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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
NVRO
2076
DELISTED
NEVRO CORP.
NVRO
$213K ﹤0.01%
+3,736
New +$234K
BIG
2077
CALL
DELISTED
Big Lots, Inc.
BIG
$213K ﹤0.01%
+5,100
New +$225K
CXO
2078
DELISTED
CONCHO RESOURCES INC.
CXO
$213K ﹤0.01%
1,394
-8,742
-86% -$1.23M
DNKN
2079
DELISTED
Dunkin' Brands Group, Inc.
DNKN
$213K ﹤0.01%
2,885
-2,151
-43% -$155K
NE
2080
DELISTED
Noble Corporation
NE
$213K ﹤0.01%
+30,237
New +$183K
LOXO
2081
DELISTED
Loxo Oncology, Inc
LOXO
$213K ﹤0.01%
+1,247
New +$210K
BLCN
2082
DELISTED
Siren ETF Trust Siren NexGen Economy ETF
BLCN
$212K ﹤0.01%
+8,979
New +$208K
DESP
2083
DELISTED
Despegar.com
DESP
$212K ﹤0.01%
+12,590
New +$235K
FOSL icon
2084
PUT
Fossil Group
FOSL
$318M
$212K ﹤0.01%
9,100
-5,200
-36% -$131K
EQC
2085
DELISTED
Equity Commonwealth
EQC
$212K ﹤0.01%
+6,620
New +$211K
TARO
2086
DELISTED
Taro Pharmaceutical Industries Ltd.
TARO
$212K ﹤0.01%
+2,153
New +$233K
OGS icon
2087
ONE Gas
OGS
$5.04B
$211K ﹤0.01%
+2,566
New +$201K
OLLI icon
2088
Ollie's Bargain Outlet
OLLI
$4.94B
$211K ﹤0.01%
+2,195
New +$175K
UTHR icon
2089
United Therapeutics
UTHR
$23.1B
$211K ﹤0.01%
+1,651
New +$204K
LN
2090
CALL
DELISTED
LINE Corporation
LN
$211K ﹤0.01%
5,000
– –
DOG
2091
ProShares Short Dow30
DOG
$97.3M
$210K ﹤0.01%
+3,826
New +$217K
MMSI icon
2092
Merit Medical Systems
MMSI
$5.32B
$210K ﹤0.01%
+3,424
New +$197K
JBTM
2093
JBT Marel
JBTM
$6.39B
$210K ﹤0.01%
+1,757
New +$191K
FNSR
2094
PUT
DELISTED
Finisar Corp
FNSR
$210K ﹤0.01%
11,000
-33,300
-75% -$619K
FBP icon
2095
First Bancorp
FBP
$4.38B
$209K ﹤0.01%
22,985
-2,733
-11% -$23.1K
HIO
2096
Western Asset High Income Opportunity Fund
HIO
$340M
$209K ﹤0.01%
43,978
+9,300
+27% +$44.6K
SIGI icon
2097
Selective Insurance
SIGI
$5.73B
$209K ﹤0.01%
+3,286
New +$202K
SURE icon
2098
AdvisorShares Insider Advantage ETF
SURE
$57.6M
$209K ﹤0.01%
+2,983
New +$208K
PRTY
2099
PUT
DELISTED
Party City Holdco Inc.
PRTY
$209K ﹤0.01%
+15,400
New +$236K
S
2100
CALL
DELISTED
Sprint Corporation
S
$209K ﹤0.01%
31,900
-54,400
-63% -$323K
82 83
84
85 86

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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
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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.