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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
DDS icon
1551
PUT
Dillards
DDS
$9.64B
$412K ﹤0.01%
5,400
-19,000
-78% -$1.54M
NUVA
1552
CALL
DELISTED
NuVasive, Inc.
NUVA
$412K ﹤0.01%
5,800
-1,700
-23% -$108K
AOM icon
1553
iShares Core Moderate Allocation ETF
AOM
$1.77B
$411K ﹤0.01%
+10,843
New +$409K
TDG icon
1554
TransDigm Group
TDG
$69.8B
$411K ﹤0.01%
+1,104
New +$398K
WUBA
1555
DELISTED
58.com Inc
WUBA
$411K ﹤0.01%
5,580
-700
-11% -$48.4K
PSQ icon
1556
ProShares Short QQQ
PSQ
$729M
$410K ﹤0.01%
+2,802
New +$422K
LM
1557
CALL
DELISTED
Legg Mason, Inc.
LM
$409K ﹤0.01%
13,100
-19,100
-59% -$618K
ESV
1558
PUT
DELISTED
Ensco Rowan plc
ESV
$409K ﹤0.01%
12,125
-73,050
-86% -$2.09M
ASML icon
1559
ASML
ASML
$655B
$408K ﹤0.01%
2,168
-3,711
-63% -$744K
RDUS
1560
CALL
DELISTED
Radius Recycling
RDUS
$408K ﹤0.01%
15,100
-38,000
-72% -$1.14M
FOSL icon
1561
CALL
Fossil Group
FOSL
$344M
$407K ﹤0.01%
17,500
-33,500
-66% -$844K
IFV icon
1562
First Trust Dorsey Wright International Focus 5 ETF
IFV
$233M
$407K ﹤0.01%
20,119
+7,553
+60% +$157K
RGR icon
1563
CALL
Sturm, Ruger & Co
RGR
$604M
$407K ﹤0.01%
5,900
-2,700
-31% -$163K
AG icon
1564
First Majestic Silver
AG
$8.52B
$406K ﹤0.01%
71,452
-86,530
-55% -$536K
EFOR
1565
Everforth Inc
EFOR
$1.29B
$406K ﹤0.01%
+5,147
New +$445K
OHI icon
1566
CALL
Omega Healthcare
OHI
$14.8B
$406K ﹤0.01%
12,400
-19,300
-61% -$614K
CA
1567
DELISTED
CA, Inc.
CA
$406K ﹤0.01%
9,186
+1,751
+24% +$75.5K
SHPG
1568
DELISTED
Shire pic
SHPG
$405K ﹤0.01%
2,236
-8,949
-80% -$1.55M
AEO icon
1569
American Eagle Outfitters
AEO
$2.97B
$404K ﹤0.01%
16,270
-3,503
-18% -$88.7K
GWRE icon
1570
CALL
Guidewire Software
GWRE
$13.3B
$404K ﹤0.01%
4,000
-1,800
-31% -$173K
HLT icon
1571
PUT
Hilton Worldwide
HLT
$72.5B
$404K ﹤0.01%
5,000
+2,300
+85% +$181K
TEL icon
1572
CALL
TE Connectivity
TEL
$62.3B
$404K ﹤0.01%
4,600
-600
-12% -$55.2K
WMC
1573
DELISTED
Western Asset Mortgage Capital Corporation
WMC
$403K ﹤0.01%
+4,026
New +$436K
BSCI
1574
DELISTED
Invesco BulletShares 2018 Corporate Bond ETF
BSCI
$403K ﹤0.01%
19,051
+7,512
+65% +$159K
EQR icon
1575
Equity Residential
EQR
$25B
$402K ﹤0.01%
6,073
-28,476
-82% -$1.88M
61 62
63
64 65

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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
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.