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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
BB icon
2151
CALL
BlackBerry
BB
$4.68B
– –
-21,600
Closed -$246K
BBWI icon
2152
CALL
Bath & Body Works
BBWI
$3.51B
– –
-75,457
Closed -$1.85M
BBWI icon
2153
Bath & Body Works
BBWI
$3.51B
– –
-17,386
Closed -$426K
BBWI icon
2154
PUT
Bath & Body Works
BBWI
$3.51B
– –
-57,768
Closed -$1.42M
BCE icon
2155
BCE
BCE
$20.6B
– –
-8,514
Closed -$345K
BCO icon
2156
PUT
Brink's
BCO
$4.37B
– –
-4,000
Closed -$279K
BDN
2157
Brandywine Realty Trust
BDN
$499M
– –
-10,543
Closed -$166K
BEN icon
2158
Franklin Templeton
BEN
$16.8B
– –
-7,475
Closed -$227K
BEN icon
2159
PUT
Franklin Templeton
BEN
$16.8B
– –
-17,600
Closed -$535K
BFH icon
2160
CALL
Bread Financial
BFH
$4.17B
– –
-8,646
Closed -$1.63M
BFH icon
2161
PUT
Bread Financial
BFH
$4.17B
– –
-1,629
Closed -$307K
BGFV
2162
DELISTED
Big 5 Sporting Goods
BGFV
– –
-13,751
Closed -$70K
BKD icon
2163
Brookdale Senior Living
BKD
$2.73B
– –
-15,090
Closed -$148K
BKR icon
2164
Baker Hughes
BKR
$56.8B
– –
-22,343
Closed -$571K
BKR icon
2165
PUT
Baker Hughes
BKR
$56.8B
– –
-28,200
Closed -$954K
BLCN
2166
DELISTED
Siren ETF Trust Siren NexGen Economy ETF
BLCN
– –
-8,979
Closed -$212K
BMO icon
2167
CALL
Bank of Montreal
BMO
$121B
– –
-5,700
Closed -$470K
BMO icon
2168
PUT
Bank of Montreal
BMO
$121B
– –
-3,000
Closed -$248K
BMRN icon
2169
CALL
BioMarin Pharmaceuticals
BMRN
$12.4B
– –
-2,100
Closed -$204K
BND icon
2170
Vanguard Total Bond Market
BND
$161B
– –
-65,005
Closed -$5.12M
BMY icon
2171
Bristol-Myers Squibb
BMY
$129B
– –
-30,311
Closed -$1.63M
BNS icon
2172
PUT
Scotiabank
BNS
$114B
– –
-5,000
Closed -$298K
BOND icon
2173
PIMCO Active Bond Exchange-Traded Fund
BOND
$8.54B
– –
-2,354
Closed -$241K
BOX icon
2174
CALL
Box
BOX
$4.63B
– –
-11,000
Closed -$263K
BPOP icon
2175
CALL
Popular Inc
BPOP
$10.3B
– –
-16,900
Closed -$866K
85 86
87
88 89

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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.