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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
ULTA icon
3051
Ulta Beauty
ULTA
$23B
– –
-1,133
Closed -$289K
UNH icon
3052
UnitedHealth
UNH
$377B
– –
-4,797
Closed -$1.25M
UPS icon
3053
United Parcel Service
UPS
$90.8B
– –
-2,593
Closed -$305K
URI icon
3054
CALL
United Rentals
URI
$69.5B
– –
-14,000
Closed -$2.07M
URI icon
3055
PUT
United Rentals
URI
$69.5B
– –
-62,500
Closed -$9.23M
UWM icon
3056
ProShares Ultra Russell2000
UWM
$240M
– –
-13,740
Closed -$547K
V icon
3057
Visa
V
$683B
– –
-49,103
Closed -$6.98M
VALE icon
3058
CALL
Vale
VALE
$62B
– –
-62,400
Closed -$800K
VALE icon
3059
PUT
Vale
VALE
$62B
– –
-14,600
Closed -$187K
VGSH icon
3060
Vanguard Short-Term Treasury ETF
VGSH
$29.2B
– –
-6,984
Closed -$418K
VGZ icon
3061
Vista Gold
VGZ
$260M
– –
-10,009
Closed -$7K
VIAV icon
3062
PUT
Viavi Solutions
VIAV
$9.31B
– –
-36,500
Closed -$374K
VIG icon
3063
Vanguard Dividend Appreciation ETF
VIG
$112B
– –
-3,041
Closed -$309K
VIRT icon
3064
Virtu Financial
VIRT
$5.12B
– –
-19,263
Closed -$439K
VIRT icon
3065
PUT
Virtu Financial
VIRT
$5.12B
– –
-22,500
Closed -$597K
VLO icon
3066
Valero Energy
VLO
$88.5B
– –
-4,164
Closed -$473K
VNO icon
3067
Vornado Realty Trust
VNO
$7.51B
– –
-6,801
Closed -$504K
VNO icon
3068
PUT
Vornado Realty Trust
VNO
$7.51B
– –
-27,200
Closed -$2.01M
VNQ icon
3069
PUT
Vanguard Real Estate ETF
VNQ
$39.3B
– –
-6,600
Closed -$538K
VOD icon
3070
PUT
Vodafone
VOD
$35.9B
– –
-28,600
Closed -$695K
VRIG icon
3071
Invesco Variable Rate Investment Grade ETF
VRIG
$1.83B
– –
-9,707
Closed -$243K
VRP icon
3072
Invesco Variable Rate Preferred ETF
VRP
$3B
– –
-27,207
Closed -$676K
VRSN icon
3073
VeriSign
VRSN
$27B
– –
-5,175
Closed -$793K
VTI icon
3074
CALL
Vanguard Morningstar Total Stock Market ETF
VTI
$670B
– –
-4,700
Closed -$660K
VTI icon
3075
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$670B
– –
-8,900
Closed -$1.25M
121 122
123
124 125

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OAM
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NOCM
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QIM
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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.