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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
MDLZ icon
1026
Mondelez International
MDLZ
$79.9B
$1M 0.01%
23,324
-42,288
-64% -$1.8M
JACK icon
1027
PUT
Jack in the Box
JACK
$351M
$998K 0.01%
11,900
+2,600
+28% +$225K
IDTI
1028
CALL
DELISTED
Integrated Device Technology I
IDTI
$997K 0.01%
21,200
-10,100
-32% -$390K
NBL
1029
CALL
DELISTED
Noble Energy, Inc.
NBL
$995K 0.01%
31,900
-14,400
-31% -$461K
SINA
1030
CALL
DELISTED
Sina Corp
SINA
$994K 0.01%
14,300
-1,100
-7% -$82.4K
NBL
1031
DELISTED
Noble Energy, Inc.
NBL
$994K 0.01%
31,860
+9,346
+42% +$299K
ARRS
1032
CALL
DELISTED
ARRIS International plc Ordinary Shares
ARRS
$993K 0.01%
38,200
+3,500
+10% +$89.3K
OSK icon
1033
CALL
Oshkosh
OSK
$9.43B
$990K 0.01%
13,900
+8,600
+162% +$620K
AGG icon
1034
iShares Core US Aggregate Bond ETF
AGG
$138B
$988K 0.01%
9,364
+1,160
+14% +$123K
KBH icon
1035
KB Home
KBH
$3.61B
$977K 0.01%
40,878
+25,646
+168% +$643K
VTR icon
1036
PUT
Ventas
VTR
$47.5B
$973K 0.01%
17,900
-10,500
-37% -$608K
XHB icon
1037
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$973K 0.01%
25,300
-23,500
-48% -$939K
IVZ icon
1038
CALL
Invesco
IVZ
$14.1B
$972K 0.01%
42,500
-29,600
-41% -$740K
TZA icon
1039
CALL
Direxion Daily Small Cap Bear 3x ETF
TZA
$213M
$971K 0.01%
289
+25
+9% +$84.6K
VFC icon
1040
VF Corp
VFC
$5.98B
$971K 0.01%
11,037
+7,747
+235% +$661K
KBE icon
1041
PUT
State Street SPDR S&P Bank ETF
KBE
$1.68B
$969K 0.01%
20,800
+2,700
+15% +$132K
CSX icon
1042
CSX Corp
CSX
$94.7B
$968K 0.01%
39,231
+12,963
+49% +$309K
EQR icon
1043
PUT
Equity Residential
EQR
$25.4B
$967K 0.01%
14,600
-11,700
-44% -$774K
LULU icon
1044
lululemon athletica
LULU
$14B
$967K 0.01%
5,950
+2,577
+76% +$353K
IMAX icon
1045
PUT
IMAX
IMAX
$2.78B
$965K 0.01%
37,400
+5,500
+17% +$129K
LEA icon
1046
Lear
LEA
$6.18B
$962K 0.01%
6,632
+2,527
+62% +$433K
SAP icon
1047
CALL
SAP
SAP
$228B
$959K 0.01%
7,800
-19,400
-71% -$2.3M
DATA
1048
DELISTED
Tableau Software, Inc.
DATA
$959K 0.01%
+8,586
New +$926K
BIDU icon
1049
Baidu
BIDU
$37.7B
$955K 0.01%
4,177
-1,707
-29% -$401K
GT icon
1050
Goodyear
GT
$1.99B
$955K 0.01%
40,829
+23,602
+137% +$555K
40 41
42
43 44

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BCM
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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
WFAL
Wedbush Fund Advisers, LLC Pasadena, California $863M AUM
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
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.