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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
LNT icon
1576
Alliant Energy
LNT
$18B
$402K ﹤0.01%
+9,434
New +$405K
ATVI
1577
DELISTED
Activision Blizzard
ATVI
$402K ﹤0.01%
4,830
-25,197
-84% -$1.91M
D icon
1578
PUT
Dominion Energy
D
$58.8B
$401K ﹤0.01%
5,700
-31,600
-85% -$2.24M
COL
1579
DELISTED
Rockwell Collins
COL
$399K ﹤0.01%
2,842
-3,412
-55% -$470K
NI icon
1580
NiSource
NI
$20.8B
$398K ﹤0.01%
+15,957
New +$422K
IWS icon
1581
CALL
iShares Russell Mid-Cap Value ETF
IWS
$15.8B
$397K ﹤0.01%
+4,400
New +$398K
RF icon
1582
Regions Financial
RF
$26.8B
$396K ﹤0.01%
21,564
-78,784
-79% -$1.48M
CAR icon
1583
PUT
Avis
CAR
$4.89B
$395K ﹤0.01%
12,300
-23,800
-66% -$794K
VNQ icon
1584
Vanguard Real Estate ETF
VNQ
$38.8B
$395K ﹤0.01%
+4,892
New +$403K
BSX icon
1585
PUT
Boston Scientific
BSX
$71.4B
$393K ﹤0.01%
10,200
-91,100
-90% -$3.18M
EVRG icon
1586
Evergy
EVRG
$19.1B
$393K ﹤0.01%
7,156
+678
+10% +$38.4K
FITB
1587
Fifth Third Bancorp
FITB
$51.7B
$392K ﹤0.01%
+14,034
New +$412K
SYK icon
1588
Stryker
SYK
$129B
$392K ﹤0.01%
2,206
-29,507
-93% -$5.04M
KIE icon
1589
State Street SPDR S&P Insurance ETF
KIE
$645M
$391K ﹤0.01%
12,181
+3,405
+39% +$107K
FLEX icon
1590
CALL
Flex
FLEX
$45.3B
$390K ﹤0.01%
39,412
-152,074
-79% -$1.59M
CNQ icon
1591
CALL
Canadian Natural Resources
CNQ
$94.8B
$389K ﹤0.01%
24,300
-176,224
-88% -$2.98M
F icon
1592
PUT
Ford
F
$55B
$389K ﹤0.01%
42,100
-44,400
-51% -$444K
IWC icon
1593
iShares Micro-Cap ETF
IWC
$1.5B
$388K ﹤0.01%
+3,647
New +$391K
TDTT icon
1594
FlexShares iBoxx 3-Year Target Duration TIPS Index Fund
TDTT
$2.52B
$388K ﹤0.01%
+16,197
New +$390K
FFBC icon
1595
First Financial Bancorp
FFBC
$3.55B
$387K ﹤0.01%
13,020
+4,766
+58% +$148K
FULT icon
1596
Fulton Financial
FULT
$4.67B
$387K ﹤0.01%
23,226
-2,443
-10% -$42.7K
MHK icon
1597
Mohawk Industries
MHK
$8.97B
$386K ﹤0.01%
2,199
-1,135
-34% -$223K
UIS icon
1598
PUT
Unisys
UIS
$210M
$386K ﹤0.01%
18,900
+5,700
+43% +$93.8K
NTR icon
1599
Nutrien
NTR
$32B
$385K ﹤0.01%
+6,670
New +$369K
RCL icon
1600
Royal Caribbean
RCL
$85.7B
$384K ﹤0.01%
2,956
-9,552
-76% -$1.12M
62 63
64
65 66

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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.