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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
AKAM icon
2101
CALL
Akamai
AKAM
$15B
– –
-5,100
Closed -$373K
AKAM icon
2102
PUT
Akamai
AKAM
$15B
– –
-4,800
Closed -$351K
ALK icon
2103
CALL
Alaska Air
ALK
$4.52B
– –
-3,400
Closed -$234K
ALKS icon
2104
CALL
Alkermes
ALKS
$7.28B
– –
-22,200
Closed -$942K
ALKS icon
2105
PUT
Alkermes
ALKS
$7.28B
– –
-6,500
Closed -$276K
ALLY icon
2106
Ally Financial
ALLY
$12.2B
– –
-22,760
Closed -$602K
ALNY icon
2107
CALL
Alnylam Pharmaceuticals
ALNY
$32.1B
– –
-9,000
Closed -$788K
ALRM icon
2108
CALL
Alarm.com
ALRM
$2.65B
– –
-4,900
Closed -$281K
ALRM icon
2109
PUT
Alarm.com
ALRM
$2.65B
– –
-3,600
Closed -$207K
AMAT icon
2110
Applied Materials
AMAT
$353B
– –
-13,131
Closed -$450K
AMED
2111
CALL
DELISTED
Amedisys
AMED
– –
-3,600
Closed -$450K
AMED
2112
PUT
DELISTED
Amedisys
AMED
– –
-1,900
Closed -$237K
AMH icon
2113
American Homes 4 Rent
AMH
$11.2B
– –
-19,502
Closed -$427K
AMKR icon
2114
Amkor Technology
AMKR
$12.5B
– –
-13,256
Closed -$98K
AMP icon
2115
CALL
Ameriprise Financial
AMP
$48.1B
– –
-2,500
Closed -$369K
AMP icon
2116
PUT
Ameriprise Financial
AMP
$48.1B
– –
-2,200
Closed -$325K
AMT icon
2117
American Tower
AMT
$81.1B
– –
-4,186
Closed -$654K
AN icon
2118
AutoNation
AN
$5.56B
– –
-7,956
Closed -$331K
AN icon
2119
PUT
AutoNation
AN
$5.56B
– –
-37,700
Closed -$1.57M
ANET icon
2120
Arista Networks
ANET
$251B
– –
-54,720
Closed -$909K
ANY
2121
DELISTED
Sphere 3D
ANY
– –
-118
Closed -$26K
AOR icon
2122
iShares Core 60/40 Balanced Allocation ETF
AOR
$3.74B
– –
-10,462
Closed -$472K
AOS icon
2123
A.O. Smith
AOS
$7.74B
– –
-5,456
Closed -$291K
APH icon
2124
Amphenol
APH
$191B
– –
-25,000
Closed -$268K
APH icon
2125
PUT
Amphenol
APH
$191B
– –
-118,400
Closed -$1.39M
83 84
85
86 87

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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.