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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
CHEKW
2076
DELISTED
Check-Cap Ltd. Series A Warrant
CHEKW
$1K ﹤0.01%
10,995
-1,000
-8% -$119
GLOWE
2077
DELISTED
GLOWPOINT INC
GLOWE
$1K ﹤0.01%
10,276
-2,804
-21% -$273
AA icon
2078
Alcoa
AA
$11.7B
– –
-10,480
Closed -$352K
AAL icon
2079
American Airlines Group
AAL
$8.58B
– –
-22,139
Closed -$770K
AAP icon
2080
PUT
Advance Auto Parts
AAP
$2.57B
– –
-6,800
Closed -$1.15M
ABBV icon
2081
AbbVie
ABBV
$466B
– –
-7,792
Closed -$685K
ABCB icon
2082
Ameris Bancorp
ABCB
$5.6B
– –
-5,527
Closed -$253K
ACCO icon
2083
Acco Brands
ACCO
$385M
– –
-11,609
Closed -$131K
ACWX icon
2084
iShares MSCI ACWI ex US ETF
ACWX
$12.3B
– –
-24,761
Closed -$1.18M
ADBE icon
2085
Adobe
ADBE
$98.9B
– –
-4,521
Closed -$1.09M
ADI icon
2086
Analog Devices
ADI
$182B
– –
-13,794
Closed -$1.19M
ADM icon
2087
Archer Daniels Midland
ADM
$41.1B
– –
-6,160
Closed -$287K
ADM icon
2088
PUT
Archer Daniels Midland
ADM
$41.1B
– –
-26,700
Closed -$1.34M
AEE icon
2089
Ameren
AEE
$28.3B
– –
-3,270
Closed -$207K
AEF
2090
abrdn Emerging Markets Equity Income Fund
AEF
$397M
– –
-18,433
Closed -$126K
AEMD icon
2091
Aethlon Medical
AEMD
$4.49M
– –
0
– -$16K
AEO icon
2092
American Eagle Outfitters
AEO
$2.52B
– –
-16,270
Closed -$339K
AEP icon
2093
PUT
American Electric Power
AEP
$65.3B
– –
-15,000
Closed -$1.06M
AG icon
2094
PUT
First Majestic Silver
AG
$9.78B
– –
-26,200
Closed -$149K
AGG icon
2095
iShares Core US Aggregate Bond ETF
AGG
$137B
– –
-9,364
Closed -$988K
AGGY icon
2096
WisdomTree Yield Enhanced US Aggregate Bond Fund
AGGY
$897M
– –
-4,488
Closed -$217K
AGNC icon
2097
AGNC Investment
AGNC
$11.7B
– –
-35,692
Closed -$636K
AGO icon
2098
Assured Guaranty
AGO
$3.09B
– –
-8,832
Closed -$353K
AGO icon
2099
PUT
Assured Guaranty
AGO
$3.09B
– –
-17,100
Closed -$722K
AIV
2100
Aimco
AIV
$317M
– –
-37,384
Closed -$220K
82 83
84
85 86

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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.