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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
SEE
2751
DELISTED
Sealed Air
SEE
– –
-15,174
Closed -$609K
SFL icon
2752
CALL
SFL Corp
SFL
$1.65B
– –
-29,900
Closed -$416K
SFM icon
2753
Sprouts Farmers Market
SFM
$8.28B
– –
-25,539
Closed -$665K
SFM icon
2754
PUT
Sprouts Farmers Market
SFM
$8.28B
– –
-25,200
Closed -$691K
SFNC icon
2755
Simmons First National
SFNC
$3.45B
– –
-10,676
Closed -$314K
SHAK icon
2756
Shake Shack
SHAK
$2.61B
– –
-7,281
Closed -$376K
SHM icon
2757
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.46B
– –
-7,074
Closed -$337K
SHOP icon
2758
PUT
Shopify
SHOP
$152B
– –
-15,000
Closed -$247K
SIG icon
2759
Signet Jewelers
SIG
$3.69B
– –
-13,986
Closed -$702K
SIGI icon
2760
Selective Insurance
SIGI
$5.69B
– –
-3,286
Closed -$209K
SJM icon
2761
J.M. Smucker
SJM
$12.6B
– –
-12,469
Closed -$1.3M
SLAB icon
2762
CALL
Silicon Laboratories
SLAB
$7.19B
– –
-3,800
Closed -$349K
SLB icon
2763
SLB Ltd
SLB
$73.2B
– –
-34,663
Closed -$1.71M
SLM icon
2764
CALL
SLM Corp
SLM
$5.09B
– –
-41,100
Closed -$458K
SLS icon
2765
SELLAS Life Sciences
SLS
$2.21B
– –
-269
Closed -$16K
SLV icon
2766
iShares Silver Trust
SLV
$28B
– –
-107,919
Closed -$1.48M
SNA icon
2767
CALL
Snap-on
SNA
$21.2B
– –
-7,100
Closed -$1.3M
SNAP icon
2768
CALL
Snap
SNAP
$8.48B
– –
-16,800
Closed -$142K
SNAP icon
2769
PUT
Snap
SNAP
$8.48B
– –
-38,800
Closed -$329K
SNOA icon
2770
Sonoma Pharmaceuticals
SNOA
$5.36M
– –
-72
Closed -$19K
SNV
2771
CALL
DELISTED
Synovus
SNV
– –
-43,000
Closed -$1.97M
SNV
2772
PUT
DELISTED
Synovus
SNV
– –
-4,500
Closed -$206K
SNY icon
2773
CALL
Sanofi
SNY
$103B
– –
-23,400
Closed -$1.04M
SNY icon
2774
Sanofi
SNY
$103B
– –
-45,040
Closed -$2.01M
SONY icon
2775
CALL
Sony
SONY
$133B
– –
-49,500
Closed -$600K
109 110
111
112 113

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OAM
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NOCM
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QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
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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.