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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
AUY
1751
DELISTED
Yamana Gold, Inc.
AUY
$183K ﹤0.01%
77,410
+26,191
+51% +$61.1K
EIM
1752
Eaton Vance Municipal Bond Fund
EIM
$464M
$182K ﹤0.01%
16,162
-215
-1% -$2.39K
PID icon
1753
Invesco International Dividend Achievers ETF
PID
$876M
$181K ﹤0.01%
+12,789
New +$191K
MRVL icon
1754
PUT
Marvell Technology
MRVL
$220B
$178K ﹤0.01%
11,000
-80,300
-88% -$1.33M
SOHU
1755
Sohu.com
SOHU
$328M
$178K ﹤0.01%
+10,223
New +$195K
DBA icon
1756
Invesco DB Agriculture Fund
DBA
$1.22B
$176K ﹤0.01%
+10,374
New +$180K
KEY icon
1757
CALL
KeyCorp
KEY
$22.2B
$176K ﹤0.01%
11,900
-82,800
-87% -$1.46M
PPC icon
1758
CALL
Pilgrim's Pride
PPC
$7.11B
$175K ﹤0.01%
11,300
-12,600
-53% -$226K
BBVA icon
1759
Banco Bilbao Vizcaya Argentaria
BBVA
$156B
$174K ﹤0.01%
32,986
-25,405
-44% -$144K
RAD
1760
DELISTED
Rite Aid Corporation
RAD
$174K ﹤0.01%
12,249
+8,885
+264% +$187K
DCH
1761
CALL
Dauch Corp
DCH
$1.4B
$173K ﹤0.01%
15,600
-22,200
-59% -$297K
FORM icon
1762
FormFactor
FORM
$9.25B
$172K ﹤0.01%
+12,209
New +$170K
HBAN icon
1763
CALL
Huntington Bancshares
HBAN
$32.1B
$172K ﹤0.01%
14,400
-14,800
-51% -$205K
SLM icon
1764
SLM Corp
SLM
$4.72B
$172K ﹤0.01%
+20,747
New +$206K
BHK icon
1765
BlackRock Core Bond Trust
BHK
$614M
$171K ﹤0.01%
+13,991
New +$172K
PTEN icon
1766
Patterson-UTI
PTEN
$4.49B
$171K ﹤0.01%
+16,483
New +$243K
NEV
1767
DELISTED
NUVEEN ENHANCED MUNICIPAL VALUE FUND
NEV
$171K ﹤0.01%
+13,287
New +$171K
VTA
1768
DELISTED
INVESCO DYNAMIC CREDIT OPPORTUNITIES FUND
VTA
$170K ﹤0.01%
+16,529
New +$180K
EMO
1769
ClearBridge Energy Midstream Opportunity Fund
EMO
$1.08B
$169K ﹤0.01%
+4,334
New +$213K
HPE icon
1770
Hewlett Packard
HPE
$80.7B
$168K ﹤0.01%
12,716
-9,762
-43% -$146K
ESV
1771
PUT
DELISTED
Ensco Rowan plc
ESV
$168K ﹤0.01%
11,800
-325
-3% -$8.38K
JHD
1772
DELISTED
Nuveen High Income December 2019 Target Term Fund
JHD
$168K ﹤0.01%
+17,088
New +$169K
JCO
1773
DELISTED
Nuveen Credit Opportunities 2022 Target Term Fund
JCO
$167K ﹤0.01%
19,740
+2,191
+12% +$20.2K
ETV
1774
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
ETV
$1.78B
$164K ﹤0.01%
+12,161
New +$179K
BB icon
1775
PUT
BlackBerry
BB
$4.68B
$163K ﹤0.01%
22,900
-15,700
-41% -$138K
69 70
71
72 73

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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.