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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
ATCO
1851
PUT
DELISTED
Atlas Corp.
ATCO
$267K ﹤0.01%
32,000
+14,300
+81% +$129K
MDR
1852
CALL
DELISTED
McDermott International
MDR
$267K ﹤0.01%
+14,500
New +$271K
CRZO
1853
PUT
DELISTED
Carrizo Oil & Gas Inc
CRZO
$267K ﹤0.01%
10,600
-21,700
-67% -$560K
HOLX
1854
PUT
DELISTED
Hologic
HOLX
$266K ﹤0.01%
6,500
-39,600
-86% -$1.6M
HWM icon
1855
PUT
Howmet Aerospace
HWM
$113B
$266K ﹤0.01%
15,778
-33,383
-68% -$531K
WBD icon
1856
PUT
Warner Bros
WBD
$67.1B
$266K ﹤0.01%
8,300
-28,300
-77% -$797K
CHRD icon
1857
PUT
Chord Energy
CHRD
$7.39B
$265K ﹤0.01%
18,700
-10,300
-36% -$130K
FCG icon
1858
First Trust Natural Gas ETF
FCG
$623M
$265K ﹤0.01%
+11,847
New +$269K
ROK icon
1859
Rockwell Automation
ROK
$49B
$264K ﹤0.01%
+1,410
New +$252K
BOX icon
1860
CALL
Box
BOX
$4.6B
$263K ﹤0.01%
11,000
-54,800
-83% -$1.38M
DPZ icon
1861
Domino's
DPZ
$11.6B
$263K ﹤0.01%
+893
New +$253K
KIM icon
1862
CALL
Kimco Realty
KIM
$16.4B
$263K ﹤0.01%
15,700
-3,300
-17% -$55.4K
LE icon
1863
CALL
Lands' End
LE
$403M
$263K ﹤0.01%
15,000
-15,100
-50% -$355K
MASI
1864
DELISTED
Masimo
MASI
$263K ﹤0.01%
+2,111
New +$234K
SHOP icon
1865
CALL
Shopify
SHOP
$195B
$263K ﹤0.01%
+16,000
New +$244K
AUY
1866
PUT
DELISTED
Yamana Gold, Inc.
AUY
$263K ﹤0.01%
105,500
+40,000
+61% +$111K
PFGC icon
1867
Performance Food Group
PFGC
$18B
$262K ﹤0.01%
7,873
-1,090
-12% -$38.4K
R icon
1868
Ryder
R
$10.1B
$262K ﹤0.01%
3,589
-8,318
-70% -$634K
C icon
1869
Citigroup
C
$226B
$259K ﹤0.01%
3,614
-115,192
-97% -$8.14M
HLNE icon
1870
Hamilton Lane
HLNE
$5.57B
$259K ﹤0.01%
+5,851
New +$281K
KRE icon
1871
State Street SPDR S&P Regional Banking ETF
KRE
$4.64B
$259K ﹤0.01%
4,363
-102,985
-96% -$6.42M
PPG icon
1872
PPG Industries
PPG
$26.6B
$259K ﹤0.01%
2,372
-10,082
-81% -$1.1M
AGN
1873
DELISTED
Allergan plc
AGN
$259K ﹤0.01%
1,358
-11,177
-89% -$2.05M
PRA
1874
DELISTED
ProAssurance
PRA
$258K ﹤0.01%
+5,493
New +$242K
PSK icon
1875
State Street SPDR ICE Preferred Securities ETF
PSK
$685M
$258K ﹤0.01%
+6,053
New +$261K
73 74
75
76 77

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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.