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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
+97.02%
10 Year Est. Return
+293.06%
AUM
$15.4B
AUM Growth
-$4.69B
Cap. Flow
-$5.81B
Cap. Flow %
-37.74%
Top 10 Hldgs %
44.9%
Holding
3,267
New
656
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
FXI icon
276
CALL
iShares China Large-Cap ETF
FXI
$4.35B
$7.46M 0.05%
174,300
-28,600
-14% -$1.21M
BBY icon
277
PUT
Best Buy
BBY
$18B
$7.46M 0.05%
94,000
+24,100
+34% +$1.87M
AEP icon
278
CALL
American Electric Power
AEP
$69.9B
$7.44M 0.05%
105,000
+6,800
+7% +$484K
ACN icon
279
Accenture
ACN
$101B
$7.36M 0.05%
+43,253
New +$7.2M
CSX icon
280
PUT
CSX Corp
CSX
$92.3B
$7.34M 0.05%
297,300
+37,800
+15% +$900K
RHT
281
CALL
DELISTED
Red Hat Inc
RHT
$7.3M 0.05%
53,600
-11,600
-18% -$1.66M
BMY icon
282
PUT
Bristol-Myers Squibb
BMY
$134B
$7.3M 0.05%
117,600
-154,500
-57% -$9.17M
IBB icon
283
PUT
iShares Biotechnology ETF
IBB
$9.18B
$7.25M 0.05%
59,500
-185,100
-76% -$21.8M
WBA
284
PUT
DELISTED
Walgreens Boots Alliance
WBA
$7.25M 0.05%
99,500
-33,700
-25% -$2.29M
D icon
285
CALL
Dominion Energy
D
$60.5B
$7.22M 0.05%
102,700
-6,300
-6% -$446K
MU icon
286
CALL
Micron Technology
MU
$937B
$7.18M 0.05%
158,700
-235,900
-60% -$11.9M
APA icon
287
PUT
APA Corp
APA
$13B
$7.17M 0.05%
150,400
-188,300
-56% -$8.47M
PANW icon
288
CALL
Palo Alto Networks
PANW
$283B
$7.14M 0.05%
190,200
-35,400
-16% -$1.29M
XLP icon
289
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$7.12M 0.05%
131,946
+20,158
+18% +$1.08M
FAS icon
290
CALL
Direxion Daily Financial Bull 3x ETF
FAS
$2.42B
$7.05M 0.05%
100,200
+50,700
+102% +$3.62M
GSK icon
291
CALL
GSK
GSK
$103B
$7.04M 0.05%
140,240
-141,040
-50% -$7.17M
DEO icon
292
PUT
Diageo
DEO
$49.2B
$7.03M 0.05%
49,600
-95,500
-66% -$13.7M
NOC icon
293
CALL
Northrop Grumman
NOC
$77.9B
$7.01M 0.05%
22,100
-15,700
-42% -$4.78M
MDLZ icon
294
CALL
Mondelez International
MDLZ
$78.8B
$7M 0.05%
162,900
+21,400
+15% +$913K
FXI icon
295
PUT
iShares China Large-Cap ETF
FXI
$4.35B
$7M 0.05%
163,400
-37,500
-19% -$1.59M
AMAT icon
296
CALL
Applied Materials
AMAT
$411B
$6.92M 0.04%
179,100
-129,800
-42% -$5.74M
XLP icon
297
PUT
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$6.82M 0.04%
126,400
-384,800
-75% -$20.6M
NSC icon
298
PUT
Norfolk Southern
NSC
$75.6B
$6.8M 0.04%
37,700
+19,300
+105% +$3.3M
SHV icon
299
iShares 0-1 Year Treasury Bond ETF
SHV
$20.6B
$6.8M 0.04%
61,549
-112,645
-65% -$12.4M
CVS icon
300
PUT
CVS Health
CVS
$134B
$6.78M 0.04%
86,100
-40,000
-32% -$2.86M
10 11
12
13 14

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OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
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
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 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
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 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 656 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.