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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
PAA icon
2901
Plains All American Pipeline
PAA
$17.1B
– –
-28,195
Closed -$667K
PAA icon
2902
PUT
Plains All American Pipeline
PAA
$17.1B
– –
-43,800
Closed -$1.03M
PARA
2903
CALL
DELISTED
Paramount Global Class B
PARA
– –
-10,100
Closed -$568K
PARA
2904
PUT
DELISTED
Paramount Global Class B
PARA
– –
-9,100
Closed -$512K
PBI icon
2905
CALL
Pitney Bowes
PBI
$2.48B
– –
-20,400
Closed -$175K
PBI icon
2906
PUT
Pitney Bowes
PBI
$2.48B
– –
-31,300
Closed -$268K
PBR icon
2907
Petrobras
PBR
$123B
– –
-21,788
Closed -$219K
PCY icon
2908
Invesco Emerging Markets Sovereign Debt ETF
PCY
$1.39B
– –
-40,365
Closed -$1.07M
PEG icon
2909
Public Service Enterprise Group
PEG
$38.2B
– –
-3,843
Closed -$201K
PEG icon
2910
PUT
Public Service Enterprise Group
PEG
$38.2B
– –
-32,000
Closed -$1.73M
PEY icon
2911
Invesco High Yield Equity Dividend Achievers ETF
PEY
$1.15B
– –
-21,509
Closed -$379K
PFG icon
2912
CALL
Principal Financial Group
PFG
$24.6B
– –
-4,800
Closed -$254K
PHK
2913
PIMCO High Income Fund
PHK
$873M
– –
-10,335
Closed -$86K
PII icon
2914
PUT
Polaris
PII
$4.02B
– –
-13,800
Closed -$1.69M
PNC icon
2915
PNC Financial Services
PNC
$100B
– –
-4,859
Closed -$691K
PNR icon
2916
Pentair
PNR
$10.7B
– –
-6,419
Closed -$278K
PPC icon
2917
Pilgrim's Pride
PPC
$6.65B
– –
-16,676
Closed -$308K
PPC icon
2918
PUT
Pilgrim's Pride
PPC
$6.65B
– –
-28,700
Closed -$578K
PPG icon
2919
PUT
PPG Industries
PPG
$25.3B
– –
-7,000
Closed -$726K
PPH icon
2920
VanEck Pharmaceutical ETF
PPH
$917M
– –
-4,483
Closed -$264K
PRGO icon
2921
Perrigo
PRGO
$1.48B
– –
-6,373
Closed -$478K
PRLB icon
2922
Protolabs
PRLB
$1.92B
– –
-2,078
Closed -$247K
PRU icon
2923
Prudential Financial
PRU
$42.7B
– –
-31,741
Closed -$3.13M
PSA icon
2924
Public Storage
PSA
$60.9B
– –
-1,359
Closed -$293K
PSA icon
2925
PUT
Public Storage
PSA
$60.9B
– –
-12,400
Closed -$2.81M
115 116
117
118 119

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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
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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.