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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
IRR
3151
DELISTED
VOYA NATURAL RESOURCES EQUITY INCOME FUND
IRR
– –
-14,255
Closed -$91K
USLV
3152
DELISTED
VelocitySharesTM 3x Long Silver ETN linked to the S&P GSCI Silver Index ER
USLV
– –
-2,155
Closed -$141K
ASCMA
3153
DELISTED
Ascent Capital Group, Inc. Series A
ASCMA
– –
-11,363
Closed -$20K
CYTR
3154
DELISTED
CytRx Corp
CYTR
– –
-11,491
Closed -$12K
ESV
3155
CALL
DELISTED
Ensco Rowan plc
ESV
– –
-5,375
Closed -$181K
ATVI
3156
DELISTED
Activision Blizzard
ATVI
– –
-4,830
Closed -$289K
CA
3157
CALL
DELISTED
CA, Inc.
CA
– –
-4,600
Closed -$203K
CA
3158
DELISTED
CA, Inc.
CA
– –
-9,186
Closed -$406K
CA
3159
PUT
DELISTED
CA, Inc.
CA
– –
-13,300
Closed -$587K
WLL
3160
DELISTED
Whiting Petroleum Corporation
WLL
– –
-131
Closed -$337K
WLL
3161
PUT
DELISTED
Whiting Petroleum Corporation
WLL
– –
-355
Closed -$1.41M
BDSI
3162
DELISTED
BioDelivery Sciences International, Inc.
BDSI
– –
-37,146
Closed -$104K
BBL
3163
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
– –
-14,028
Closed -$617K
UFS
3164
PUT
DELISTED
DOMTAR CORPORATION (New)
UFS
– –
-21,600
Closed -$1.13M
JDD
3165
DELISTED
Nuveen Diversified Dividend and Income Fund
JDD
– –
-10,434
Closed -$114K
GRA
3166
CALL
DELISTED
W.R. Grace & Co.
GRA
– –
-6,800
Closed -$486K
GRA
3167
PUT
DELISTED
W.R. Grace & Co.
GRA
– –
-6,600
Closed -$472K
CHL
3168
PUT
DELISTED
China Mobile Limited
CHL
– –
-5,200
Closed -$254K
CHU
3169
DELISTED
China Unicom (HONG KONG) Limited
CHU
– –
-13,665
Closed -$160K
BKK
3170
DELISTED
Blackrock Municipal 2020 Term Trust
BKK
– –
-11,294
Closed -$167K
UN
3171
DELISTED
Unilever NV New York Registry Shares
UN
– –
-38,960
Closed -$2.13M
UN
3172
PUT
DELISTED
Unilever NV New York Registry Shares
UN
– –
-54,000
Closed -$3M
KGJI
3173
DELISTED
Kingold Jewelry Inc.
KGJI
– –
-2,286
Closed -$14K
CELG
3174
DELISTED
Celgene Corp
CELG
– –
-15,463
Closed -$1.14M
AUO
3175
DELISTED
AU Optronics Corp
AUO
– –
-11,289
Closed -$48K
124 125 126
127
128

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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.