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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
CBRL icon
2201
CALL
Cracker Barrel
CBRL
$1.31B
– –
-3,200
Closed -$471K
CBRL icon
2202
PUT
Cracker Barrel
CBRL
$1.31B
– –
-4,400
Closed -$647K
CC icon
2203
CALL
Chemours
CC
$2.22B
– –
-40,300
Closed -$1.59M
CC icon
2204
PUT
Chemours
CC
$2.22B
– –
-18,800
Closed -$741K
CCI icon
2205
Crown Castle
CCI
$32.1B
– –
-2,402
Closed -$264K
CCJ icon
2206
Cameco
CCJ
$41.2B
– –
-58,933
Closed -$672K
CCL icon
2207
PUT
Carnival Corporation Ltd
CCL
$40.9B
– –
-4,600
Closed -$293K
CCK icon
2208
PUT
Crown Holdings
CCK
$13.3B
– –
-6,600
Closed -$317K
CDE icon
2209
CALL
Coeur Mining
CDE
$17.9B
– –
-18,900
Closed -$101K
CDE icon
2210
Coeur Mining
CDE
$17.9B
– –
-16,792
Closed -$90K
CDE icon
2211
PUT
Coeur Mining
CDE
$17.9B
– –
-10,200
Closed -$54K
CDNS icon
2212
CALL
Cadence Design Systems
CDNS
$92.8B
– –
-18,400
Closed -$834K
CE icon
2213
PUT
Celanese
CE
$4.74B
– –
-6,300
Closed -$718K
CEF icon
2214
Sprott Physical Gold and Silver Trust
CEF
$7.86B
– –
-15,890
Closed -$186K
CEMB icon
2215
iShares JPMorgan EM Corporate Bond ETF
CEMB
$405M
– –
-4,413
Closed -$214K
CENX icon
2216
CALL
Century Aluminum
CENX
$4.67B
– –
-25,400
Closed -$304K
CHI
2217
Calamos Convertible Opportunities and Income Fund
CHI
$1.04B
– –
-20,628
Closed -$248K
CHIQ icon
2218
Global X MSCI China Consumer Discretionary ETF
CHIQ
$129M
– –
-10,327
Closed -$159K
CHRD icon
2219
CALL
Chord Energy
CHRD
$7.31B
– –
-34,900
Closed -$495K
CHRD icon
2220
PUT
Chord Energy
CHRD
$7.31B
– –
-18,700
Closed -$265K
CHRW icon
2221
PUT
C.H. Robinson
CHRW
$18B
– –
-5,700
Closed -$558K
CHTR icon
2222
Charter Communications
CHTR
$18.3B
– –
-1,867
Closed -$608K
CHTR icon
2223
PUT
Charter Communications
CHTR
$18.3B
– –
-1,300
Closed -$424K
CHX
2224
DELISTED
ChampionX
CHX
– –
-4,972
Closed -$217K
CLB icon
2225
CALL
Core Laboratories
CLB
$503M
– –
-5,600
Closed -$649K
87 88
89
90 91

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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.