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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
+4.62%
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
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
Increased
578
Reduced
1,270
Closed
741

Top Buys

Rank Stock Value
1
IWF icon
iShares Russell 1000 Growth ETF
IWF
+$10.3M
2
ACN icon
Accenture
ACN
+$7.2M
3
PH icon
Parker-Hannifin
PH
+$3.75M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$3.75M
5
CI icon
Cigna
CI
+$3.73M

Top Sells

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$65.5M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$55.6M
3
GOOGL icon
Alphabet (Google) Class A
GOOGL
+$17.2M
4
JPM icon
JPMorgan Chase
JPM
+$16.1M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13.9M

Sector Composition

Rank Sector Weight
1 Financials 0.49%
2 Technology 0.44%
3 Healthcare 0.39%
4 Consumer Discretionary 0.39%
5 Industrials 0.37%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
LEN icon
2826
Lennar Class A
LEN
$21B
– –
-25,544
Closed -$1.29M
LHX icon
2827
L3Harris
LHX
$53.1B
– –
-2,685
Closed -$388K
LLY icon
2828
Eli Lilly
LLY
$995B
– –
-26,250
Closed -$2.62M
LNC icon
2829
Lincoln National
LNC
$9B
– –
-46,581
Closed -$3.07M
LNG icon
2830
CALL
Cheniere Energy
LNG
$53.9B
– –
-35,300
Closed -$2.3M
LNG icon
2831
Cheniere Energy
LNG
$53.9B
– –
-5,763
Closed -$371K
LNN icon
2832
Lindsay Corp
LNN
$1.2B
– –
-2,449
Closed -$238K
LNW
2833
CALL
DELISTED
Light & Wonder
LNW
– –
-25,400
Closed -$1.25M
LOCO icon
2834
CALL
El Pollo Loco
LOCO
$503M
– –
-13,100
Closed -$149K
LOCO icon
2835
El Pollo Loco
LOCO
$503M
– –
-10,308
Closed -$118K
LOCO icon
2836
PUT
El Pollo Loco
LOCO
$503M
– –
-24,700
Closed -$282K
LOGI icon
2837
CALL
Logitech
LOGI
$15.6B
– –
-5,500
Closed -$241K
LPX icon
2838
CALL
Louisiana-Pacific
LPX
$5.37B
– –
-29,800
Closed -$811K
LYG icon
2839
PUT
Lloyds Banking Group
LYG
$90.3B
– –
-15,400
Closed -$51K
MAN icon
2840
CALL
ManpowerGroup
MAN
$2.55B
– –
-3,100
Closed -$267K
MBRX icon
2841
Moleculin Biotech
MBRX
$2.89M
– –
-6
Closed -$24K
MCD icon
2842
McDonald's
MCD
$191B
– –
-15,357
Closed -$2.46M
MCHP icon
2843
Microchip Technology
MCHP
$43.8B
– –
-5,862
Closed -$259K
MDXG icon
2844
MiMedx Group
MDXG
$622M
– –
-12,179
Closed -$78K
MEOH icon
2845
CALL
Methanex
MEOH
$4.14B
– –
-10,700
Closed -$756K
MFC icon
2846
CALL
Manulife Financial
MFC
$74.4B
– –
-17,600
Closed -$316K
MGA icon
2847
CALL
Magna International
MGA
$18.7B
– –
-9,700
Closed -$564K
MGA icon
2848
Magna International
MGA
$18.7B
– –
-17,965
Closed -$1.04M
MGA icon
2849
PUT
Magna International
MGA
$18.7B
– –
-33,500
Closed -$1.95M
MNKD icon
2850
MannKind Corp
MNKD
$1.22B
– –
-22,430
Closed -$43K
112 113
114
115 116

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
EI
EAM Investors Solana Beach, California $866M AUM 377.14% 1-Year Est. Return

Two Sigma Securities's Q3 2018 Portfolio in Review

As of Q3 2018, Two Sigma Securities held 3,267 positions worth $15.4B, down 23% from $20.1B the previous quarter. Its ten largest holdings account for 45% of the portfolio.

Two Sigma Securities withdrew a net $5.81B in Q3 2018, closing 741 positions and reducing 1,270 holdings. Its most notable exit was JPMorgan Chase, an estimated $16.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.49% of assets, down from 0.72% a quarter earlier, followed by Technology and Healthcare.

Against the trend, Two Sigma Securities opened a new position in Accenture worth $7.36M.

  • Two Sigma Securities's largest Q3 2018 buy was Accenture: 43,253 shares worth $7.36M.
  • Two Sigma Securities added most to iShares Russell 1000 Growth ETF in Q3 2018, an estimated $10.3M increase.
  • Two Sigma Securities's biggest Q3 2018 reduction was iShares Russell 2000 ETF, cutting an estimated $65.5M.
  • Two Sigma Securities fully exited JPMorgan Chase in Q3 2018, selling an estimated $16.1M.
  • Two Sigma Securities's ten largest holdings make up 45% of its $15.4B portfolio in Q3 2018.
  • Two Sigma Securities opened 656 new positions and closed 741 in Q3 2018.
  • Two Sigma Securities's portfolio value fell 23% quarter-over-quarter to $15.4B.

Based on Two Sigma Securities's 13F filing for Q3 2018, filed 14 Nov 2018.