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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
FTNT icon
1451
CALL
Fortinet
FTNT
$117B
$471K ﹤0.01%
25,500
-37,500
-60% -$573K
BMO icon
1452
CALL
Bank of Montreal
BMO
$127B
$470K ﹤0.01%
+5,700
New +$458K
EWJ icon
1453
CALL
iShares MSCI Japan ETF
EWJ
$22.5B
$470K ﹤0.01%
+7,800
New +$453K
EMB icon
1454
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$14.7B
$469K ﹤0.01%
4,351
+1,518
+54% +$163K
TKR icon
1455
CALL
Timken Company
TKR
$8.92B
$469K ﹤0.01%
9,400
-2,100
-18% -$99.1K
TRTN
1456
CALL
DELISTED
Triton International Limited
TRTN
$469K ﹤0.01%
14,100
+4,700
+50% +$166K
CCEP icon
1457
CALL
Coca-Cola Europacific Partners
CCEP
$47.9B
$468K ﹤0.01%
10,300
-1,100
-10% -$46.8K
EMLC icon
1458
VanEck JP Morgan EM Local Currency Bond ETF
EMLC
$4.81B
$467K ﹤0.01%
14,192
-15,121
-52% -$504K
FDD icon
1459
First Trust STOXX European Select Dividend Income Fund
FDD
$901M
$467K ﹤0.01%
+35,606
New +$471K
LAMR icon
1460
CALL
Lamar Advertising Co
LAMR
$16.2B
$467K ﹤0.01%
6,000
-4,300
-42% -$320K
SPXU icon
1461
PUT
ProShares UltraPro Short S&P 500
SPXU
$396M
$467K ﹤0.01%
145
-187
-56% -$650K
MDC
1462
PUT
DELISTED
M.D.C. Holdings, Inc.
MDC
$467K ﹤0.01%
18,429
-26,477
-59% -$710K
ADT icon
1463
ADT
ADT
$5.59B
$466K ﹤0.01%
49,614
-15,301
-24% -$136K
FTI icon
1464
PUT
TechnipFMC
FTI
$27.3B
$466K ﹤0.01%
20,026
+3,092
+18% +$70.1K
PPL
1465
PUT
PPL Corp
PPL
$26B
$465K ﹤0.01%
15,900
-3,100
-16% -$90.6K
AIVL icon
1466
WisdomTree US AI Enhanced Value Fund
AIVL
$433M
$463K ﹤0.01%
+5,115
New +$460K
KMI icon
1467
Kinder Morgan
KMI
$69.7B
$463K ﹤0.01%
26,114
-175,662
-87% -$3.14M
DKS icon
1468
CALL
Dick's Sporting Goods
DKS
$17.8B
$461K ﹤0.01%
13,000
-62,400
-83% -$2.24M
NLY icon
1469
CALL
Annaly Capital Management
NLY
$17.1B
$460K ﹤0.01%
11,250
-1,100
-9% -$46.1K
SAM icon
1470
PUT
Boston Beer
SAM
$1.88B
$460K ﹤0.01%
1,600
+900
+129% +$270K
TRV icon
1471
Travelers Companies
TRV
$80.5B
$460K ﹤0.01%
3,549
-3,222
-48% -$416K
CW icon
1472
Curtiss-Wright
CW
$26.4B
$459K ﹤0.01%
3,338
+1,373
+70% +$180K
DD icon
1473
DuPont de Nemours
DD
$19.5B
$459K ﹤0.01%
2,821
+1,211
+75% +$208K
EMR icon
1474
PUT
Emerson Electric
EMR
$87.5B
$459K ﹤0.01%
6,000
-1,500
-20% -$111K
JD icon
1475
JD.com
JD
$44.3B
$459K ﹤0.01%
17,598
-10,394
-37% -$340K
57 58
59
60 61

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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 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.