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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
GME icon
1276
GameStop
GME
$8.53B
$630K ﹤0.01%
165,028
+71,700
+77% +$275K
FMC icon
1277
PUT
FMC
FMC
$1.35B
$628K ﹤0.01%
8,302
-21,445
-72% -$1.62M
FTNT icon
1278
PUT
Fortinet
FTNT
$120B
$627K ﹤0.01%
34,000
+12,000
+55% +$183K
J icon
1279
CALL
Jacobs Solutions
J
$16.9B
$627K ﹤0.01%
9,914
-35,785
-78% -$2.1M
CMG icon
1280
Chipotle Mexican Grill
CMG
$43.7B
$626K ﹤0.01%
+68,900
New +$655K
CVE icon
1281
PUT
Cenovus Energy
CVE
$51.1B
$626K ﹤0.01%
62,400
+37,700
+153% +$368K
WUBA
1282
PUT
DELISTED
58.com Inc
WUBA
$626K ﹤0.01%
8,500
-7,500
-47% -$519K
MSI icon
1283
PUT
Motorola Solutions
MSI
$72.7B
$625K ﹤0.01%
4,800
-17,700
-79% -$2.19M
TLT icon
1284
iShares 20+ Year Treasury Bond ETF
TLT
$41.8B
$625K ﹤0.01%
5,328
-15,893
-75% -$1.91M
APD icon
1285
Air Products & Chemicals
APD
$65.7B
$623K ﹤0.01%
3,732
-2,478
-40% -$403K
WU icon
1286
Western Union
WU
$2.26B
$623K ﹤0.01%
+32,665
New +$634K
OSK icon
1287
PUT
Oshkosh
OSK
$9.43B
$620K ﹤0.01%
8,700
+4,200
+93% +$303K
NAV
1288
CALL
DELISTED
Navistar International
NAV
$620K ﹤0.01%
16,100
-13,700
-46% -$571K
BBL
1289
DELISTED
BHP Group Plc American Depositary Shares (Each representing two Ordinary Shares)
BBL
$617K ﹤0.01%
+14,028
New +$605K
KGC icon
1290
Kinross Gold
KGC
$30.5B
$616K ﹤0.01%
+228,104
New +$739K
AYI icon
1291
CALL
Acuity Brands
AYI
$10.7B
$613K ﹤0.01%
3,900
-3,400
-47% -$488K
AYI icon
1292
PUT
Acuity Brands
AYI
$10.7B
$613K ﹤0.01%
3,900
-2,400
-38% -$345K
LM
1293
DELISTED
Legg Mason, Inc.
LM
$613K ﹤0.01%
19,633
+1,394
+8% +$45.1K
SEE
1294
DELISTED
Sealed Air
SEE
$609K ﹤0.01%
15,174
-6,541
-30% -$271K
AMT icon
1295
American Tower
AMT
$78.3B
$608K ﹤0.01%
4,186
-6,971
-62% -$1.02M
CHTR icon
1296
Charter Communications
CHTR
$18.3B
$608K ﹤0.01%
1,867
-2,470
-57% -$754K
SPXL icon
1297
PUT
Direxion Daily S&P 500 Bull 3x ETF
SPXL
$7.34B
$608K ﹤0.01%
11,200
+6,200
+124% +$316K
FLEX icon
1298
Flex
FLEX
$45B
$607K ﹤0.01%
+61,423
New +$643K
EQIX icon
1299
CALL
Equinix
EQIX
$104B
$606K ﹤0.01%
1,400
-4,500
-76% -$1.97M
VIPS icon
1300
CALL
Vipshop
VIPS
$7.46B
$606K ﹤0.01%
97,100
+48,300
+99% +$397K
50 51
52
53 54

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OAM
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WFAL
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NOCM
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QIM
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OMG
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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.