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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
ALIM
2951
DELISTED
Alimera Sciences
ALIM
– –
-1,767
Closed -$26K
BIG
2952
PUT
DELISTED
Big Lots, Inc.
BIG
– –
-11,500
Closed -$481K
ASXC
2953
DELISTED
Asensus Surgical, Inc.
ASXC
– –
-1,280
Closed -$97K
LL
2954
CALL
DELISTED
LL Flooring Holdings, Inc.
LL
– –
-12,700
Closed -$197K
CONN
2955
CALL
DELISTED
Conn's Inc.
CONN
– –
-15,400
Closed -$544K
SLCA
2956
PUT
DELISTED
U.S. SILICA HOLDINGS, INC.
SLCA
– –
-15,000
Closed -$282K
OSG
2957
DELISTED
Overseas Shipholding Group Inc.
OSG
– –
-12,088
Closed -$38K
WRK
2958
DELISTED
WestRock Company
WRK
– –
-13,008
Closed -$574K
WRK
2959
PUT
DELISTED
WestRock Company
WRK
– –
-17,200
Closed -$919K
TCON
2960
DELISTED
TRACON Pharmaceuticals, Inc. Common Stock
TCON
– –
-112
Closed -$46K
TARO
2961
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
– –
-2,153
Closed -$212K
NBSE
2962
DELISTED
NeuBase Therapeutics, Inc. Common Stock
NBSE
– –
-123
Closed -$9K
MDC
2963
CALL
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-10,614
Closed -$269K
MDC
2964
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
– –
-18,429
Closed -$467K
HTY
2965
DELISTED
JOHN HANCOCK TAX-ADVANTAGED GLOBAL SHAREHOLDER YIELD FUND
HTY
– –
-14,560
Closed -$108K
BKCC
2966
DELISTED
BlackRock Capital Investment Corporation
BKCC
– –
-29,239
Closed -$173K
EXPR
2967
CALL
DELISTED
Express, Inc.
EXPR
– –
-840
Closed -$186K
EXPR
2968
DELISTED
Express, Inc.
EXPR
– –
-1,629
Closed -$360K
EXPR
2969
PUT
DELISTED
Express, Inc.
EXPR
– –
-3,930
Closed -$869K
SUNW
2970
DELISTED
Sunworks, Inc.
SUNW
– –
-2,506
Closed -$9K
SRC
2971
DELISTED
SPIRIT REALTY CAPITAL, INC.
SRC
– –
-16,068
Closed -$648K
CHS
2972
CALL
DELISTED
Chicos FAS, Inc.
CHS
– –
-16,300
Closed -$141K
CHS
2973
DELISTED
Chicos FAS, Inc.
CHS
– –
-19,656
Closed -$170K
CHS
2974
PUT
DELISTED
Chicos FAS, Inc.
CHS
– –
-40,100
Closed -$348K
ONCT
2975
DELISTED
Oncternal Therapeutics, Inc. Common Stock
ONCT
– –
-161
Closed -$35K
117 118
119
120 121

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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.