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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
XEC
3026
DELISTED
CIMAREX ENERGY CO
XEC
– –
-3,184
Closed -$261K
XEC
3027
PUT
DELISTED
CIMAREX ENERGY CO
XEC
– –
-6,400
Closed -$595K
QTS
3028
DELISTED
QTS REALTY TRUST, INC.
QTS
– –
-5,778
Closed -$247K
MXIM
3029
CALL
DELISTED
Maxim Integrated Products
MXIM
– –
-21,900
Closed -$1.24M
MXIM
3030
DELISTED
Maxim Integrated Products
MXIM
– –
-14,410
Closed -$813K
MXIM
3031
PUT
DELISTED
Maxim Integrated Products
MXIM
– –
-10,000
Closed -$564K
GRUB
3032
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-1,949
Closed -$366K
GRUB
3033
PUT
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
– –
-750
Closed -$208K
CTB
3034
DELISTED
Cooper Tire & Rubber Co.
CTB
– –
-7,973
Closed -$226K
WBIE
3035
DELISTED
WBI BullBear Rising Income 3000 ETF
WBIE
– –
-7,849
Closed -$220K
GLUU
3036
DELISTED
Glu Mobile Inc.
GLUU
– –
-19,060
Closed -$142K
MEN
3037
DELISTED
Blackrock Muni Enhanced Fund, Inc.
MEN
– –
-20,162
Closed -$203K
VAR
3038
CALL
DELISTED
Varian Medical Systems, Inc.
VAR
– –
-6,900
Closed -$772K
SINA
3039
DELISTED
Sina Corp
SINA
– –
-6,590
Closed -$407K
SINA
3040
PUT
DELISTED
Sina Corp
SINA
– –
-12,700
Closed -$882K
DUC
3041
DELISTED
Duff & Phelps Utility & Corporate Bond Trust
DUC
– –
-13,482
Closed -$113K
EIGI
3042
DELISTED
Endurance International Group Holdings, Inc.
EIGI
– –
-10,650
Closed -$94K
NUM
3043
DELISTED
Nuveen Michigan Quality Municipal Income Fund
NUM
– –
-11,213
Closed -$138K
CXO
3044
PUT
DELISTED
CONCHO RESOURCES INC.
CXO
– –
-25,900
Closed -$3.96M
FIT
3045
PUT
DELISTED
Fitbit, Inc. Class A common stock
FIT
– –
-23,200
Closed -$124K
PE
3046
DELISTED
PARSLEY ENERGY INC
PE
– –
-11,740
Closed -$343K
TIF
3047
DELISTED
Tiffany & Co.
TIF
– –
-6,519
Closed -$664K
GV
3048
DELISTED
Goldfield Corporation
GV
– –
-10,425
Closed -$44K
LN
3049
CALL
DELISTED
LINE Corporation
LN
– –
-5,000
Closed -$211K
VER
3050
DELISTED
VEREIT, Inc.
VER
– –
-42,171
Closed -$1.53M
120 121
122
123 124

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OAM
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NOCM
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TIM
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QIM
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OMG
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MCM
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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.