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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
VRN
2926
DELISTED
Veren
VRN
– –
-15,705
Closed -$100K
TEN
2927
Tsakos Energy Navigation Ltd
TEN
$1.21B
– –
-2,268
Closed -$38K
ATYR
2928
aTyr Pharma
ATYR
$47.6M
– –
-733
Closed -$8K
ONIT
2929
PUT
Onity Group
ONIT
$309M
– –
-2,260
Closed -$134K
NBIS
2930
CALL
Nebius Group N.V.
NBIS
$48.3B
– –
-49,700
Closed -$1.64M
NBIS
2931
Nebius Group N.V.
NBIS
$48.3B
– –
-16,921
Closed -$557K
NBIS
2932
PUT
Nebius Group N.V.
NBIS
$48.3B
– –
-42,200
Closed -$1.39M
IRD
2933
Opus Genetics
IRD
$306M
– –
-283
Closed -$24K
FLG
2934
PUT
Flagstar Bank National Association
FLG
$5.93B
– –
-5,200
Closed -$162K
MTVA
2935
MetaVia Inc
MTVA
$7.33M
– –
0
– -$47K
JBTM
2936
JBT Marel
JBTM
$7.21B
– –
-1,757
Closed -$210K
SGI
2937
CALL
Somnigroup International
SGI
$13.7B
– –
-19,200
Closed -$254K
QVCGA
2938
CALL
DELISTED
QVC Group Inc Series A
QVCGA
– –
-270
Closed -$291K
VIVS
2939
VivoSim Labs
VIVS
$1.2M
– –
-76
Closed -$21K
EQC
2940
DELISTED
Equity Commonwealth
EQC
– –
-6,620
Closed -$212K
PDCO
2941
DELISTED
Patterson Companies, Inc.
PDCO
– –
-13,498
Closed -$330K
NVRO
2942
DELISTED
NEVRO CORP.
NVRO
– –
-3,736
Closed -$213K
INFN
2943
PUT
DELISTED
Infinera Corporation Common Stock
INFN
– –
-10,600
Closed -$77K
VIRX
2944
DELISTED
Viracta Therapeutics, Inc. Common Stock
VIRX
– –
-454
Closed -$32K
SAVE
2945
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
– –
-4,900
Closed -$230K
ENSV
2946
DELISTED
Enservco Corp.
ENSV
– –
-1,278
Closed -$15K
VGR
2947
DELISTED
Vector Group Ltd.
VGR
– –
-30,324
Closed -$282K
GTHX
2948
DELISTED
G1 Therapeutics, Inc. Common Stock
GTHX
– –
-5,139
Closed -$269K
HA
2949
PUT
DELISTED
Hawaiian Holdings, Inc.
HA
– –
-12,200
Closed -$489K
KA
2950
DELISTED
Kineta, Inc. Common Stock
KA
– –
-82
Closed -$28K
116 117
118
119 120

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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.