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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
IYR icon
976
iShares US Real Estate ETF
IYR
$4.67B
$1.12M 0.01%
+13,972
New +$1.14M
BWA icon
977
PUT
BorgWarner
BWA
$13.7B
$1.12M 0.01%
29,650
+23,856
+412% +$937K
LYV icon
978
CALL
Live Nation Entertainment
LYV
$42.8B
$1.12M 0.01%
20,500
-12,700
-38% -$643K
ROKU icon
979
CALL
Roku
ROKU
$21.8B
$1.12M 0.01%
15,300
-24,800
-62% -$1.42M
EWG icon
980
iShares MSCI Germany ETF
EWG
$1.61B
$1.11M 0.01%
+37,392
New +$1.13M
FTV icon
981
CALL
Fortive
FTV
$18.5B
$1.11M 0.01%
20,932
-6,660
-24% -$342K
NEE icon
982
NextEra Energy
NEE
$179B
$1.11M 0.01%
+26,476
New +$1.13M
EWP icon
983
iShares MSCI Spain ETF
EWP
$2.15B
$1.1M 0.01%
+37,316
New +$1.14M
EL icon
984
CALL
Estee Lauder
EL
$31.5B
$1.1M 0.01%
7,600
-10,600
-58% -$1.47M
LVS icon
985
Las Vegas Sands
LVS
$29.7B
$1.1M 0.01%
18,472
+3,161
+21% +$212K
ALGN icon
986
Align Technology
ALGN
$12.5B
$1.09M 0.01%
2,799
+509
+22% +$188K
GS icon
987
Goldman Sachs
GS
$313B
$1.09M 0.01%
4,882
-6,098
-56% -$1.42M
SCCO icon
988
CALL
Southern Copper
SCCO
$165B
$1.09M 0.01%
27,291
-9,493
-26% -$390K
CTAS icon
989
CALL
Cintas
CTAS
$80.6B
$1.09M 0.01%
22,000
-10,800
-33% -$558K
BID
990
PUT
DELISTED
Sotheby's
BID
$1.09M 0.01%
22,100
+10,600
+92% +$536K
DON icon
991
WisdomTree US MidCap Dividend Fund
DON
$4.1B
$1.08M 0.01%
+29,430
New +$1.08M
MAS icon
992
PUT
Masco
MAS
$15.2B
$1.08M 0.01%
29,500
-56,700
-66% -$2.18M
RGLD icon
993
Royal Gold
RGLD
$18.3B
$1.08M 0.01%
+13,968
New +$1.15M
LM
994
PUT
DELISTED
Legg Mason, Inc.
LM
$1.07M 0.01%
34,400
+1,000
+3% +$32.3K
FL
995
CALL
DELISTED
Foot Locker
FL
$1.07M 0.01%
21,000
-12,700
-38% -$630K
MINT icon
996
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$17B
$1.07M 0.01%
+10,505
New +$1.07M
DDM icon
997
ProShares Ultra Dow30
DDM
$552M
$1.07M 0.01%
43,126
-210
-0.5% -$4.87K
PGX icon
998
Invesco Preferred ETF
PGX
$3.8B
$1.06M 0.01%
+74,281
New +$1.08M
AEP icon
999
PUT
American Electric Power
AEP
$68.9B
$1.06M 0.01%
15,000
-4,600
-23% -$327K
FIS icon
1000
Fidelity National Information Services
FIS
$22.1B
$1.06M 0.01%
9,709
-1,473
-13% -$159K
38 39
40
41 42

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OAM
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WFAL
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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
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
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EI
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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.