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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
VER
3051
PUT
DELISTED
VEREIT, Inc.
VER
– –
-2,500
Closed -$91K
DNKN
3052
DELISTED
Dunkin' Brands Group, Inc.
DNKN
– –
-2,885
Closed -$213K
DNI
3053
DELISTED
Dividend and Income Fund
DNI
– –
-10,379
Closed -$124K
NBL
3054
CALL
DELISTED
Noble Energy, Inc.
NBL
– –
-31,900
Closed -$995K
NBL
3055
DELISTED
Noble Energy, Inc.
NBL
– –
-31,860
Closed -$994K
INWK
3056
DELISTED
InnerWorkings, Inc.
INWK
– –
-12,190
Closed -$97K
PSV
3057
DELISTED
Hermitage Offshore Services Ltd.
PSV
– –
-2,760
Closed -$27K
WUBA
3058
CALL
DELISTED
58.com Inc
WUBA
– –
-6,600
Closed -$486K
WUBA
3059
DELISTED
58.com Inc
WUBA
– –
-5,580
Closed -$411K
WUBA
3060
PUT
DELISTED
58.com Inc
WUBA
– –
-8,500
Closed -$626K
FSCT
3061
DELISTED
ForeScout Technologies, Inc. Common Stock
FSCT
– –
-9,439
Closed -$356K
TLRD
3062
DELISTED
Tailored Brands, Inc.
TLRD
– –
-10,826
Closed -$223K
LM
3063
CALL
DELISTED
Legg Mason, Inc.
LM
– –
-13,100
Closed -$409K
LM
3064
PUT
DELISTED
Legg Mason, Inc.
LM
– –
-34,400
Closed -$1.07M
ECT
3065
DELISTED
ECA Marcellus Trust 1 Interest
ECT
– –
-11,284
Closed -$21K
S
3066
CALL
DELISTED
Sprint Corporation
S
– –
-31,900
Closed -$209K
SUMR
3067
DELISTED
Summer Infant, Inc.
SUMR
– –
-1,174
Closed -$17K
CHKR
3068
DELISTED
CHESAPEAKE GRANITE WASH TRUST
CHKR
– –
-34,483
Closed -$57K
PIR
3069
DELISTED
Pier 1 Imports, Inc.
PIR
– –
-572
Closed -$17K
LTS
3070
DELISTED
Ladenburg Thalmann Financial Services Inc
LTS
– –
-30,466
Closed -$82K
BLPH
3071
DELISTED
Bellerophon Therapeutics, Inc.
BLPH
– –
-1,823
Closed -$30K
GNMX
3072
DELISTED
Aevi Genomic Medicine Inc
GNMX
– –
-14,138
Closed -$17K
MDR
3073
CALL
DELISTED
McDermott International
MDR
– –
-14,500
Closed -$267K
MDR
3074
DELISTED
McDermott International
MDR
– –
-12,217
Closed -$225K
TOO
3075
DELISTED
Teekay Offshore Partners L.P.
TOO
– –
-10,383
Closed -$24K
121 122
123
124 125

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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.