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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
OEF icon
2626
PUT
iShares S&P 100 ETF
OEF
$20.1B
– –
-2,900
Closed -$376K
OGE icon
2627
OGE Energy
OGE
$9.79B
– –
-8,843
Closed -$321K
OI icon
2628
O-I Glass
OI
$1.14B
– –
-22,495
Closed -$423K
OIA icon
2629
Invesco Municipal Income Opportunities Trust
OIA
$287M
– –
-11,852
Closed -$91K
OLED icon
2630
Universal Display
OLED
$3.67B
– –
-2,411
Closed -$243K
OLLI icon
2631
Ollie's Bargain Outlet
OLLI
$4.51B
– –
-2,195
Closed -$211K
OLN icon
2632
Olin
OLN
$2.12B
– –
-26,411
Closed -$563K
OLN icon
2633
PUT
Olin
OLN
$2.12B
– –
-39,900
Closed -$1.02M
OMC icon
2634
CALL
Omnicom Group
OMC
$21.7B
– –
-10,300
Closed -$701K
OMC icon
2635
Omnicom Group
OMC
$21.7B
– –
-7,834
Closed -$533K
OMC icon
2636
PUT
Omnicom Group
OMC
$21.7B
– –
-26,300
Closed -$1.79M
OMF icon
2637
CALL
OneMain Financial
OMF
$7.44B
– –
-20,200
Closed -$679K
OMF icon
2638
PUT
OneMain Financial
OMF
$7.44B
– –
-8,700
Closed -$292K
ONB icon
2639
Old National Bancorp
ONB
$10.3B
– –
-22,880
Closed -$442K
ON icon
2640
CALL
ON Semiconductor
ON
$31.3B
– –
-16,800
Closed -$310K
ON icon
2641
ON Semiconductor
ON
$31.3B
– –
-16,340
Closed -$301K
OPCH icon
2642
Option Care Health
OPCH
$3.55B
– –
-6,941
Closed -$86K
OPK icon
2643
Opko Health
OPK
$978M
– –
-26,150
Closed -$90K
ORC
2644
Orchid Island Capital
ORC
$1.29B
– –
-3,478
Closed -$126K
ORLY icon
2645
CALL
O'Reilly Automotive
ORLY
$73.3B
– –
-105,000
Closed -$2.43M
ORLY icon
2646
PUT
O'Reilly Automotive
ORLY
$73.3B
– –
-10,500
Closed -$243K
OSK icon
2647
Oshkosh
OSK
$9.16B
– –
-3,577
Closed -$229K
OSK icon
2648
PUT
Oshkosh
OSK
$9.16B
– –
-8,700
Closed -$620K
OSIS icon
2649
OSI Systems
OSIS
$3.72B
– –
-2,827
Closed -$216K
OSUR icon
2650
OraSure Technologies
OSUR
$286M
– –
-14,079
Closed -$218K
104 105
106
107 108

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NOCM
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QIM
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RB
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OMG
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MCM
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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.