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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
FGP
3076
DELISTED
Ferrellgas Partners, L.P.
FGP
– –
-10,921
Closed -$24K
AVP
3077
PUT
DELISTED
Avon Products, Inc.
AVP
– –
-13,300
Closed -$29K
CRZO
3078
CALL
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-14,300
Closed -$360K
CRZO
3079
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
– –
-10,600
Closed -$267K
INB
3080
DELISTED
Cohen & Steers Global Income Builder, Inc.
INB
– –
-11,959
Closed -$111K
ANFI
3081
DELISTED
AMIRA NATURE FOODS LTD
ANFI
– –
-11,356
Closed -$19K
ASNA
3082
CALL
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-3,220
Closed -$294K
ASNA
3083
PUT
DELISTED
Ascena Retail Group, Inc.
ASNA
– –
-525
Closed -$48K
VSI
3084
DELISTED
Vitamin Shoppe Inc.
VSI
– –
-10,355
Closed -$104K
STI
3085
PUT
DELISTED
SunTrust Banks, Inc.
STI
– –
-22,400
Closed -$1.5M
VIAB
3086
CALL
DELISTED
Viacom Inc. Class B
VIAB
– –
-9,000
Closed -$304K
VIAB
3087
DELISTED
Viacom Inc. Class B
VIAB
– –
-36,308
Closed -$1.23M
SDT
3088
DELISTED
SANDRIDGE MISSISSIPPIAN TRUST I
SDT
– –
-12,206
Closed -$16K
UBNK
3089
DELISTED
United Financial Bancorp, Inc.
UBNK
– –
-10,705
Closed -$180K
CVRS
3090
DELISTED
CORINDUS VASCULAR ROBOTICS, INC
CVRS
– –
-16,398
Closed -$23K
OAK
3091
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
– –
-5,187
Closed -$215K
EGI
3092
DELISTED
Entre Resources Ltd. Common Shares
EGI
– –
-14,732
Closed -$6K
HIVE
3093
DELISTED
Aerohive Networks
HIVE
– –
-10,809
Closed -$45K
UPL
3094
DELISTED
Ultra Petroleum Corp. Common Stock
UPL
– –
-19,791
Closed -$22K
DATA
3095
DELISTED
Tableau Software, Inc.
DATA
– –
-8,586
Closed -$960K
YGTY
3096
DELISTED
SSLJ.com Limited Class A Ordinary Shares
YGTY
– –
-2,031
Closed -$7K
LLL
3097
DELISTED
L3 Technologies, Inc.
LLL
– –
-1,511
Closed -$291K
LLL
3098
PUT
DELISTED
L3 Technologies, Inc.
LLL
– –
-1,800
Closed -$383K
WFT
3099
CALL
DELISTED
Weatherford International plc
WFT
– –
-163,400
Closed -$443K
WFT
3100
PUT
DELISTED
Weatherford International plc
WFT
– –
-27,000
Closed -$73K
122 123
124
125 126

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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.