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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
CRL icon
1301
CALL
Charles River Laboratories
CRL
$12.8B
$605K ﹤0.01%
4,500
-5,500
-55% -$679K
PLNT icon
1302
CALL
Planet Fitness
PLNT
$4.05B
$605K ﹤0.01%
11,200
-3,300
-23% -$164K
SJM icon
1303
CALL
J.M. Smucker
SJM
$12.7B
$605K ﹤0.01%
5,900
-11,300
-66% -$1.23M
ORCL icon
1304
Oracle
ORCL
$413B
$603K ﹤0.01%
11,694
-144,759
-93% -$7.03M
XRT icon
1305
State Street SPDR S&P Retail ETF
XRT
$323M
$603K ﹤0.01%
11,813
-2,276
-16% -$115K
ALLY icon
1306
Ally Financial
ALLY
$13.4B
$602K ﹤0.01%
22,760
-15,794
-41% -$429K
VTR icon
1307
Ventas
VTR
$47.3B
$602K ﹤0.01%
11,062
-5,939
-35% -$344K
TRTN
1308
PUT
DELISTED
Triton International Limited
TRTN
$602K ﹤0.01%
18,100
+6,300
+53% +$222K
DG icon
1309
CALL
Dollar General
DG
$28.1B
$601K ﹤0.01%
5,500
-16,700
-75% -$1.74M
AMBA icon
1310
Ambarella
AMBA
$3.68B
$600K ﹤0.01%
+15,503
New +$601K
GEN icon
1311
CALL
Gen Digital
GEN
$16.8B
$600K ﹤0.01%
28,200
+10,000
+55% +$204K
MCHI icon
1312
iShares MSCI China ETF
MCHI
$6.31B
$600K ﹤0.01%
10,017
-890
-8% -$54.7K
NTRS icon
1313
Northern Trust
NTRS
$33.7B
$600K ﹤0.01%
5,870
-686
-10% -$73.4K
PLNT icon
1314
PUT
Planet Fitness
PLNT
$4.05B
$600K ﹤0.01%
11,100
+4,200
+61% +$209K
SONY icon
1315
CALL
Sony
SONY
$136B
$600K ﹤0.01%
49,500
-91,000
-65% -$1M
VGT icon
1316
Vanguard Information Technology ETF
VGT
$147B
$600K ﹤0.01%
+23,704
New +$576K
BG icon
1317
CALL
Bunge Global
BG
$20.9B
$598K ﹤0.01%
8,700
-5,800
-40% -$383K
PAAS icon
1318
CALL
Pan American Silver
PAAS
$20.2B
$598K ﹤0.01%
40,500
-44,900
-53% -$717K
ILF icon
1319
iShares Latin America 40 ETF
ILF
$3.8B
$596K ﹤0.01%
18,980
+1,142
+6% +$35.4K
XEC
1320
PUT
DELISTED
CIMAREX ENERGY CO
XEC
$595K ﹤0.01%
6,400
-19,600
-75% -$1.8M
CAKE icon
1321
PUT
Cheesecake Factory
CAKE
$5.34B
$594K ﹤0.01%
11,100
-6,300
-36% -$341K
IP icon
1322
International Paper
IP
$21.5B
$592K ﹤0.01%
12,727
-7,303
-36% -$362K
FLS icon
1323
CALL
Flowserve
FLS
$10B
$591K ﹤0.01%
+10,800
New +$523K
HAIN icon
1324
PUT
Hain Celestial
HAIN
$53.5M
$591K ﹤0.01%
21,800
-1,500
-6% -$42.8K
AFSI
1325
DELISTED
AmTrust Financial Services, Inc.
AFSI
$589K ﹤0.01%
40,583
-975
-2% -$14.2K
51 52
53
54 55

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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.