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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-12.73%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$8.19B
AUM Growth
-$7.21B
Cap. Flow
-$5.23B
Cap. Flow %
-63.85%
Top 10 Hldgs %
53.38%
Holding
3,194
New
666
Increased
411
Reduced
985
Closed
1,110

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 Financials 0.72%
2 Technology 0.44%
3 Consumer Discretionary 0.44%
4 Industrials 0.42%
5 Healthcare 0.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
TWTR
3001
DELISTED
Twitter, Inc.
TWTR
– –
-25,395
Closed -$796K
MNDT
3002
CALL
DELISTED
Mandiant, Inc. Common Stock
MNDT
– –
-37,800
Closed -$643K
LFC
3003
DELISTED
China Life Insurance Company Ltd.
LFC
– –
-14,057
Closed -$160K
ENDP
3004
DELISTED
Endo International plc
ENDP
– –
-99,326
Closed -$1.36M
ENDP
3005
PUT
DELISTED
Endo International plc
ENDP
– –
-26,400
Closed -$444K
CDR
3006
DELISTED
Cedar Realty Trust, Inc
CDR
– –
-2,885
Closed -$89K
SAFM
3007
CALL
DELISTED
Sanderson Farms Inc
SAFM
– –
-3,200
Closed -$331K
SAFM
3008
PUT
DELISTED
Sanderson Farms Inc
SAFM
– –
-3,700
Closed -$382K
GPL
3009
DELISTED
Great Panther Mining Limited
GPL
– –
-1,390
Closed -$12K
WMC
3010
DELISTED
Western Asset Mortgage Capital Corporation
WMC
– –
-4,026
Closed -$403K
CDK
3011
DELISTED
CDK Global, Inc.
CDK
– –
-3,676
Closed -$230K
ENIA
3012
DELISTED
Enel Amricas S.A. American Depositary Shares (Each representing 50 shares of Common Stock)
ENIA
– –
-13,403
Closed -$104K
CERN
3013
DELISTED
Cerner Corp
CERN
– –
-3,954
Closed -$229K
CERN
3014
PUT
DELISTED
Cerner Corp
CERN
– –
-5,200
Closed -$335K
MGP
3015
CALL
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
– –
-12,500
Closed -$369K
MCA
3016
DELISTED
BLACKROCK MUNIYIELD CALIFORNIA QUALITY FUND, INC
MCA
– –
-14,152
Closed -$181K
MFL
3017
DELISTED
BLACKROCK MUNIHOLDINGS INVESTMENT QUALITY FUND
MFL
– –
-10,999
Closed -$138K
NUAN
3018
CALL
DELISTED
Nuance Communications, Inc.
NUAN
– –
-15,939
Closed -$239K
NUAN
3019
PUT
DELISTED
Nuance Communications, Inc.
NUAN
– –
-25,179
Closed -$378K
CSLT
3020
DELISTED
CASTLIGHT HEALTH, INC.
CSLT
– –
-24,241
Closed -$65K
XLNX
3021
DELISTED
Xilinx Inc
XLNX
– –
-6,923
Closed -$555K
GSS
3022
DELISTED
Golden Star Resources Ltd.
GSS
– –
-6,624
Closed -$24K
RDS.A
3023
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
– –
-10,934
Closed -$745K
TGP
3024
PUT
DELISTED
Teekay LNG Partners L.P.
TGP
– –
-16,200
Closed -$271K
NNA
3025
DELISTED
Navios Maritime Acquisition Corporation
NNA
– –
-2,418
Closed -$19K
119 120
121
122 123

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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 withdrew a net $5.23B in Q4 2018, closing 1,110 positions and reducing 985 holdings. Its most notable exit was Lockheed Martin, an estimated $8.03M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, up from 0.49% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Two Sigma Securities opened a new position in iShares Russell 2000 Growth ETF worth $5.32M.

  • 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 1,110 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.