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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
BR icon
2176
Broadridge
BR
$18.9B
– –
-1,753
Closed -$231K
BRC icon
2177
Brady Corp
BRC
$4.63B
– –
-15,391
Closed -$673K
BRSP
2178
BrightSpire Capital
BRSP
$633M
– –
-11,265
Closed -$248K
BSBR icon
2179
Santander
BSBR
$43.3B
– –
-20,767
Closed -$175K
BSCP
2180
DELISTED
Invesco BulletShares 2025 Corporate Bond ETF
BSCP
– –
-10,877
Closed -$215K
BSX icon
2181
PUT
Boston Scientific
BSX
$69.1B
– –
-10,200
Closed -$393K
BTE icon
2182
Baytex Energy
BTE
$2.91B
– –
-32,649
Closed -$95K
BTZ icon
2183
BlackRock Credit Allocation Income Trust
BTZ
$938M
– –
-13,821
Closed -$169K
BURL icon
2184
Burlington
BURL
$23.3B
– –
-2,242
Closed -$365K
BWA icon
2185
CALL
BorgWarner
BWA
$13.8B
– –
-16,926
Closed -$637K
BWA icon
2186
BorgWarner
BWA
$13.8B
– –
-6,125
Closed -$231K
BWA icon
2187
PUT
BorgWarner
BWA
$13.8B
– –
-29,650
Closed -$1.12M
BWX icon
2188
State Street SPDR Bloomberg International Treasury Bond ETF
BWX
$1.31B
– –
-11,265
Closed -$308K
BBBY
2189
CALL
Bed Bath & Beyond
BBBY
$439M
– –
-11,180
Closed -$233K
BZH icon
2190
PUT
Beazer Homes USA
BZH
$938M
– –
-11,400
Closed -$120K
CACI icon
2191
CACI
CACI
$11.4B
– –
-2,309
Closed -$393K
CACI icon
2192
PUT
CACI
CACI
$11.4B
– –
-3,700
Closed -$681K
CAG icon
2193
PUT
Conagra Brands
CAG
$7.18B
– –
-48,200
Closed -$1.64M
CAKE icon
2194
Cheesecake Factory
CAKE
$5.26B
– –
-6,549
Closed -$351K
CAKE icon
2195
PUT
Cheesecake Factory
CAKE
$5.26B
– –
-11,100
Closed -$594K
CANF
2196
Can-Fite BioPharma American Depositary Shares
CANF
$6.92M
– –
-4
Closed -$17K
CAR icon
2197
Avis
CAR
$4.9B
– –
-6,896
Closed -$200K
CASY icon
2198
Casey's General Stores
CASY
$31.5B
– –
-2,772
Closed -$358K
CB icon
2199
PUT
Chubb
CB
$136B
– –
-17,600
Closed -$2.35M
CBRE icon
2200
CBRE Group
CBRE
$43.7B
– –
-11,215
Closed -$464K
86 87
88
89 90

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OAM
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WFAL
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NOCM
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QIM
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OMG
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MCM
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EI
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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.