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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
+97.03%
10 Year Est. Return
+293.07%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
655
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
WBA
1201
DELISTED
Walgreens Boots Alliance
WBA
$712K ﹤0.01%
9,773
-26,746
-73% -$1.82M
UAA icon
1202
CALL
Under Armour
UAA
$2.92B
$709K ﹤0.01%
33,400
-8,600
-20% -$179K
JBL icon
1203
Jabil
JBL
$35.5B
$705K ﹤0.01%
+26,024
New +$745K
MRK icon
1204
Merck
MRK
$317B
$704K ﹤0.01%
10,402
-46,535
-82% -$2.96M
FLRN icon
1205
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.09B
$703K ﹤0.01%
+22,846
New +$703K
FTNT icon
1206
Fortinet
FTNT
$120B
$702K ﹤0.01%
+38,020
New +$581K
GE icon
1207
GE Aerospace
GE
$396B
$702K ﹤0.01%
12,980
-12,267
-49% -$756K
OMC icon
1208
CALL
Omnicom Group
OMC
$22.4B
$701K ﹤0.01%
10,300
-37,500
-78% -$2.63M
XLP icon
1209
CALL
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.9B
$701K ﹤0.01%
13,000
-224,900
-95% -$12.1M
SFM icon
1210
Sprouts Farmers Market
SFM
$7.94B
$700K ﹤0.01%
+25,539
New +$627K
SU icon
1211
Suncor Energy
SU
$74.2B
$696K ﹤0.01%
17,984
-65,163
-78% -$2.64M
WEN icon
1212
Wendy's
WEN
$1.52B
$696K ﹤0.01%
40,583
+4,400
+12% +$76.9K
WRK
1213
DELISTED
WestRock Company
WRK
$695K ﹤0.01%
13,008
+24
+0.2% +$1.34K
CLH icon
1214
Clean Harbors
CLH
$16.3B
$694K ﹤0.01%
9,689
+2,884
+42% +$183K
ROKU icon
1215
PUT
Roku
ROKU
$21.9B
$694K ﹤0.01%
9,500
-2,900
-23% -$166K
JCI icon
1216
CALL
Johnson Controls International
JCI
$93.1B
$693K ﹤0.01%
19,800
-9,400
-32% -$347K
BXP icon
1217
Boston Properties
BXP
$11.2B
$692K ﹤0.01%
5,620
+2,578
+85% +$328K
NTR icon
1218
PUT
Nutrien
NTR
$32.1B
$692K ﹤0.01%
12,000
-17,900
-60% -$991K
SFM icon
1219
PUT
Sprouts Farmers Market
SFM
$7.94B
$691K ﹤0.01%
+25,200
New +$619K
SIRI icon
1220
SiriusXM
SIRI
$10.3B
$691K ﹤0.01%
10,933
-6,977
-39% -$486K
ANF icon
1221
PUT
Abercrombie & Fitch
ANF
$4.86B
$689K ﹤0.01%
32,600
+5,100
+19% +$124K
TOTL icon
1222
State Street DoubleLine Total Return Tactical ETF
TOTL
$4.03B
$689K ﹤0.01%
14,576
+4,670
+47% +$221K
RL icon
1223
PUT
Ralph Lauren
RL
$22.7B
$688K ﹤0.01%
5,000
-1,600
-24% -$213K
XHB icon
1224
State Street SPDR S&P Homebuilders ETF
XHB
$1.56B
$686K ﹤0.01%
+17,847
New +$713K
DOV icon
1225
PUT
Dover
DOV
$28.3B
$682K ﹤0.01%
7,700
-12,300
-62% -$1.02M
47 48
49
50 51

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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 655 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.