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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
MCO icon
1651
Moody's
MCO
$81.9B
$352K ﹤0.01%
2,107
+523
+33% +$92K
PTEN icon
1652
PUT
Patterson-UTI
PTEN
$3.83B
$352K ﹤0.01%
20,600
+3,800
+23% +$65.3K
WSM icon
1653
Williams-Sonoma
WSM
$29.1B
$352K ﹤0.01%
10,710
-15,544
-59% -$493K
AKAM icon
1654
PUT
Akamai
AKAM
$17.2B
$351K ﹤0.01%
4,800
+100
+2% +$7.51K
CAKE icon
1655
Cheesecake Factory
CAKE
$5.34B
$351K ﹤0.01%
6,549
+2,306
+54% +$125K
IJS icon
1656
PUT
iShares S&P Small-Cap 600 Value ETF
IJS
$8.26B
$351K ﹤0.01%
4,200
+200
+5% +$16.9K
SLAB icon
1657
CALL
Silicon Laboratories
SLAB
$7.21B
$349K ﹤0.01%
3,800
+100
+3% +$9.77K
TRI icon
1658
Thomson Reuters
TRI
$43.7B
$349K ﹤0.01%
6,575
-18,345
-74% -$918K
WEN icon
1659
PUT
Wendy's
WEN
$1.41B
$348K ﹤0.01%
20,300
+2,300
+13% +$40.2K
CHS
1660
PUT
DELISTED
Chicos FAS, Inc.
CHS
$348K ﹤0.01%
40,100
-12,100
-23% -$108K
RDC
1661
CALL
DELISTED
Rowan Companies Plc
RDC
$346K ﹤0.01%
18,400
-20,900
-53% -$313K
BCE icon
1662
BCE
BCE
$21.2B
$345K ﹤0.01%
+8,514
New +$351K
VEON icon
1663
VEON
VEON
$3.87B
$344K ﹤0.01%
4,743
+3,056
+181% +$222K
VNO icon
1664
CALL
Vornado Realty Trust
VNO
$7.27B
$343K ﹤0.01%
4,700
-28,100
-86% -$2.08M
PE
1665
DELISTED
PARSLEY ENERGY INC
PE
$343K ﹤0.01%
+11,740
New +$348K
GME icon
1666
CALL
GameStop
GME
$8.63B
$341K ﹤0.01%
89,200
-190,400
-68% -$730K
IRBT
1667
CALL
DELISTED
iRobot
IRBT
$341K ﹤0.01%
3,100
-29,900
-91% -$2.81M
CCK icon
1668
Crown Holdings
CCK
$13.2B
$340K ﹤0.01%
+7,090
New +$315K
SWBI icon
1669
Smith & Wesson
SWBI
$651M
$340K ﹤0.01%
+28,461
New +$258K
NVO
1670
CALL
Novo Nordisk
NVO
$203B
$339K ﹤0.01%
14,400
+1,400
+11% +$34.2K
MNDT
1671
PUT
DELISTED
Mandiant, Inc. Common Stock
MNDT
$338K ﹤0.01%
+19,900
New +$318K
SHM icon
1672
State Street SPDR Nuveen ICE Short Term Municipal Bond ETF
SHM
$3.47B
$337K ﹤0.01%
+7,074
New +$339K
URI icon
1673
United Rentals
URI
$72.4B
$337K ﹤0.01%
2,061
-14,842
-88% -$2.31M
EWJ icon
1674
iShares MSCI Japan ETF
EWJ
$22.5B
$336K ﹤0.01%
+5,582
New +$324K
CERN
1675
PUT
DELISTED
Cerner Corp
CERN
$335K ﹤0.01%
5,200
-13,900
-73% -$884K
65 66
67
68 69

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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
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
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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.