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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
BFZ
1976
DELISTED
BlackRock CA Municipal Income Trust
BFZ
$233K ﹤0.01%
+18,860
New +$240K
BBBY
1977
CALL
Bed Bath & Beyond
BBBY
$442M
$233K ﹤0.01%
+11,180
New +$276K
COLM icon
1978
CALL
Columbia Sportswear
COLM
$2.93B
$233K ﹤0.01%
+2,500
New +$227K
COLM icon
1979
PUT
Columbia Sportswear
COLM
$2.93B
$233K ﹤0.01%
+2,500
New +$227K
GBX icon
1980
The Greenbrier Companies
GBX
$1.46B
$233K ﹤0.01%
+3,884
New +$224K
QTEC icon
1981
First Trust NASDAQ-100 Technology Index Fund
QTEC
$4.83B
$233K ﹤0.01%
+2,934
New +$233K
USO icon
1982
CALL
United States Oil Fund
USO
$1.84B
$233K ﹤0.01%
+1,875
New +$217K
JQC icon
1983
Nuveen Credit Strategies Income Fund
JQC
$711M
$232K ﹤0.01%
29,144
-61
-0.2% -$485
LEA icon
1984
CALL
Lear
LEA
$8.18B
$232K ﹤0.01%
1,600
-13,300
-89% -$2.28M
RL icon
1985
Ralph Lauren
RL
$23.5B
$232K ﹤0.01%
1,688
-7,455
-82% -$993K
VSHY icon
1986
Virtus Newfleet Short Duration High Yield Bond ETF
VSHY
$31.1M
$232K ﹤0.01%
9,509
+384
+4% +$9.43K
BR icon
1987
Broadridge
BR
$19B
$231K ﹤0.01%
1,753
-544
-24% -$69K
BWA icon
1988
BorgWarner
BWA
$13.9B
$231K ﹤0.01%
+6,125
New +$241K
EFA icon
1989
iShares MSCI EAFE ETF
EFA
$80.2B
$231K ﹤0.01%
3,404
-13,879
-80% -$937K
EMR icon
1990
Emerson Electric
EMR
$88.3B
$231K ﹤0.01%
+3,013
New +$222K
NVO
1991
PUT
Novo Nordisk
NVO
$209B
$231K ﹤0.01%
9,800
-40,800
-81% -$996K
PGRE
1992
DELISTED
Paramount Group
PGRE
$231K ﹤0.01%
15,311
+664
+5% +$10.3K
RXI icon
1993
iShares Global Consumer Discretionary ETF
RXI
$278M
$231K ﹤0.01%
+1,921
New +$226K
STMP
1994
DELISTED
Stamps.com, Inc.
STMP
$231K ﹤0.01%
+1,021
New +$255K
IJK icon
1995
iShares S&P Mid-Cap 400 Growth ETF
IJK
$11.2B
$230K ﹤0.01%
+3,956
New +$230K
SAVE
1996
CALL
DELISTED
Spirit Airlines, Inc.
SAVE
$230K ﹤0.01%
4,900
-15,100
-76% -$667K
CDK
1997
DELISTED
CDK Global, Inc.
CDK
$230K ﹤0.01%
+3,676
New +$233K
KW
1998
DELISTED
Kennedy-Wilson Holdings
KW
$229K ﹤0.01%
+10,645
New +$228K
MVF
1999
DELISTED
BlackRock MuniVest Fund
MVF
$229K ﹤0.01%
+26,128
New +$229K
TXT icon
2000
PUT
Textron
TXT
$15.4B
$229K ﹤0.01%
3,200
-25,100
-89% -$1.71M
78 79
80
81 82

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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
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EI
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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.