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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
SRE icon
3001
PUT
Sempra
SRE
$57.3B
– –
-6,000
Closed -$348K
SSB icon
3002
SouthState Bank Corp
SSB
$10.5B
– –
-3,203
Closed -$276K
SSO icon
3003
PUT
ProShares Ultra S&P500
SSO
$8.04B
– –
-28,800
Closed -$401K
SSYS icon
3004
PUT
Stratasys
SSYS
$706M
– –
-32,200
Closed -$616K
STEW
3005
SRH Total Return Fund
STEW
$1.8B
– –
-20,190
Closed -$208K
STLA icon
3006
PUT
Stellantis
STLA
$21.3B
– –
-19,600
Closed -$370K
STNG icon
3007
Scorpio Tankers
STNG
$3.89B
– –
-3,655
Closed -$103K
STWD icon
3008
Starwood Property Trust
STWD
$5.92B
– –
-11,238
Closed -$244K
STZ icon
3009
Constellation Brands
STZ
$22.4B
– –
-8,626
Closed -$1.83M
SUI icon
3010
Sun Communities
SUI
$15.1B
– –
-2,167
Closed -$212K
SVC
3011
CALL
Service Properties Trust
SVC
$1.02B
– –
-14,680
Closed -$2.1M
SVC
3012
PUT
Service Properties Trust
SVC
$1.02B
– –
-4,320
Closed -$618K
SWBI icon
3013
CALL
Smith & Wesson
SWBI
$660M
– –
-74,938
Closed -$693K
SWBI icon
3014
PUT
Smith & Wesson
SWBI
$660M
– –
-13,921
Closed -$129K
SYF icon
3015
Synchrony
SYF
$25.3B
– –
-31,573
Closed -$1.01M
SYNA icon
3016
CALL
Synaptics
SYNA
$4.13B
– –
-24,900
Closed -$1.25M
SYNA icon
3017
Synaptics
SYNA
$4.13B
– –
-8,384
Closed -$422K
SYNA icon
3018
PUT
Synaptics
SYNA
$4.13B
– –
-12,800
Closed -$645K
SYY icon
3019
Sysco
SYY
$40.7B
– –
-3,869
Closed -$279K
TBT icon
3020
ProShares Trust UltraShort Lehman 20+ Year Treasury
TBT
$315M
– –
-7,231
Closed -$260K
TCOM icon
3021
Trip.com Group
TCOM
$29.8B
– –
-10,075
Closed -$409K
TECK icon
3022
Teck Resources
TECK
$29.5B
– –
-22,705
Closed -$546K
TEX icon
3023
CALL
Terex
TEX
$7.36B
– –
-6,500
Closed -$274K
TFC icon
3024
PUT
Truist Financial
TFC
$63.4B
– –
-10,200
Closed -$514K
TGT icon
3025
Target
TGT
$67.8B
– –
-15,865
Closed -$1.32M
119 120
121
122 123

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OAM
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NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
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RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
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MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
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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 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.