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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
APPS icon
2126
Digital Turbine
APPS
$1.29B
– –
-16,962
Closed -$21K
APTV icon
2127
PUT
Aptiv
APTV
$9.05B
– –
-21,600
Closed -$1.81M
ARCB icon
2128
CALL
ArcBest
ARCB
$2.88B
– –
-6,400
Closed -$311K
ARCC icon
2129
Ares Capital
ARCC
$13.9B
– –
-43,942
Closed -$755K
ARCC icon
2130
PUT
Ares Capital
ARCC
$13.9B
– –
-75,900
Closed -$1.3M
ARCO icon
2131
Arcos Dorados Holdings
ARCO
$1.59B
– –
-25,949
Closed -$158K
AROC icon
2132
Archrock
AROC
$5.53B
– –
-12,946
Closed -$158K
ASB icon
2133
Associated Banc-Corp
ASB
$5.6B
– –
-16,359
Closed -$425K
EFOR
2134
Everforth Inc
EFOR
$1.34B
– –
-5,147
Closed -$406K
ASH icon
2135
Ashland
ASH
$3.16B
– –
-5,652
Closed -$436K
ASM
2136
Avino Silver & Gold Mines
ASM
$1.08B
– –
-45,728
Closed -$29K
ASML icon
2137
CALL
ASML
ASML
$645B
– –
-4,400
Closed -$827K
ASML icon
2138
ASML
ASML
$645B
– –
-2,168
Closed -$408K
ASML icon
2139
PUT
ASML
ASML
$645B
– –
-6,100
Closed -$1.15M
ASX icon
2140
ASE Group
ASX
$108B
– –
-10,091
Closed -$49K
ATR icon
2141
AptarGroup
ATR
$7.91B
– –
-2,971
Closed -$320K
AU icon
2142
PUT
AngloGold Ashanti
AU
$52.2B
– –
-31,600
Closed -$271K
AVB
2143
CALL
DELISTED
AvalonBay Communities
AVB
– –
-2,800
Closed -$507K
AVB
2144
PUT
DELISTED
AvalonBay Communities
AVB
– –
-22,900
Closed -$4.15M
AVT icon
2145
Avnet
AVT
$7.89B
– –
-4,503
Closed -$202K
AXON
2146
CALL
Axon Enterprise
AXON
$36.4B
– –
-8,300
Closed -$568K
AYI icon
2147
CALL
Acuity Brands
AYI
$9.07B
– –
-3,900
Closed -$613K
AYI icon
2148
PUT
Acuity Brands
AYI
$9.07B
– –
-3,900
Closed -$613K
BANC icon
2149
Banc of California
BANC
$2.9B
– –
-12,791
Closed -$242K
BAX icon
2150
PUT
Baxter International
BAX
$11.8B
– –
-53,100
Closed -$4.09M
84 85
86
87 88

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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.