
$201K ﹤0.01%
22,500
-59,600
-73% -$567K
67 68
69
70 71

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TPWA
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CIA
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OWA
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FFS
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MFA
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PGCM
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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'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.