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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
NTAP icon
2876
NetApp
NTAP
$38.3B
– –
-7,991
Closed -$660K
NTNX icon
2877
Nutanix
NTNX
$16.6B
– –
-3,995
Closed -$206K
NTWK icon
2878
NetSol Technologies
NTWK
$52.7M
– –
-15,553
Closed -$86K
NUGT icon
2879
Direxion Daily Gold Miners Index Bull 2X ETF
NUGT
$945M
– –
-2,004
Closed -$174K
NUS icon
2880
CALL
Nu Skin
NUS
$260M
– –
-4,500
Closed -$352K
NVAX icon
2881
Novavax
NVAX
$1.25B
– –
-950
Closed -$25K
NVDA icon
2882
NVIDIA
NVDA
$5.11T
– –
-381,280
Closed -$2.48M
NWL icon
2883
PUT
Newell Brands
NWL
$2.59B
– –
-68,800
Closed -$1.77M
NWS icon
2884
News Corp Class B
NWS
$17.5B
– –
-11,871
Closed -$188K
O icon
2885
Realty Income
O
$58.7B
– –
-14,686
Closed -$809K
OC icon
2886
PUT
Owens Corning
OC
$11.7B
– –
-6,500
Closed -$412K
OCSL icon
2887
Oaktree Specialty Lending
OCSL
$1.07B
– –
-4,347
Closed -$62K
ODP
2888
CALL
DELISTED
ODP
ODP
– –
-3,230
Closed -$82K
OHI icon
2889
Omega Healthcare
OHI
$14.5B
– –
-7,505
Closed -$239K
OHI icon
2890
PUT
Omega Healthcare
OHI
$14.5B
– –
-40,300
Closed -$1.25M
OI icon
2891
CALL
O-I Glass
OI
$1.16B
– –
-31,300
Closed -$526K
OII icon
2892
CALL
Oceaneering
OII
$5.01B
– –
-10,100
Closed -$257K
OKE icon
2893
Oneok
OKE
$54.9B
– –
-6,752
Closed -$462K
ON icon
2894
PUT
ON Semiconductor
ON
$31.4B
– –
-60,500
Closed -$1.34M
OPK icon
2895
CALL
Opko Health
OPK
$970M
– –
-16,500
Closed -$78K
ORI icon
2896
Old Republic International
ORI
$10.5B
– –
-10,029
Closed -$200K
OTEX icon
2897
Open Text
OTEX
$6.33B
– –
-7,518
Closed -$287K
OTEX icon
2898
PUT
Open Text
OTEX
$6.33B
– –
-11,200
Closed -$394K
OXY icon
2899
Occidental Petroleum
OXY
$55B
– –
-2,775
Closed -$224K
PAA icon
2900
CALL
Plains All American Pipeline
PAA
$16.7B
– –
-31,700
Closed -$749K
114 115
116
117 118

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OAM
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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
NEPWA
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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.