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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
FEZ icon
1601
CALL
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.51B
$383K ﹤0.01%
+10,000
New +$387K
LLL
1602
PUT
DELISTED
L3 Technologies, Inc.
LLL
$383K ﹤0.01%
1,800
-1,100
-38% -$229K
SAFM
1603
PUT
DELISTED
Sanderson Farms Inc
SAFM
$382K ﹤0.01%
3,700
+1,000
+37% +$103K
ORLY icon
1604
O'Reilly Automotive
ORLY
$76.2B
$380K ﹤0.01%
16,410
-5,520
-25% -$117K
TCOM icon
1605
PUT
Trip.com Group
TCOM
$29.1B
$379K ﹤0.01%
10,200
-116,300
-92% -$4.72M
NUAN
1606
PUT
DELISTED
Nuance Communications, Inc.
NUAN
$378K ﹤0.01%
+25,179
New +$349K
OEF icon
1607
PUT
iShares S&P 100 ETF
OEF
$20.5B
$376K ﹤0.01%
+2,900
New +$367K
FIT
1608
DELISTED
Fitbit, Inc. Class A common stock
FIT
$375K ﹤0.01%
70,076
-60,493
-46% -$362K
SPLV icon
1609
Invesco S&P 500 Low Volatility ETF
SPLV
$7.22B
$374K ﹤0.01%
7,559
-24,361
-76% -$1.2M
GRUB
1610
CALL
DELISTED
Just Eat Takeaway.com N.V. American Depositary Shares
GRUB
$374K ﹤0.01%
1,350
-5,050
-79% -$1.3M
GOLD
1611
PUT
DELISTED
Randgold Resources Ltd
GOLD
$374K ﹤0.01%
5,300
-10,000
-65% -$687K
AGO icon
1612
Assured Guaranty
AGO
$3.66B
$373K ﹤0.01%
+8,832
New +$351K
AKAM icon
1613
CALL
Akamai
AKAM
$17.2B
$373K ﹤0.01%
5,100
+1,500
+42% +$113K
EMN icon
1614
PUT
Eastman Chemical
EMN
$8.4B
$373K ﹤0.01%
3,900
-18,500
-83% -$1.83M
WELL icon
1615
PUT
Welltower
WELL
$170B
$373K ﹤0.01%
5,800
-51,500
-90% -$3.33M
RSPT icon
1616
Invesco S&P 500 Equal Weight Technology ETF
RSPT
$5.77B
$372K ﹤0.01%
22,120
+9,110
+70% +$151K
K
1617
PUT
DELISTED
Kellanova
K
$371K ﹤0.01%
5,645
-27,903
-83% -$1.88M
AMP icon
1618
CALL
Ameriprise Financial
AMP
$49.5B
$369K ﹤0.01%
2,500
-8,400
-77% -$1.2M
BXP icon
1619
CALL
Boston Properties
BXP
$11B
$369K ﹤0.01%
3,000
-4,500
-60% -$573K
XME icon
1620
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$4.22B
$369K ﹤0.01%
10,800
-36,300
-77% -$1.27M
MGP
1621
CALL
DELISTED
MGM Growth Properties LLC Class A common shares representing limited liability company interests
MGP
$369K ﹤0.01%
+12,500
New +$376K
BBVA icon
1622
Banco Bilbao Vizcaya Argentaria
BBVA
$155B
$368K ﹤0.01%
+58,391
New +$389K
FSLR icon
1623
PUT
First Solar
FSLR
$26.2B
$368K ﹤0.01%
7,600
+1,300
+21% +$67.5K
OVV icon
1624
CALL
Ovintiv
OVV
$16.6B
$368K ﹤0.01%
5,620
-13,060
-70% -$847K
HPE icon
1625
Hewlett Packard
HPE
$69.4B
$367K ﹤0.01%
+22,478
New +$360K
63 64
65
66 67

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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.