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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
CTAS icon
2251
CALL
Cintas
CTAS
$80.5B
– –
-22,000
Closed -$1.09M
CTAS icon
2252
Cintas
CTAS
$80.5B
– –
-5,076
Closed -$251K
CTAS icon
2253
PUT
Cintas
CTAS
$80.5B
– –
-9,200
Closed -$455K
CTRA
2254
PUT
DELISTED
Coterra Energy
CTRA
– –
-13,600
Closed -$306K
CUT icon
2255
Invesco MSCI Global Timber ETF
CUT
$33.7M
– –
-7,996
Closed -$256K
CUZ icon
2256
Cousins Properties
CUZ
$5.06B
– –
-3,099
Closed -$110K
CVE icon
2257
CALL
Cenovus Energy
CVE
$51.6B
– –
-12,000
Closed -$120K
CVE icon
2258
PUT
Cenovus Energy
CVE
$51.6B
– –
-62,400
Closed -$626K
CW icon
2259
Curtiss-Wright
CW
$27.8B
– –
-3,338
Closed -$459K
CWEN icon
2260
Clearway Energy Class C
CWEN
$4.86B
– –
-15,852
Closed -$305K
CWI icon
2261
State Street SPDR MSCI ACWI ex-US ETF
CWI
$2.85B
– –
-19,188
Closed -$478K
CYH icon
2262
Community Health Systems
CYH
$423M
– –
-13,924
Closed -$48K
BGMS
2263
Bio Green Med Solution Inc
BGMS
$5.35M
– –
0
– -$19K
D icon
2264
PUT
Dominion Energy
D
$59.9B
– –
-5,700
Closed -$401K
DAN icon
2265
CALL
Dana Inc
DAN
$3.07B
– –
-11,100
Closed -$207K
DB icon
2266
CALL
Deutsche Bank
DB
$71.5B
– –
-80,500
Closed -$914K
DB icon
2267
PUT
Deutsche Bank
DB
$71.5B
– –
-10,200
Closed -$116K
DBI icon
2268
CALL
Designer Brands
DBI
$343M
– –
-9,400
Closed -$318K
DBJP icon
2269
Xtrackers MSCI Japan Hedged Equity ETF
DBJP
$696M
– –
-19,266
Closed -$858K
DBO icon
2270
Invesco DB Oil Fund
DBO
$354M
– –
-10,709
Closed -$144K
DCI icon
2271
Donaldson
DCI
$11.3B
– –
-4,746
Closed -$277K
DECK icon
2272
Deckers Outdoor
DECK
$13.6B
– –
-15,960
Closed -$324K
DELL icon
2273
Dell
DELL
$310B
– –
-8,662
Closed -$236K
DEO icon
2274
Diageo
DEO
$49.2B
– –
-12,423
Closed -$1.75M
DESP
2275
DELISTED
Despegar.com
DESP
– –
-12,590
Closed -$212K
89 90
91
92 93

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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.