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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
CLDX icon
2226
Celldex Therapeutics
CLDX
$3B
– –
-806
Closed -$5K
CLH icon
2227
Clean Harbors
CLH
$16.7B
– –
-9,689
Closed -$694K
CLMT icon
2228
Calumet Specialty Products
CLMT
$5.19B
– –
-12,727
Closed -$81K
CMCM
2229
Cheetah Mobile
CMCM
$88.8M
– –
-2,324
Closed -$114K
CMF icon
2230
iShares California Muni Bond ETF
CMF
$4.53B
– –
-3,469
Closed -$201K
CMG icon
2231
Chipotle Mexican Grill
CMG
$42.3B
– –
-68,900
Closed -$623K
CNDT icon
2232
Conduent
CNDT
$250M
– –
-13,306
Closed -$300K
CNET icon
2233
ZW Data Action Technologies
CNET
$5.1M
– –
-585
Closed -$20K
CNI icon
2234
Canadian National Railway
CNI
$72B
– –
-11,278
Closed -$1.01M
CNI icon
2235
PUT
Canadian National Railway
CNI
$72B
– –
-16,500
Closed -$1.48M
CNP icon
2236
CenterPoint Energy
CNP
$25.2B
– –
-19,404
Closed -$537K
COLM icon
2237
CALL
Columbia Sportswear
COLM
$2.91B
– –
-2,500
Closed -$233K
COLM icon
2238
PUT
Columbia Sportswear
COLM
$2.91B
– –
-2,500
Closed -$233K
COOP
2239
DELISTED
Mr. Cooper
COOP
– –
-1,450
Closed -$24K
COTY icon
2240
CALL
Coty
COTY
$2.14B
– –
-62,000
Closed -$779K
COTY icon
2241
Coty
COTY
$2.14B
– –
-17,036
Closed -$214K
COTY icon
2242
PUT
Coty
COTY
$2.14B
– –
-22,400
Closed -$281K
CPB icon
2243
Campbell Soup
CPB
$6.17B
– –
-20,595
Closed -$779K
CPB icon
2244
PUT
Campbell Soup
CPB
$6.17B
– –
-81,100
Closed -$2.97M
CPRI icon
2245
CALL
Capri Holdings
CPRI
$1.68B
– –
-110,200
Closed -$7.55M
CPRI icon
2246
PUT
Capri Holdings
CPRI
$1.68B
– –
-41,800
Closed -$2.87M
CRL icon
2247
CALL
Charles River Laboratories
CRL
$13.3B
– –
-4,500
Closed -$605K
CRM icon
2248
Salesforce
CRM
$196B
– –
-1,842
Closed -$253K
CRVO icon
2249
CervoMed
CRVO
$36.7M
– –
-40
Closed -$20K
CSR
2250
Centerspace
CSR
$941M
– –
-1,686
Closed -$101K
88 89
90
91 92

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OWA
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FFS
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MFA
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PGCM
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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.