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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
EZU icon
1676
iShare MSCI Eurozone ETF
EZU
$9.84B
$334K ﹤0.01%
8,150
-362
-4% -$15K
IJS icon
1677
CALL
iShares S&P Small-Cap 600 Value ETF
IJS
$8.26B
$334K ﹤0.01%
+4,000
New +$338K
CNQ icon
1678
PUT
Canadian Natural Resources
CNQ
$94.8B
$333K ﹤0.01%
20,828
-123,133
-86% -$2.09M
ENTG icon
1679
Entegris
ENTG
$21.8B
$333K ﹤0.01%
+11,515
New +$388K
MSTR icon
1680
Strategy Inc
MSTR
$37.2B
$333K ﹤0.01%
+23,660
New +$332K
NVO
1681
Novo Nordisk
NVO
$203B
$333K ﹤0.01%
14,128
+400
+3% +$9.76K
LYV icon
1682
PUT
Live Nation Entertainment
LYV
$42.3B
$332K ﹤0.01%
6,100
-17,600
-74% -$891K
AN icon
1683
AutoNation
AN
$6.99B
$331K ﹤0.01%
+7,956
New +$368K
SAFM
1684
CALL
DELISTED
Sanderson Farms Inc
SAFM
$331K ﹤0.01%
3,200
-900
-22% -$92.9K
ESRT icon
1685
Empire State Realty Trust
ESRT
$843M
$330K ﹤0.01%
19,854
-951
-5% -$16.2K
PDCO
1686
DELISTED
Patterson Companies, Inc.
PDCO
$330K ﹤0.01%
+13,498
New +$320K
EWC icon
1687
iShares MSCI Canada ETF
EWC
$6.26B
$329K ﹤0.01%
11,415
-4,205
-27% -$121K
FXY icon
1688
Invesco CurrencyShares Japanese Yen Trust
FXY
$449M
$329K ﹤0.01%
+3,908
New +$335K
JCI icon
1689
Johnson Controls International
JCI
$93.6B
$329K ﹤0.01%
+9,396
New +$346K
SNAP icon
1690
PUT
Snap
SNAP
$8.83B
$329K ﹤0.01%
38,800
-16,800
-30% -$195K
USG
1691
DELISTED
Usg
USG
$329K ﹤0.01%
7,600
+1,363
+22% +$58.9K
WIN
1692
DELISTED
Windstream Holdings Inc
WIN
$329K ﹤0.01%
67,106
+56,331
+523% +$255K
AMGN icon
1693
Amgen
AMGN
$219B
$328K ﹤0.01%
1,584
-9,727
-86% -$1.92M
BIV icon
1694
Vanguard Intermediate-Term Bond ETF
BIV
$28.8B
$328K ﹤0.01%
4,076
-4,263
-51% -$345K
GEN icon
1695
Gen Digital
GEN
$16.8B
$328K ﹤0.01%
15,416
+5,036
+49% +$103K
WEN icon
1696
CALL
Wendy's
WEN
$1.41B
$327K ﹤0.01%
19,100
-19,600
-51% -$342K
FLG
1697
Flagstar Bank National Association
FLG
$5.9B
$327K ﹤0.01%
10,523
-11,582
-52% -$380K
CBRE icon
1698
CALL
CBRE Group
CBRE
$42.7B
$326K ﹤0.01%
7,400
-9,200
-55% -$439K
CX icon
1699
Cemex
CX
$16.3B
$326K ﹤0.01%
46,241
-19,845
-30% -$139K
DBC icon
1700
Invesco DB Commodity Index Tracking Fund
DBC
$1.66B
$326K ﹤0.01%
18,166
-4,732
-21% -$81.4K
66 67
68
69 70

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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.