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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
CBRL icon
2201
CALL
Cracker Barrel
CBRL
$1.01B
– –
-3,200
Closed -$471K
CBRL icon
2202
PUT
Cracker Barrel
CBRL
$1.01B
– –
-4,400
Closed -$647K
CC icon
2203
CALL
Chemours
CC
$2.16B
– –
-40,300
Closed -$1.59M
CC icon
2204
PUT
Chemours
CC
$2.16B
– –
-18,800
Closed -$741K
CCI icon
2205
Crown Castle
CCI
$31.1B
– –
-2,402
Closed -$264K
CCJ icon
2206
Cameco
CCJ
$39.9B
– –
-58,933
Closed -$672K
CCL icon
2207
PUT
Carnival Corporation Ltd
CCL
$29.9B
– –
-4,600
Closed -$293K
CCK icon
2208
PUT
Crown Holdings
CCK
$11.9B
– –
-6,600
Closed -$317K
CDE icon
2209
CALL
Coeur Mining
CDE
$20.3B
– –
-18,900
Closed -$101K
CDE icon
2210
Coeur Mining
CDE
$20.3B
– –
-16,792
Closed -$90K
CDE icon
2211
PUT
Coeur Mining
CDE
$20.3B
– –
-10,200
Closed -$54K
CDNS icon
2212
CALL
Cadence Design Systems
CDNS
$77.9B
– –
-18,400
Closed -$834K
CE icon
2213
PUT
Celanese
CE
$4.98B
– –
-6,300
Closed -$718K
CEF icon
2214
Sprott Physical Gold and Silver Trust
CEF
$7.83B
– –
-15,890
Closed -$186K
CEMB icon
2215
iShares JPMorgan EM Corporate Bond ETF
CEMB
$429M
– –
-4,413
Closed -$214K
CENX icon
2216
CALL
Century Aluminum
CENX
$3.86B
– –
-25,400
Closed -$304K
CHI
2217
Calamos Convertible Opportunities and Income Fund
CHI
$981M
– –
-20,628
Closed -$248K
CHIQ icon
2218
Global X MSCI China Consumer Discretionary ETF
CHIQ
$107M
– –
-10,327
Closed -$159K
CHRD icon
2219
CALL
Chord Energy
CHRD
$7.9B
– –
-34,900
Closed -$495K
CHRD icon
2220
PUT
Chord Energy
CHRD
$7.9B
– –
-18,700
Closed -$265K
CHRW icon
2221
PUT
C.H. Robinson
CHRW
$17.9B
– –
-5,700
Closed -$558K
CHTR icon
2222
Charter Communications
CHTR
$14.7B
– –
-1,867
Closed -$608K
CHTR icon
2223
PUT
Charter Communications
CHTR
$14.7B
– –
-1,300
Closed -$424K
CHX
2224
DELISTED
ChampionX
CHX
– –
-4,972
Closed -$217K
CLB icon
2225
CALL
Core Laboratories
CLB
$516M
– –
-5,600
Closed -$649K
87 88
89
90 91

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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.