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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
OTEX icon
2651
CALL
Open Text
OTEX
$5.47B
– –
-6,600
Closed -$251K
OTLK icon
2652
Outlook Therapeutics
OTLK
$159M
– –
-115
Closed -$18K
OVV icon
2653
CALL
Ovintiv
OVV
$17.3B
– –
-5,620
Closed -$368K
OVV icon
2654
Ovintiv
OVV
$17.3B
– –
-28,664
Closed -$1.88M
OVV icon
2655
PUT
Ovintiv
OVV
$17.3B
– –
-28,320
Closed -$1.86M
PAAS icon
2656
CALL
Pan American Silver
PAAS
$20.7B
– –
-40,500
Closed -$598K
PAAS icon
2657
Pan American Silver
PAAS
$20.7B
– –
-30,193
Closed -$446K
PAAS icon
2658
PUT
Pan American Silver
PAAS
$20.7B
– –
-50,800
Closed -$750K
PBR.A icon
2659
Petrobras Class A
PBR.A
$121B
– –
-20,994
Closed -$220K
PCAR icon
2660
CALL
PACCAR
PCAR
$61.1B
– –
-19,800
Closed -$900K
PCAR icon
2661
PUT
PACCAR
PCAR
$61.1B
– –
-31,200
Closed -$1.42M
PCEF icon
2662
Invesco CEF Income Composite ETF
PCEF
$790M
– –
-13,565
Closed -$309K
PEG icon
2663
CALL
Public Service Enterprise Group
PEG
$34.8B
– –
-42,500
Closed -$2.24M
PENN icon
2664
PENN Entertainment
PENN
$2.21B
– –
-7,515
Closed -$247K
PFF icon
2665
iShares Preferred and Income Securities ETF
PFF
$12.7B
– –
-20,100
Closed -$746K
PFG icon
2666
Principal Financial Group
PFG
$25.2B
– –
-15,713
Closed -$921K
PFGC icon
2667
Performance Food Group
PFGC
$14.4B
– –
-7,873
Closed -$262K
PFX icon
2668
PhenixFIN
PFX
$86.6M
– –
-1,838
Closed -$140K
PGEN icon
2669
CALL
Precigen
PGEN
$2.79B
– –
-14,300
Closed -$246K
PGEN icon
2670
Precigen
PGEN
$2.79B
– –
-14,678
Closed -$253K
PGR icon
2671
CALL
Progressive
PGR
$124B
– –
-18,300
Closed -$1.3M
PHIO icon
2672
Phio Pharmaceuticals
PHIO
$12M
– –
-2
Closed -$16K
PHM icon
2673
Pultegroup
PHM
$22.3B
– –
-34,340
Closed -$849K
PHM icon
2674
PUT
Pultegroup
PHM
$22.3B
– –
-132,400
Closed -$3.28M
PIM
2675
Franklin Master Intermediate Income Trust
PIM
$145M
– –
-21,556
Closed -$97K
105 106
107
108 109

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CIA
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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.